arXiv:2605.07171cs.LGcs.SY2026-05

提出新算法COF,在低成本下高效找到可行解,适合资源受限的决策场景。

Cost-Ordered Feasibility for Multi-Armed Bandits with Cost Subsidy

论文配图:Cost-Ordered Feasibility for Multi-Armed Bandits with Cost Subsidy
图 1 · 摘自论文原文
  • 基于成本排序设计采样策略,智能评估低价臂可行性。
  • 理论证明其累积成本与质量损失均低于已有方法。
  • 在真实数据集和合成数据上验证效果显著,尤其适合预算敏感任务。

经典多臂老虎机(MAB)问题关注在不确定性下最大化收益,但实际应用中常需在最低收益约束下最小化成本,这由带补贴的多臂老虎机(MAB-CS)建模。本文研究质量约束相对于未知最优奖励、各臂成本已知的情形。通过建立实例相关的下界,揭示了任意策略所需次优样本数的理论极限,并提出成本排序可行性(COF)算法,利用该洞察智能组合各臂样本以判断低价臂的可行性。进一步分析表明,COF在实例相关上界下具有较低的累积成本与质量遗憾(相对于最便宜的可行臂)。通过在MovieLens和Goodreads数据集及典型合成实例上的大量模拟实验,验证了其优越的理论与实证性能,不仅理论边界更优,实际表现也更佳。

原文摘要 · Abstract (English)

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum permissible reward, an objective captured by multi-armed bandits with cost-subsidy (MAB-CS). Of interest to this paper is the setting where the quality (reward) constraint is specified relative to the unknown best reward and the cost of each arm is known. We characterize the expected sub-optimal samples required by any policy by proving instance-dependent lower bounds that offer new insight into the problem and are a strict generalization of prior bounds. Then, we propose an algorithm called Cost-Ordered Feasibility (COF) that leverages our insight and intelligently combine samples from all arms to gauge the feasibility of a cheap arm. Thereafter, we analyze COF to establish instance-dependent upper bounds on its expected cumulative cost and quality regret, i.e., relative to the cheapest feasible arm. Finally, we empirically validate the merits of COF, comparing it to baselines from the literature through extensive simulation experiments on the MovieLens and Goodreads datasets as well as representative synthetic instances. Not only does our paper develop qualitatively better theoretical regret upper bounds, but COF also convincingly demonstrates improved empirical performance.

多臂老虎机成本优化决策算法

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