{"type":"ScholarlyArticle","title":"Thompson Sampling for Bandits with Clustered Arms","authors":[{"name":"Emil Carlsson","slug":"emil-carlsson","given":"Emil","family":"Carlsson","affiliation":""},{"name":"Devdatt Dubhashi","slug":"devdatt-dubhashi","given":"Devdatt","family":"Dubhashi","affiliation":""},{"name":"Fredrik D. Johansson","slug":"fredrik-d-johansson","given":"Fredrik D.","family":"Johansson","affiliation":""}],"abstract":"We propose algorithms based on a multi-level Thompson sampling scheme, for the stochastic multi-armed bandit and its contextual variant with linear expected rewards, in the setting where arms are clustered. We show, both theoretically and empirically, how exploiting a given cluster structure can significantly improve the regret and computational cost compared to using standard Thompson sampling. In the case of the stochastic multi-armed bandit we give upper bounds on the expected cumulative regret showing how it depends on the quality of the clustering.  Finally, we perform an empirical evaluation showing that our algorithms perform well compared to previously proposed algorithms for bandits with clustered arms.","doi":"10.24963/ijcai.2021/305","url":"https://ijcai.org/proceedings/2021/305","pdf":"https://ijcai.org/proceedings/2021/0305.pdf","markdown":"https://ijcai.org/proceedings/2021/305.md","bibtex":"https://ijcai.org/proceedings/2021/bibtex/305","volume":{"slug":"2021","title":"Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence","short_title":"IJCAI 2021","url":"https://ijcai.org/proceedings/2021/","year":2021,"location":"Montreal","dates":"19-27 August 2021","editors":"Prof. Zhi-Hua Zhou","isbn":"978-0-9992411-9-6","publisher":"International Joint Conferences on Artificial Intelligence Organization","doi_prefix":"10.24963/ijcai.2021"},"section":"Machine Learning","track":"Main Track","number":305,"pages":{"first":2212,"last":2218},"keywords":["Machine Learning: Learning Theory","Machine Learning: Online Learning","Machine Learning: Reinforcement Learning"],"videos":[],"references":[],"license_note":"Copyright International Joint Conferences on Artificial Intelligence."}