Adversarial Multi-dueling Bandits
<|reference_start|>Adversarial Multi-dueling Bandits: We introduce the problem of regret minimization in adversarial multi-dueling bandits. While adversarial preferences have been studied in dueling bandits, they have not been explored in multi-dueling bandits. In this setting, the learner is required to select $m \geq 2$ arms at each round and observes as feedback the identity of the most preferred arm which is based on an arbitrary preference matrix chosen obliviously. We introduce a novel algorithm, MiDEX (Multi Dueling EXP3), to learn from such preference feedback that is assumed to be generated from a pairwise-subset choice model. We prove that the expected cumulative $T$-round regret of MiDEX compared to a Borda-winner from a set of $K$ arms is upper bounded by $O((K \log K)^{1/3} T^{2/3})$. Moreover, we prove a lower bound of $\Omega(K^{1/3} T^{2/3})$ for the expected regret in this setting which demonstrates that our proposed algorithm is near-optimal.<|reference_end|>
@article{gajane2024adversarial,
    title={Adversarial Multi-dueling Bandits},
    author={Pratik Gajane},
    journal={arXiv preprint arXiv:2406.12475},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.12475},
    primaryClass={cs.LG}
}