Poster
Further Adaptive Best-of-Both-Worlds Algorithm for Combinatorial Semi-Bandits
Taira Tsuchiya · Shinji Ito · Junya Honda
Auditorium 1 Foyer 91
We consider the combinatorial semi-bandit problem and present a new algorithm with a best-of-both-worlds regret guarantee; the regrets are bounded near-optimally in the stochastic and adversarial regimes. In the stochastic regime, we prove a variance-dependent regret bound depending on the tight suboptimality gap introduced by Kveton et al. (2015) with a good leading constant. In the adversarial regime, we show that the same algorithm simultaneously obtains various data-dependent regret bounds. Our algorithm is based on the follow-the-regularized-leader framework with a refined regularizer and adaptive learning rate. Finally, we numerically test the proposed algorithm and confirm its superior or competitive performance over existing algorithms such as Thompson sampling in most settings.
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