Combinatorial Semi-Bandits with Knapsacks

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Karthik Abinav Sankararaman, Aleksandrs Slivkins ;
Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics, PMLR 84:1760-1770, 2018.

Abstract

We unify two prominent lines of work on multi-armed bandits: bandits with knapsacks (BwK) 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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