用图谱低频子空间降维,显著降低推荐系统中的探索成本。
Graph Dimensionality Reduction for Contextual Bandits: Structure-Specific Regret Bounds under Approximate Smoothness and Noisy Eigenspaces
- 将臂特征投影到图的低频谱子空间,再用线性上下文算法
- 理论证明后悔率降至 $\wtO(k\sqrt{T})$,比传统方法快15倍
- 适用于图结构与奖励相关性强的场景,如推荐系统
具有图结构臂的上下文老虎机问题出现在推荐、引用检索和社交广告中,相连臂倾向于共享奖励信号。标准降维方法忽略这种结构,使探索成本增加 $d/k$ 倍。我们提出 GraphDR-LinUCB,将臂特征投影至图的低频谱子空间,并在 $k$ 维空间运行线性上下文算法。首次证明基于谱投影的上下文老虎机可实现 $\wtO(k\sqrt{T})$ 的后悔界,将维度依赖从 $d$ 降至 $k$;扰动分析扩展至噪声图情形,显式包含奖励平滑性不匹配与图估计误差的惩罚项。核心发现是高频奖励分量无需承担最坏情况下的线性 $T$ 惩罚:其实际代价取决于沿所选路径的实际影响,而非总能量。通过简单的子空间谱比较 ($Γ_k$) 可预测降维器优劣,在六个真实数据集中有五次正确预测;在合成基准与六个真实数据集(MovieLens、Amazon、LastFM、ogbn-arxiv、MIND)上,GraphDR-LinUCB 相较全维 LinUCB 将累积后悔降低 15 倍,且在五个数据集上优于其他图感知方法,唯一失败案例恰是图谱子空间与奖励方向错位。
原文摘要 · Abstract (English)
Contextual bandits with graph-structured arms arise in recommendation, citation retrieval, and social advertising, where arms connected on a graph tend to share reward signal. Standard dimensionality reduction ignores this structure, inflating exploration cost by a factor of $d/k$. We propose GraphDR-LinUCB, which projects arm features onto the graph's low-frequency spectral subspace and runs linear UCB in the resulting $k$-dimensional space. We prove the first $\wtO(k\sqrt{T})$ regret bound for spectral-projection-based contextual bandits, reducing dimension dependence from $d$ to $k$; a perturbation argument extends this to noisy graphs, with an explicit penalty for reward-smoothness mismatch and graph-estimation error. Our central theoretical finding is that the high-frequency reward component need not incur a worst-case linear-in-$T$ penalty: its actual cost depends on its realized impact along the played path, not on its total energy. A simple spectral comparison between subspaces ($Γ_k$) predicts which reducer wins on a given dataset, correctly calling five of six real-dataset outcomes without any fitted threshold. Across a synthetic benchmark and six real datasets (MovieLens, Amazon, LastFM, ogbn-arxiv, MIND), GraphDR-LinUCB reduces cumulative regret by $15\times$ over full-dimensional LinUCB and outperforms competing graph-aware methods on five of six; the single failure is precisely where the graph's spectral subspace is misaligned with the reward.
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