{"title":"全强盗反馈下随机单调k次模最大化贪心算法","authors":"Xin Sun, Tiande Guo, Congying Han, Hongyang Zhang","doi":"10.1007/s10878-024-01240-9","DOIUrl":null,"url":null,"abstract":"<p>In this paper, we theoretically study the Combinatorial Multi-Armed Bandit problem with stochastic monotone <i>k</i>-submodular reward function under full-bandit feedback. In this setting, the decision-maker is allowed to select a super arm composed of multiple base arms in each round and then receives its <i>k</i>-submodular reward. The <i>k</i>-submodularity enriches the application scenarios of the problem we consider in contexts characterized by diverse options. We present two simple greedy algorithms for two budget constraints (total size and individual size) and provide the theoretical analysis for upper bound of the regret value. For the total size budget, the proposed algorithm achieves a <span>\\(\\frac{1}{2}\\)</span>-regret upper bound by <span>\\(\\tilde{\\mathcal {O}}\\left( T^\\frac{2}{3}(kn)^{\\frac{1}{3}}B\\right) \\)</span> where <i>T</i> is the time horizon, <i>n</i> is the number of base arms and <i>B</i> denotes the budget. For the individual size budget, the proposed algorithm achieves a <span>\\(\\frac{1}{3}\\)</span>-regret with the same upper bound. Moreover, we conduct numerical experiments on these two algorithms to empirically demonstrate the effectiveness.</p>","PeriodicalId":50231,"journal":{"name":"Journal of Combinatorial Optimization","volume":"37 1","pages":""},"PeriodicalIF":0.9000,"publicationDate":"2024-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Greedy algorithms for stochastic monotone k-submodular maximization under full-bandit feedback\",\"authors\":\"Xin Sun, Tiande Guo, Congying Han, Hongyang Zhang\",\"doi\":\"10.1007/s10878-024-01240-9\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>In this paper, we theoretically study the Combinatorial Multi-Armed Bandit problem with stochastic monotone <i>k</i>-submodular reward function under full-bandit feedback. In this setting, the decision-maker is allowed to select a super arm composed of multiple base arms in each round and then receives its <i>k</i>-submodular reward. The <i>k</i>-submodularity enriches the application scenarios of the problem we consider in contexts characterized by diverse options. We present two simple greedy algorithms for two budget constraints (total size and individual size) and provide the theoretical analysis for upper bound of the regret value. For the total size budget, the proposed algorithm achieves a <span>\\\\(\\\\frac{1}{2}\\\\)</span>-regret upper bound by <span>\\\\(\\\\tilde{\\\\mathcal {O}}\\\\left( T^\\\\frac{2}{3}(kn)^{\\\\frac{1}{3}}B\\\\right) \\\\)</span> where <i>T</i> is the time horizon, <i>n</i> is the number of base arms and <i>B</i> denotes the budget. For the individual size budget, the proposed algorithm achieves a <span>\\\\(\\\\frac{1}{3}\\\\)</span>-regret with the same upper bound. Moreover, we conduct numerical experiments on these two algorithms to empirically demonstrate the effectiveness.</p>\",\"PeriodicalId\":50231,\"journal\":{\"name\":\"Journal of Combinatorial Optimization\",\"volume\":\"37 1\",\"pages\":\"\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2024-12-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Combinatorial Optimization\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s10878-024-01240-9\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Combinatorial Optimization","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10878-024-01240-9","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Greedy algorithms for stochastic monotone k-submodular maximization under full-bandit feedback
In this paper, we theoretically study the Combinatorial Multi-Armed Bandit problem with stochastic monotone k-submodular reward function under full-bandit feedback. In this setting, the decision-maker is allowed to select a super arm composed of multiple base arms in each round and then receives its k-submodular reward. The k-submodularity enriches the application scenarios of the problem we consider in contexts characterized by diverse options. We present two simple greedy algorithms for two budget constraints (total size and individual size) and provide the theoretical analysis for upper bound of the regret value. For the total size budget, the proposed algorithm achieves a \(\frac{1}{2}\)-regret upper bound by \(\tilde{\mathcal {O}}\left( T^\frac{2}{3}(kn)^{\frac{1}{3}}B\right) \) where T is the time horizon, n is the number of base arms and B denotes the budget. For the individual size budget, the proposed algorithm achieves a \(\frac{1}{3}\)-regret with the same upper bound. Moreover, we conduct numerical experiments on these two algorithms to empirically demonstrate the effectiveness.
期刊介绍:
The objective of Journal of Combinatorial Optimization is to advance and promote the theory and applications of combinatorial optimization, which is an area of research at the intersection of applied mathematics, computer science, and operations research and which overlaps with many other areas such as computation complexity, computational biology, VLSI design, communication networks, and management science. It includes complexity analysis and algorithm design for combinatorial optimization problems, numerical experiments and problem discovery with applications in science and engineering.
The Journal of Combinatorial Optimization publishes refereed papers dealing with all theoretical, computational and applied aspects of combinatorial optimization. It also publishes reviews of appropriate books and special issues of journals.