Improved Algorithm on Online Clustering of Bandits

Improved Algorithm on Online Clustering of Bandits

Shuai Li, Wei Chen, Shuai Li, Kwong-Sak Leung

Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence
Main track. Pages 2923-2929. https://doi.org/10.24963/ijcai.2019/405

We generalize the setting of online clustering of bandits by allowing non-uniform distribution over user frequencies. A more efficient algorithm is proposed with simple set structures to represent clusters. We prove a regret bound for the new algorithm which is free of the minimal frequency over users. The experiments on both synthetic and real datasets consistently show the advantage of the new algorithm over existing methods.
Keywords:
Machine Learning: Learning Theory
Machine Learning: Online Learning
Machine Learning: Reinforcement Learning