Optimal Arm Elimination Algorithms for Combinatorial Bandits

Yuxiao Wen, Yanjun Han, Zhengyuan Zhou

TL;DR: We propose arm elimination algorithms to achieve optimal regret in the combinatorial multi-armed bandit with general graph feedback, and the combinatorial linear contextual bandit.

Abstract: Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper confidence bound (UCB) algorithms arise naturally in this context, adapting arm elimination methods has proved more challenging. We introduce a novel elimination scheme that partitions arms into three categories (confirmed, active, and eliminated), and incorporates explicit exploration to update these sets. We demonstrate the efficacy of our algorithm in two settings: the combinatorial multi-armed bandit with general graph feedback, and the combinatorial linear contextual bandit. Matching lower bounds are also provided. In both cases, our approach achieves near-optimal regret, whereas UCB-based methods can provably fail due to insufficient explicit exploration.

Submission Number: 690