arXiv:2604.09423cs.LG2026-04中稿 · ACM SIGMETRICS 202…

将离线局部搜索方法转化为在线随机组合问题,实现近似后悔值为O(log³T)。

Offline Local Search for Online Stochastic Bandits

  • 设计通用框架,将离线局部搜索算法转为在线策略
  • 在三种优化问题上实现O(log³T)的近似后悔值
  • 适用于调度、拟阵基和不确定聚类等场景

组合多臂赌博机提供了一个基础的在线决策环境,决策者在T个时间步中逐次选择动作并获取其代价。目标是最小化遗憾,即与事后已知最优固定动作相比的损失。已有大量研究探索如何利用离线算法设计思想来提升在线性能。离线贪心和线性优化算法(包括精确与近似)已被证明在在线部署中具有实用保证。本文研究一类广泛用于理论与实践的局部搜索算法,此前在该领域研究不足。针对离线局部搜索能收敛到近似最优解的问题,提出一种通用方法,将此类算法转化为在线随机组合赌博机算法,实现O(log³T)的(近似)遗憾。相比之下,现有离线转在线框架的遗憾(及近似遗憾)随T呈次线性但多项式增长。通过三个在线随机组合优化问题——最小化总完成时间的调度、拟阵的最小代价基、不确定聚类——验证了该框架的灵活性。

原文摘要 · Abstract (English)

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The goal is to minimize regret, defined as the loss compared to the optimal fixed action in hindsight under full-information. There has been substantial interest in leveraging what is known about offline algorithm design in this online setting. Offline greedy and linear optimization algorithms (both exact and approximate) have been shown to provide useful guarantees when deployed online. We investigate local search methods, a broad class of algorithms used widely in both theory and practice, which have thus far been under-explored in this context. We focus on problems where offline local search terminates in an approximately optimal solution and give a generic method for converting such an offline algorithm into an online stochastic combinatorial bandit algorithm with $O(\log^3 T)$ (approximate) regret. In contrast, existing offline-to-online frameworks yield regret (and approximate regret) which depend sub-linearly, but polynomially on $T$. We demonstrate the flexibility of our framework by applying it to three online stochastic combinatorial optimization problems: scheduling to minimize total completion time, finding a minimum cost base of a matroid and uncertain clustering.

在线学习组合优化局部搜索后悔分析

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