Near-Optimal Algorithms for Piecewise-Stationary Cascading Bandits

Lingda Wang, Huozhi Zhou, Bingcong Li, Lav R. Varshney, Zhizhen Zhao

Abstract: Cascading bandit (CB) is a popular model for web search and online advertising. However, the stationary CB model may be too simple to cope with real-world problems, where user preferences may change over time. Considering piecewise-stationary environments, two efficient algorithms, GLRT-CascadeUCB and GLRT-CascadeKL-UCB, are developed. Comparing with existing works, the proposed algorithms: i) are free of change-point-dependent information for choosing parameters; ii) have fewer tuning parameters; iii) improve regret upper bounds. We also show that the proposed algorithms are optimal up to logarithm terms by deriving a minimax lower bound $\Omega (\sqrt {NLT} )$ for piecewise-stationary CB. The efficiency of the proposed algorithms is validated through numerical tests on a real-world benchmark dataset.