AI & ML
Stochastic Matching Bandits with Rare Optimization Updates
arXiv stat.ML0 views
arXiv:2509.04194v3 Announce Type: replace Abstract: We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In this setting, $N$ agents on one side are assigned to $K$ arms on the other side, where each arm stochastically selects an agent from its assigned pool according to unknown preferences and yields a corresponding reward over a horizon $T$. The objective is to minimize regret by maximizing the cumulative revenue from successful matches. A naive approach requires solving an NP-hard combinatorial optimization problem at every round, resulting in a prohibitive computational cost. To address this challenge, we propose batched algorithms that strategically limit the number of times matching assignments are updated to $\Theta(\log\log T)$ over the entire horizon. By invoking expensive combinatorial optimization only on a vanishing fraction of rounds, our algorithms substantially reduce overall computational overhead while still achieving a regret bound of $\widetilde{\mathcal{O}}(\sqrt{T})$.
Source:https://arxiv.org/abs/2509.04194PreviousDiffusion-Based Hypothesis Testing and Change-Point DetectionNextHigh-dimensional learning dynamics of multi-pass Stochastic Gradient Descent in multi-index models
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