Adversarial Combinatorial Bandits with Switching Costs

arXiv:2404.01883v1 Announce Type: cross
Abstract: We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial case with $K$ base arms and time horizon $T$, we derive lower bounds for the minimax regret and design algorithms to approach them. To prove these lower bounds, we design stochastic loss sequences for both feedback settings, building on …

abstract adversarial arm arxiv case cost costs cs.lg feedback horizon lambda stat.ml study type