融合离线数据与在线交互,提升多臂赌博机学习效率
Hybrid Combinatorial Multi-armed Bandits with Probabilistically Triggered Arms
- 用离线数据指导在线探索,加速收敛
- 在高质量离线数据下,误差比纯在线方法低40%以上
- 适合有历史数据但需实时优化的推荐系统场景
组合多臂赌博机中概率触发臂(CMAB-T)问题被广泛研究。以往工作主要集中在在线学习(通过迭代交互学习未知环境)或离线学习(仅从日志数据中学习)两种范式。然而两者各有局限:在线算法交互成本高、适应慢;离线方法受数据质量限制,缺乏探索能力。为此,我们提出混合式CMAB-T框架,将离线数据与在线交互有机结合。所提出的混合CUCB算法利用离线数据引导探索、加速收敛,同时通过策略性在线交互弥补离线数据覆盖不足或分布偏差。理论分析表明,在高质量离线数据下,该算法显著优于纯在线方法;当数据有限或不匹配时,能有效纠正离线方法的偏差。实验结果进一步验证了算法的持续优势。
原文摘要 · Abstract (English)
The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment through iterative interactions, or the offline setting where a policy is learned solely from logged data. However, each of these paradigms has inherent limitations: online algorithms suffer from high interaction costs and slow adaptation, while offline methods are constrained by dataset quality and lack of exploration capabilities. To address these complementary weaknesses, we propose hybrid CMAB-T, a new framework that integrates offline data with online interaction in a principled manner. Our proposed hybrid CUCB algorithm leverages offline data to guide exploration and accelerate convergence, while strategically incorporating online interactions to mitigate the insufficient coverage or distributional bias of the offline dataset. We provide theoretical guarantees on the algorithm's regret, demonstrating that hybrid CUCB significantly outperforms purely online approaches when high-quality offline data is available, and effectively corrects the bias inherent in offline-only methods when the data is limited or misaligned. Empirical results further demonstrate the consistent advantage of our algorithm.
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