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A Multi-Arm Bandit Approach To Subset Selection Under Constraints

2021/02/09 by Ayush Deva, Kumar Abhishek, Deva, Ayush +3
Computer Science · #FOS: Computer and information sciences #Machine Learning (cs.LG) #cs.LG

paper · pdf · doi:10.48550/arxiv.2102.04824

Accepted in AAMAS 2021 as Extended Abstract

arxiv created 2021/02/09 · arxiv updated 2021/02/10

Abstract

We explore the class of problems where a central planner needs to select a subset of agents, each with different quality and cost. The planner wants to maximize its utility while ensuring that the average quality of the selected agents is above a certain threshold. When the agents' quality is known, we formulate our problem as an integer linear program (ILP) and propose a deterministic algorithm, namely \dpss that provides an exact solution to our ILP. We then consider the setting when the qualities of the agents are unknown. We model this as a Multi-Arm Bandit (MAB) problem and propose \newalgo to learn the qualities over multiple rounds. We show that after a certain number of rounds, τ, \newalgo outputs a subset of agents that satisfy the average quality constraint with a high probability. Next, we provide bounds on τ and prove that after τ rounds, the algorithm incurs a regret of O(ln T), where T is the total number of rounds. We further illustrate the efficacy of \newalgo through simulations. To overcome the computational limitations of \dpss, we propose a polynomial-time greedy algorithm, namely \greedy, that provides an approximate solution to our ILP. We also compare the performance of \dpss and \greedy through experiments.

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