We introduce the probably approximately correct (PAC) Battling-Bandit problem with the Plackett-Luce (PL) subset choice model-an online learning framework where at each trial the learner chooses a subset of k arms from a fixed set of n arms, and subsequently observes a stochastic feedback indicating preference information of the items in the chosen subset, e.g., the most preferred item or ranking of the top m most preferred items etc. The objective is to identify a near-best item in the underlying PL model with high confidence. This generalizes the well-studied PAC Dueling-Bandit problem over n arms, which aims to recover the best-arm from pairwise preference information, and is known to require O( n ǫ 2 ln 1 δ ) sample complexity (Szörényi et al., 2015; Busa-Fekete et al., 2013) . We study the sample complexity of this problem under various feedback models: (1) Winner of the subset (WI), and (2) Ranking of top-m items (TR) for 2 ≤ m ≤ k. We show, surprisingly, that with winner information (WI) feedback over subsets of size 2 ≤ k ≤ n, the best achievable sample complexity is still O n ǫ 2 ln 1 δ , independent of k, and the same as that in the Dueling Bandit setting (k = 2). For the more general top-m ranking (TR) feedback model, we show a significantly smaller lower bound on sample complexity of Ω n mǫ 2 ln 1 δ , which suggests a multiplicative reduction by a factor m owing to the additional information revealed from preferences among m items instead of just 1. We also propose two algorithms for the PAC problem with the TR feedback model with optimal (upto logarithmic factors) sample complexity guarantees, establishing the increase in statistical efficiency from exploiting rank-ordered feedback.
In a subsequent work, REF study the sample complexity of the battling bandit problem, both for the case of winner feedback as well as feedback in the form of a full ranking over the selected subset.
PAC Battling Bandits in the Plackett-Luce Model
arXiv: Learning
Mathematics Computer Science