Master-Slave Deep Architecture for Top-K Multiarmed Bandits With Nonlinear Bandit Feedback and Diversity Constraints.

Abstract

We propose a novel master-slave architecture to solve the top- combinatorial multiarmed bandits (CMABs) problem with nonlinear bandit feedback and diversity constraints, which, to the best of our knowledge, is the first combinatorial bandits setting considering diversity constraints under bandit feedback. Specifically, to efficiently explore the combinatorial and constrained action space, we introduce six slave models with distinguished merits to generate diversified samples well balancing rewards and constraints as well as efficiency. Moreover, we propose teacher learning-based optimization and the policy cotraining technique to boost the performance of the multiple slave models. The master model then collects the elite samples provided by the slave models and selects the best sample estimated by a neural contextual UCB-based network (NeuralUCB) to decide on a tradeoff between exploration and exploitation. Thanks to the elaborate design of slave models, the cotraining mechanism among slave models, and the novel interactions between the master and slave models, our approach significantly surpasses existing state-of-the-art algorithms in both synthetic and real datasets for recommendation tasks. The code is available at https://github.com/huanghanchi/Master-slave-Algorithm-for-Top-K-Bandits.