Combinatorial Pure Exploration with Full-bandit Feedback and Beyond: Solving Combinatorial Optimization under Uncertainty with Limited Observation

Bibliographic Details
Title: Combinatorial Pure Exploration with Full-bandit Feedback and Beyond: Solving Combinatorial Optimization under Uncertainty with Limited Observation
Authors: Kuroki, Yuko, Honda, Junya, Sugiyama, Masashi
Publication Year: 2020
Collection: Computer Science
Statistics
Subject Terms: Computer Science - Machine Learning, Computer Science - Discrete Mathematics, Computer Science - Data Structures and Algorithms, Computer Science - Social and Information Networks, Statistics - Machine Learning
More Details: Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly assumed that parameters such as edge weights are exactly known as inputs. However, this assumption may not be fulfilled since input parameters are often uncertain or initially unknown in many applications such as recommender systems, crowdsourcing, communication networks, and online advertisement. To resolve such uncertainty, the problem of combinatorial pure exploration of multi-armed bandits (CPE) and its variants have recieved increasing attention. Earlier work on CPE has studied the semi-bandit feedback or assumed that the outcome from each individual edge is always accessible at all rounds. However, due to practical constraints such as a budget ceiling or privacy concern, such strong feedback is not always available in recent applications. In this article, we review recently proposed techniques for combinatorial pure exploration problems with limited feedback.
Comment: Preprint of an Invited Review Article, In Fields Institute
Document Type: Working Paper
Access URL: http://arxiv.org/abs/2012.15584
Accession Number: edsarx.2012.15584
Database: arXiv
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  Data: Combinatorial Pure Exploration with Full-bandit Feedback and Beyond: Solving Combinatorial Optimization under Uncertainty with Limited Observation
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  Data: <searchLink fieldCode="AR" term="%22Kuroki%2C+Yuko%22">Kuroki, Yuko</searchLink><br /><searchLink fieldCode="AR" term="%22Honda%2C+Junya%22">Honda, Junya</searchLink><br /><searchLink fieldCode="AR" term="%22Sugiyama%2C+Masashi%22">Sugiyama, Masashi</searchLink>
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  Data: Computer Science<br />Statistics
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  Data: Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly assumed that parameters such as edge weights are exactly known as inputs. However, this assumption may not be fulfilled since input parameters are often uncertain or initially unknown in many applications such as recommender systems, crowdsourcing, communication networks, and online advertisement. To resolve such uncertainty, the problem of combinatorial pure exploration of multi-armed bandits (CPE) and its variants have recieved increasing attention. Earlier work on CPE has studied the semi-bandit feedback or assumed that the outcome from each individual edge is always accessible at all rounds. However, due to practical constraints such as a budget ceiling or privacy concern, such strong feedback is not always available in recent applications. In this article, we review recently proposed techniques for combinatorial pure exploration problems with limited feedback.<br />Comment: Preprint of an Invited Review Article, In Fields Institute
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      – SubjectFull: Computer Science - Machine Learning
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      – SubjectFull: Computer Science - Discrete Mathematics
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      – SubjectFull: Computer Science - Data Structures and Algorithms
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      – SubjectFull: Computer Science - Social and Information Networks
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      – SubjectFull: Statistics - Machine Learning
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      – TitleFull: Combinatorial Pure Exploration with Full-bandit Feedback and Beyond: Solving Combinatorial Optimization under Uncertainty with Limited Observation
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