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MESHA: Mechanism-Enforced Sequential Halving for Strategic Linear Bandits

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We design and analyze \underline{M}echanism-\underline{E}nforced \underline{S}equential \underline{HA}lving (MESHA), an algorithm for Best Arm Identification (BAI) in strategic linear bandits. In this setting, each arm may strategically misreport its feature vector to maximize the probability of being identified as the best arm, when rewards are generated from the arms' true but unobservable features.

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Hugging Face Trending Papers
Jul 15

Optimal and Efficient Contextual Combinatorial Semi-bandits with General Function Approximation

We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation. At each round, the learner observes a context, selects a combinatorial action consisting of a subset of basic arms, and receives the reward of each selected arm; the goal is to maximize the cumulative reward over time.