Worst-Case Regret Bounds for Combinatorial Thompson Sampling in Sleeping Semi-Bandits
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Abstract (arXiv)
We revisit combinatorial Thompson sampling (CTS) for semi-bandits with sleeping arms, where arm availability varies over time and actions must satisfy combinatorial constraints, as in wireless mesh routing with fluctuating link availability. Despite its practical relevance, CTS has been hindered by several long-standing problems: (i) the absence of worst-case regret guarantees in the semi-bandit setting even without sleeping arms, (ii) the lack of theory under adversarially varying availability, and (iii) the consistently weak empirical performance of CTS with Gaussian priors (CTS-G). This paper resolves these long-standing issues by providing the first worst-case regret analysis of CTS-G, proving an upper bound of tildeO(m√NT) and a matching lower bound of tildeOmega(m√NT). To bridge the gap between theory and practice, we further propose CL-SG, a simple CTS-G variant that samples a single shared Gaussian seed each round to coordinate exploration across arms. We show that CL-SG achieves an improved regret bound of tildeO(√mNT), together with a matching lower bound Omega(√mNT). Experiments on real-world datasets demonstrate that CL-SG consistently outperforms strong baselines including CTS-G and CTS-B, and we open-source our implementation for reproducibility.
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References · 13
- 2018Thompson Sampling for Combinatorial Semi-Banditscited by 78
- 2019Combinatorial Sleeping Bandits with Fairness Constraintscited by 68
- 2019Worst-Case Regret Bounds for Exploration via Randomized Value Functionscited by 57
- 2020Statistical Efficiency of Thompson Sampling for Combinatorial Semi-Banditscited by 30
- 2016Combinatorial semi-bandit with known covariancecited by 24
- 2020Tight Lower Bounds for Combinatorial Multi-Armed Banditscited by 15
- 2021Near-Optimal Randomized Exploration for Tabular Markov Decision Processescited by 14
- 2019Thompson Sampling for Combinatorial Network Optimization in Unknown Environmentscited by 7
- 2015Hardness of Online Sleeping Combinatorial Optimization Problemscited by 5
- 2021On the Suboptimality of Thompson Sampling in High Dimensionscited by 4
- 2025On the Low-Complexity of Fair Learning for Combinatorial Multi-Armed Banditcited by 3
- 2024Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradoxcited by 1
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