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Poster

Multinomial Logit Bandit with Low Switching Cost

Kefan Dong · Yingkai Li · Qin Zhang · Yuan Zhou

Keywords: [ Online Learning / Bandits ] [ Online Learning, Active Learning, and Bandits ]


Abstract: We study multinomial logit bandit with limited adaptivity, where the algorithms change their exploration actions as infrequently as possible when achieving almost optimal minimax regret. We propose two measures of adaptivity: the assortment switching cost and the more fine-grained item switching cost. We present an anytime algorithm (AT-DUCB) with O(NlogT) assortment switches, almost matching the lower bound Ω(NlogTloglogT). In the fixed-horizon setting, our algorithm FH-DUCB incurs O(NloglogT) assortment switches, matching the asymptotic lower bound. We also present the ESUCB algorithm with item switching cost O(Nlog2T).

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