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Unimodal Mono-Partite Matching in a Bandit Setting

Abstract

We tackle a new emerging problem, which is finding an optimal monopartite matching in a weighted graph. The semi-bandit version, where a full matching is sampled at each iteration, has been addressed by \cite{ADMA}, creating an algorithm with an expected regret matching O(Llog(L)Δlog(T))O(\frac{L\log(L)}{\Delta}\log(T)) with 2L2L players, TT iterations and a minimum reward gap Δ\Delta. We reduce this bound in two steps. First, as in \cite{GRAB} and \cite{UniRank} we use the unimodality property of the expected reward on the appropriate graph to design an algorithm with a regret in O(L1Δlog(T))O(L\frac{1}{\Delta}\log(T)). Secondly, we show that by moving the focus towards the main question `\emph{Is user ii better than user jj?}' this regret becomes O(LΔΔ~2log(T))O(L\frac{\Delta}{\tilde{\Delta}^2}\log(T)), where \TildeΔ>Δ\Tilde{\Delta} > \Delta derives from a better way of comparing users. Some experimental results finally show these theoretical results are corroborated in practice.

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