Combinatorial Semi-Bandits with Knapsacks

被引:0
|
作者
Sankararaman, Karthik Abinav [1 ]
Slivkins, Aleksandrs [2 ]
机构
[1] Univ Maryland, College Pk, MD 20742 USA
[2] Microsoft Res NYC, New York, NY USA
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中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
We unify two prominent lines of work on multi-armed bandits: bandits with knapsacks and combinatorial semi-bandits. The former concerns limited "resources" consumed by the algorithm, e.g., limited supply in dynamic pricing. The latter allows a huge number of actions but assumes combinatorial structure and additional feedback to make the problem tractable. We define a common generalization, support it with several motivating examples, and design an algorithm for it. Our regret bounds are comparable with those for BwK and combinatorial semi-bandits.
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页数:11
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