stat.MLSep 4, 2025

Stochastic Matching Bandits with Rare Optimization Updates

Authors: Jung-hun Kim, Min-hwan Oh

Organizations: CREST, ESNAE Paris, FairPlay joint team · Seoul National University

Abstract

We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In this setting, NN agents on one side are assigned to KK arms on the other side, where each arm stochastically selects an agent from its assigned pool according to unknown preferences and yields a corresponding reward over a horizon TT. The objective is to minimize regret by maximizing the cumulative revenue from successful matches. A naive approach requires solving an NP-hard combinatorial optimization problem at every round, resulting in a prohibitive computational cost. To address this challenge, we propose batched algorithms that strategically limit the number of times matching assignments are updated to Θ(log⁡log⁡T)Θ(\log\log T) over the entire horizon. By invoking expensive combinatorial optimization only on a vanishing fraction of rounds, our algorithms substantially reduce overall computational overhead while still achieving a regret bound of O~(T)\widetilde{\mathcal{O}}(\sqrt{T}).

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