{"id":669159,"date":"2020-06-23T20:12:33","date_gmt":"2020-06-24T03:12:33","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=669159"},"modified":"2020-06-28T01:16:49","modified_gmt":"2020-06-28T08:16:49","slug":"combinatorial-pure-exploration-for-dueling-bandits","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/combinatorial-pure-exploration-for-dueling-bandits\/","title":{"rendered":"Combinatorial Pure Exploration for Dueling Bandits"},"content":{"rendered":"

In this paper, we study combinatorial pure exploration for dueling bandits (CPE-DB): we have multiple candidates for multiple positions as modeled by a bipartite graph, and in each round we sample a duel of two candidates on one position and observe who wins in the duel, with the goal of finding the best candidate-position matching with high probability after multiple rounds of samples. CPE-DB is an adaptation of the original combinatorial pure exploration for multi-armed bandit (CPE-MAB) problem to the dueling bandit setting. We consider both the Borda winner and the Condorcet winner cases. For Borda winner, we establish a reduction of the problem to the original CPE-MAB setting and design PAC and exact algorithms that achieve both the sample complexity similar to that in the CPE-MAB setting (which is nearly optimal for a subclass of problems) and polynomial running time per round. For Condorcet winner, we first design a fully polynomial time approximation scheme (FPTAS) for the offline problem of finding the Condorcet winner with known winning probabilities, and then use the FPTAS as an oracle to design a novel pure exploration algorithm CAR-Cond with sample complexity analysis. CAR-Cond is the first algorithm with polynomial running time per round for identifying the Condorcet winner in CPE-DB.<\/p>\n","protected":false},"excerpt":{"rendered":"

In this paper, we study combinatorial pure exploration for dueling bandits (CPE-DB): we have multiple candidates for multiple positions as modeled by a bipartite graph, and in each round we sample a duel of two candidates on one position and observe who wins in the duel, with the goal of finding the best candidate-position matching 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