172,408 research outputs found
Stochastic Online Learning with Probabilistic Graph Feedback
We consider a problem of stochastic online learning with general
probabilistic graph feedback, where each directed edge in the feedback graph
has probability . Two cases are covered. (a) The one-step case, where
after playing arm the learner observes a sample reward feedback of arm
with independent probability . (b) The cascade case where after playing
arm the learner observes feedback of all arms in a probabilistic
cascade starting from -- for each with probability , if arm
is played or observed, then a reward sample of arm would be observed
with independent probability . Previous works mainly focus on
deterministic graphs which corresponds to one-step case with , an adversarial sequence of graphs with certain topology guarantees,
or a specific type of random graphs. We analyze the asymptotic lower bounds and
design algorithms in both cases. The regret upper bounds of the algorithms
match the lower bounds with high probability
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