We consider the partial observability model for multi-armed bandits, introduced by Mannor and Shamir . Our main result is a characterization of regret in the directed observability model in terms of the dominating and independence numbers of the observability graph (which must be accessible before selecting an action). In the undirected case, we show that the learner can achieve optimal regret without even accessing the observability graph before selecting an action. Both results are shown using variants of the Exp3 algorithm operating on the observability graph in a time-efficient manner.
|Journal||Advances in Neural Information Processing Systems|
|State||Published - 2013|
|Event||27th Annual Conference on Neural Information Processing Systems, NIPS 2013 - Lake Tahoe, NV, United States|
Duration: 5 Dec 2013 → 10 Dec 2013