2013/12/12 by Masrour Zoghi, Shimon Whiteson, Zoghi, Masrour +5 · 16 citations
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Auction Theory and Applications #FOS: Computer and information sciences #Machine Learning (cs.LG) #Optimization and Search Problems
paper · pdf · doi:10.48550/arxiv.1312.3393
openalex publication_date 2013/12/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper proposes a new method for the K-armed dueling bandit problem, a variation on the regular K-armed bandit problem that offers only relative feedback about pairs of arms. Our approach extends the Upper Confidence Bound algorithm to the relative setting by using estimates of the pairwise probabilities to select a promising arm and applying Upper Confidence Bound with the winner as a benchmark. We prove a finite-time regret bound of order O(log t). In addition, our empirical results using real data from an information retrieval application show that it greatly outperforms the state of the art.