Learning to Act Greedily: Polymatroid Semi-Bandits

30 May 2014 Branislav Kveton Zheng Wen Azin Ashkan Michal Valko

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is unknown and has to be learned by interacting repeatedly with the environment in the bandit setting... (read more)

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