Learning While Scheduling Jobs under Context-Dependent Service Rates: An Anytime Rate-Optimal Algorithm

We study contextual queueing bandits, where a learner schedules jobs while learning unknown service rates modeled by logistic functions of job-server features. Performance is measured by queue length regret, the expected excess queue length at round t relative to an oracle that knows the service rates. Existing decaying-regret guarantees either have a suboptimal decay rate or require a known fixed horizon. They also assume context-wise slack and a strictly positive minimum eigenvalue of the feature covariance. In this paper, we propose WISE (Widest Interval Selection with Elimination), achieving rate-optimal widetildemathcal O(t-1/2) queue length regret at every sufficiently large time without knowing the horizon. We assume capacity slack, meaning that expected incoming workload under best-server service is below service capacity, and impose no covariance lower bound. Our analysis uses a workload potential measuring the expected service attempts needed by waiting jobs on their best servers. Its drift on nonempty rounds combines a negative term ensured by capacity slack with errors from suboptimal service choices. Then an elliptical potential count bounds how often WISE selects wide confidence intervals, thereby limiting the number of rounds with large service errors. We also sharpen the arrival-rate dependence of an existing lower bound and make its dependence on feature dimension and server count explicit. We prove another lower bound that quantifies the increase in regret as the normalized capacity slack decreases; to our knowledge, this is the first such lower bound for CQB. Simulations show small regret even when context-wise slack fails.