No-Regret is not enough! Bandits with General Constraints through Adaptive Regret Minimization

arXiv:2405.06575v1 Announce Type: new
Abstract: In the bandits with knapsacks framework (BwK) the learner has $m$ resource-consumption (packing) constraints. We focus on the generalization of BwK in which the learner has a set of general long-term constraints. The goal of the learner is to maximize their cumulative reward, while at the same time achieving small cumulative constraints violations. In this scenario, there exist simple instances where conventional methods for BwK fail to yield sublinear violations of constraints. We show that …

abstract arxiv constraints consumption cs.lg focus framework general long-term set stat.ml through type