{"id":754225,"date":"2021-06-13T13:08:23","date_gmt":"2021-06-13T20:08:23","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&#038;p=754225"},"modified":"2021-06-27T14:23:25","modified_gmt":"2021-06-27T21:23:25","slug":"combinatorial-bandits-with-relative-feedback","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/combinatorial-bandits-with-relative-feedback\/","title":{"rendered":"PAC Battling Bandits in the Plackett-Luce Model"},"content":{"rendered":"<p>We introduce the probably approximately correct (PAC) \\emph{Battling-Bandit} problem with the Plackett-Luce (PL) subset choice model&#8211;an online learning framework where at each trial the learner chooses a subset of $k$ arms from a fixed set of $n$ arms, and subsequently observes a stochastic feedback indicating preference information of the items in the chosen subset, e.g., the most preferred item or ranking of the top $m$ most preferred items etc. The objective is to identify a near-best item in the underlying PL model with high confidence. This generalizes the well-studied PAC \\emph{Dueling-Bandit} problem over $n$ arms, which aims to recover the \\emph{best-arm} from pairwise preference information, and is known to require $O(\\frac{n}{\\epsilon^2} \\ln \\frac{1}{\\delta})$ sample complexity \\citep{Busa_pl,Busa_top}. We study the sample complexity of this problem under various feedback models: (1) Winner of the subset (WI), and (2) Ranking of top-$m$ items (TR) for $2\\le m \\le k$. We show, surprisingly, that with winner information (WI) feedback over subsets of size $2 \\leq k \\leq n$, the best achievable sample complexity is still $O\\left( \\frac{n}{\\epsilon^2} \\ln \\frac{1}{\\delta}\\right)$, independent of $k$, and the same as that in the Dueling Bandit setting ($k=2$). For the more general top-$m$ ranking (TR) feedback model, we show a significantly smaller lower bound on sample complexity of $\\Omega\\bigg( \\frac{n}{m\\epsilon^2} \\ln \\frac{1}{\\delta}\\bigg)$, which suggests a multiplicative reduction by a factor ${m}$ owing to the additional information revealed from preferences among $m$ items instead of just $1$. We also propose two algorithms for the PAC problem with the TR feedback model with optimal (upto logarithmic factors) sample complexity guarantees, establishing the increase in statistical efficiency from exploiting rank-ordered feedback.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>We introduce the probably approximately correct (PAC) \\emph{Battling-Bandit} problem with the Plackett-Luce (PL) subset choice model&#8211;an online learning framework where at each trial the learner chooses a subset of $k$ arms from a fixed set of $n$ arms, and subsequently observes a stochastic feedback indicating preference information of the items in the chosen subset, e.g., 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