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Combinatorial Semi-Bandits with Knapsacks

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 نشر من قبل Karthik Abinav Sankararaman
 تاريخ النشر 2017
  مجال البحث الهندسة المعلوماتية
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We unify two prominent lines of work on multi-armed bandits: bandits with knapsacks (BwK) and combinatorial semi-bandits. The former concerns limited resources consumed by the algorithm, e.g., limited supply in dynamic pricing. The latter allows a huge number of actions but assumes combinatorial structure and additional feedback to make the problem tractable. We define a common generalization, support it with several motivating examples, and design an algorithm for it. Our regret bounds are comparable with those for BwK and combinatorial semi- bandits.



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