Stochastic Matching Bandits with Rare Optimization Updates
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Abstract (arXiv)
We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In our 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(loglog 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 widetildeO(√T).
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 24 of its 39 references that are in the map. First posted on arXiv 4 Sep 2025.
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24 of 39 references.
References · 24
- 2020Improved Optimistic Algorithms for Logistic Banditscited by 118
- 2019Batched Multi-armed Bandits Problemcited by 98
- 2019Randomized Exploration in Generalized Linear Banditscited by 70
- 2020Sequential Batch Learning in Finite-Action Linear Contextual Banditscited by 63
- 2020Instance-Wise Minimax-Optimal Algorithms for Logistic Banditscited by 57
- 2019Competing Bandits in Matching Marketscited by 56
- 2020Linear Bandits with Limited Adaptivity and Learning Distributional Optimal Designcited by 51
- 2017MNL-Bandit: A Dynamic Learning Approach to Assortment Selectioncited by 50
- 2020Bandit Learning in Decentralized Matching Marketscited by 46
- 2017Thompson Sampling for the MNL-Banditcited by 35
- 2021Beyond log2(T) Regret for Decentralized Bandits in Matching Marketscited by 30
- 2020Dynamic Batch Learning in High-Dimensional Sparse Linear Contextual Banditscited by 28
12 more
- 2024Generalized Linear Bandits with Limited Adaptivitycited by 22
- 2021Multinomial Logit Contextual Bandits: Provable Optimality and Practicalitycited by 21
- 2021Dynamic pricing and assortment under a contextual MNL demandcited by 20
- 2024Nearly Minimax Optimal Regret for Multinomial Logistic Banditcited by 20
- 2022Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithmscited by 19
- 2023Player-optimal Stable Regret for Bandit Learning in Matching Marketscited by 17
- 2019Robust Dynamic Assortment Optimization in the Presence of Outlier Customerscited by 8
- 2020Dominate or Delete: Decentralized Competing Bandits in Serial Dictatorshipcited by 7
- 2024Optimal Batched Linear Banditscited by 7
- 2024Queueing Matching Bandits with Preference Feedbackcited by 6
- 2019Online Matching with General Arrivalscited by 3
- 2025Achieving Limited Adaptivity for Multinomial Logistic Banditscited by 2
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