新闻 · arXiv cs.LG

Optimal and Efficient Contextual Combinatorial Semi-bandits with General Function Approximation

We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation. At each round, the learner observes a context, selects a combinatorial action consisting of a subset of basic arms, and receives the reward of each selected arm; the goal is to maximize the cumulative reward over time. We propose SquareCB.Comb, a computationally efficient algorithm that, at each round, solves a convex optimization problem to sample a combinatorial action that balances…