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# Combinatorial semi-bandit in the non-stationary environment

*Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence*, PMLR 161:865-875, 2021.

#### Abstract

In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically triggered, and (c) only approximate offline oracle exists (Wang and Chen, NIPS 2017), our algorithm achieves $\tilde{O}(m\sqrt{N T}/\Delta_{\min})$ distribution-dependent regret in the switching case, and $\tilde{O}({V}^{1/3}T^{2/3})$ distribution-independent regret in the dynamic case, where ${N}$ is the number of switchings and ${V}$ is the sum of the total “distribution changes”, $m$ is the total number of arms, and $\Delta_{\min}$ is a gap variable dependent on the distributions of arm outcomes. The regret bounds in both scenarios are nearly optimal, but our algorithm needs to know the parameter ${N}$ or ${V}$ in advance. We further show that by employing another technique, our algorithm no longer needs to know the parameters ${N}$ or ${V}$ but the regret bounds could become suboptimal. In a special case where the reward function is linear and we have an exact oracle, we apply a new technique to design a parameter-free algorithm that achieves nearly optimal regret both in the switching case and in the dynamic case without knowing the parameters in advance.