2021/04/12 by Arun Kumar Verma, Verma, Arun, Manjesh K. Hanawal +5
Computer Science · Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Smart Grid Energy Management
paper · pdf · doi:10.48550/arxiv.2104.05781
openalex publication_date 2021/04/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the arm but independent of the resource allocation, and the other depends on the allocated resource. More specifically, the loss equals zero for an arm if the resource allocated to it exceeds a constant (but unknown) arm dependent threshold. The goal is to learn a resource allocation that minimizes the expected loss. The problem is challenging because the loss distribution and threshold value of each arm are unknown. We study this setting by establishing its `equivalence' to Multiple-Play Multi-Armed Bandits (MP-MAB) and Combinatorial Semi-Bandits. Exploiting these equivalences, we derive optimal algorithms for our problem setting using known algorithms for MP-MAB and Combinatorial Semi-Bandits. The experiments on synthetically generated data validate the performance guarantees of the proposed algorithms.