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Battle of Bandits
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:804-813, 2018.
Abstract
We introduce Battling-Bandits – an online learning framework where given a set of n arms, the learner needs to select a subset of k $\geq$2 arms in each round and subsequently observes a stochastic feedback indicating the winner of the round. This framework generalizes the stan- dard Dueling-Bandit framework which applies to several practical scenarios such as medical treatment preferences, recommender systems, search engine optimization etc., where it is eas- ier and more effective to collect feedback for multiple options simultaneously. We develop a novel class of pairwise-subset choice model, for modelling the subset-wise winner feedback and propose three algorithms - Battling-Doubler, Battling-MultiSBM and Battling-Duel: While the first two are designed for a special class of linear-link based choice models, the third one applies to a much general class of pairwise- subset choice models with Condorcet winner. We also analyzed their regret guarantees and show the optimality of Battling-Duel proving a matching regret lower bound of $\Omega$(n log T), which (perhaps surprisingly) shows that the flexibility of playing size-k subsets does not really help to gather information faster than the corresponding dueling case (k = 2), at least for the current subsetwise feedback choice model. The efficacy of our algorithms are demonstrated through extensive experimental evaluations on a variety of synthetic and real world datasets.