Regret Analysis of Sleeping Competing Bandits

We study multi-armed bandits (MAB) with multiple optimal arms, motivated by the fact that many practical decision making problems admit multiple correct answers. For $K$-armed bandits with $A$ optimal arms, we first provide a sharper analysis of previous sub-sampling algorithms (De Heide et al., 2021; Zhu and Nowak, 2020), establishing a $\tilde{O}\Big(\frac{K-A}{\sqrt{KA}}\sqrt{T} \Big)$ minimax regret, where $T$ is the total number of interactions and $\tilde O(\cdot)$ drops all constant and logarithmic factors, improving the previous $\tilde{O}(\sqrt{KT/A})$ regret. We then provide a matching lower bound up to logarithmic factors, indicating that our established rate is nearly minimax-optimal. We further show that the knowledge of $A$ up to $\tilde{O}(1)$ factors is necessary to achieve near-optimal regret, as near-optimal algorithms for one number of optimal arms must incur substantially larger regret than optimal regret for a smaller number. Overall, our results provide a comprehensive minimax characterization of $K$-armed bandits with $A$ over the entire range of $1 \leq A \leq K-1$.

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm matches them to players, aiming to minimize each player's regret against a stable matching benchmark. This contextual structure creates significant complexity: subtle context shifts can slightly alter one player's utility while completely reconfiguring the underlying benchmark, causing large regret spikes for others. We address this in two settings: stochastic contexts, drawn from a latent distribution, and adversarial contexts, which may be arbitrary. For the stochastic case, we introduce a novel minimum preference gap to capture learning difficulty and provide a fully adaptive algorithm with an instance-dependent poly-logarithmic regret upper bound. We also establish matching instance-independent regret upper and lower bounds under a mild distributional assumption. For the adversarial setting, we propose a tractable regret notion that remains valid under arbitrary contexts and achieves an instance-independent sublinear regret bound via an adaptive algorithm.

A matching platform is a system that matches participants of different types, such as companies and job-seekers. In such a platform, maximizing matches may concentrate assignments on popular participants, increasing dissatisfaction among others, and eventually causing churn, which reduces the platform's profit opportunities. To address this issue, we propose a novel online learning problem, Combinatorial Allocation Bandits (CAB), which incorporates the notion of arm satisfaction. In CAB, at each round, the learner observes feature vectors for $K$ arms and $N$ users, assigns users to arms, and observes feedback following a generalized linear model (GLM). Unlike prior work, the objective is to maximize arm satisfaction rather than the number of positive feedback. For CAB, we develop an upper confidence bound algorithm that uses an approximate optimization oracle and achieves an approximate regret upper bound, whose dependence on $d$, $T$, and $N$ matches the known lower bound for contextual combinatorial linear bandits up to logarithmic factors. We also analyze a Thompson sampling algorithm with a standard regret bound under an exact optimization oracle, and propose a cheaper one-pass variant retaining sublinear approximate regret under a self-concordance assumption. Experiments on synthetic data support the objective and show that CAB-UCB achieves higher cumulative satisfaction than baselines.