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Competing Bandits in Matching Markets via Super Stability
Proceedings of the 42nd International Conference on Machine Learning, PMLR 267:3226-3250, 2025.
Abstract
We study bandit learning in matching markets with two-sided reward uncertainty, extending prior research primarily focused on single-sided uncertainty. Leveraging the concept of ‘super-stability’ from Irving (1994), we demonstrate the advantage of the Extended Gale-Shapley (GS) algorithm over the standard GS algorithm in achieving true stable matchings under incomplete information. By employing the Extended GS algorithm, our centralized algorithm attains a logarithmic pessimal stable regret dependent on an instance-dependent admissible gap parameter. This algorithm is further adapted to a decentralized setting with a constant regret increase. Finally, we establish a novel centralized instance-dependent lower bound for binary stable regret, elucidating the roles of the admissible gap and super-stable matching in characterizing the complexity of stable matching with bandit feedback.