BanditRLlib
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Combinatorial bandits

Triggered combinatorial semi-bandit CUCB: actual causal trajectory, nonlinear monotone smooth rewards, approximation oracle and complete Theorems 1-2 independently reviewed under explicit model and analysis deltas. Topic and all-ten evidence remain incomplete.

oracle · computation · feedback

Navigation changed. This URL is retained for compatibility. Canonical classification now lives in Bandit Taxonomy; techniques live in Technique Map; theorem-level bounds live in the Bound & Source Atlas; literature-open questions live in Frontier.

Result contract to fill

A separate record is required for each exact model and guarantee. Compare bounds only when assumptions, feedback, metrics and parameter regimes match.

Exact setting and model class
Pending source verification
Assumptions
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Feedback structure
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Algorithm / method
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Regret or other metric
Pending source verification
Expectation / high probability
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Horizon, dimension and other parameter dependencies
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Upper bound and conditions
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Lower bound and conditions
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Computation, oracle and relaxation requirements
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Paper / theorem / version / verification date
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Canonical Lean references and completion boundary
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Three separate evidence ledgers

  • Literature results: Mapped source and repairs reviewed within the disclosed scope; remaining source audits are incomplete.
  • Lean mapping: Mapped results independently reviewed with explicit differences; topic acceptance remains incomplete.
  • Literature open problems: none asserted. Missing formalization is not an open mathematical problem.

CUCB: reviewed full source-qualified regret chain

Algorithm 1 and both complete performance theorems under CUCB-CONTRACT, with actual primitive feedback, nonlinear scores, fresh oracle and concrete noisy consumers. Independent blind/source/repair acceptance is bound separately from current build and publication validation.

Mapped results independently reviewed with explicit scope differences; topic incomplete.

Combinatorial Multi-Armed Bandit and Its Extension to Probabilistically Triggered Arms · Wei Chen, Yajun Wang, Yang Yuan and Qinshi Wang · 2016

Frozen source provenance

PDF SHA-256: 6a29fc188cd1490c53864eb4f839e572551c171388fc27ba256a7e61424e856c

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  • Observed marginal compatibility is required: arbitrary outcome-dependent censoring is not covered. Fresh measurable oracle and inverse range on needed positive gaps are explicit.
  • Distinct selected subsets, nonempty possible-trigger sets and removal of never-triggerable arms; parameterized duplicate-subset application extensions are outside this contract.
  • Normalized analysis-only charging repairs mixed p=1/p<1 thresholds; conditional mixing, weighted counting and zero/small-horizon boundaries are explicit. The learner is unchanged.
  • The signed benchmark is H alpha beta OPT minus expected actual reward, not ordinary OPT regret. Both Theorem 2 trigger branches retain exact constants and residuals.
  • Finite concavity is separately proved for actual counts, not an actual dependency of the current common-cutoff endpoint proof.
  • The primary noisy input-dependent oracle model has R(1)=1/4; the supplementary uniform randomized oracle ignores input and is not a learning-improvement example.
  • Reading references are not proof edges. Recent-source complete disposition, ICLR evidence and whole-topic acceptance remain incomplete.

Mathematical contract and proof

Finite distinct feasible subsets act on m bounded base arms. The environment produces a mask, outcomes and a nonnegative integrable total reward. For every action a and arm i, law(observe i and value_i in B)=p_i^a D_i(B). This supports adaptive concentration while permitting dependence among arms. Minimum trigger probabilities are derived from actual laws.

At prefix length n, CUCB uses index one for zero observations, otherwise min(empirical mean + sqrt(3 log(n+1)/(2 count)),1). A fixed measurable approximation-oracle kernel draws the action before fresh environment feedback. One infinite causal trajectory serves every horizon; analysis counters and unknown true gaps do not enter the learner.

Let d(a)=alpha OPT-r(a), Delta=max_a max(0,d(a)), and R(H)=H alpha beta OPT-E sum reward. The actual reward identity gives R(H)=E sum d(A_t)-H alpha(1-beta)OPT. This signed credit cancels the oracle-failure charge after taking expectations.

Write ell_H(d,p)=log(H)c(d,p), with u=f^{-1}(d), c(d,1)=6/u^2 and c(d,p)=max(12/(u^2 p),24/p) for p<1. The repaired analysis charges argmin N_i/c(d,p_i). If that arm exceeds its threshold, all possible arms do. Charge is known after the action but before feedback; integrating the actual action mixture produces the trigger tail, with no extra number-of-actions factor.

Theorem 1 gives R(H)<=sum_i [d_i,min ell_H(d_i,min,p_i)+integral from d_i,min to d_i,max of ell_H(x,p_i) dx]+[1+(2+1{p*<1})pi^2/6]m Delta for H>=1. Empty bad-action families contribute zero. Distinct old integer counters and finite layer-cake integration retain the zero-counter residual. Confidence and trigger failures are derived and summed, not assumed.

For f(u)=gamma u^omega, gamma>0 and 0<omega<=1, Theorem 2 gives 2gamma/(2-omega)(6m log H)^(omega/2)H^(1-omega/2)+(1+pi^2/3)m Delta when p*=1. For p*<1 replace 6 by 12/p*, pi^2/3 by pi^2/2, and add sum_i(24 log H/p_i)Delta. A common cutoff and power-tail integration give both rates; H=1 is handled separately.

The concrete 64-atom model has three noisy arms and two distinct two-arm actions, product rewards, actual minimum trigger probabilities (1/2,1,1/2), and positive first-round regret 1/4. Other actual consumers cover a randomized beta=1/2 oracle, full-observation deterministic triggering and a no-bad-action boundary. Canonical links below expose exact statements and proofs.

RoleCanonical Lean declarationSource or instance scope
modelBanditRLProof.CUCB.FeedbackModelSection 2: primitive triggered feedback; observed-marginal compatibility made explicit
modelBanditRLProof.CUCB.SourceModelSection 2: monotone smooth reward and approximation oracle; inverse-range clarification
algorithmBanditRLProof.CUCB.cucbTrajectoryAlgorithm 1: one causal CUCB trajectory, zero initial counts and initial indices one
producerBanditRLProof.CUCB.SourceModel.chargeData_sufficientAnalysis-counter repair: normalized charge choice handles mixed trigger probabilities
producerBanditRLProof.CUCB.FeedbackModel.nice_event_probabilityProof of confidence control from actual primitive laws
producerBanditRLProof.CUCB.FeedbackModel.charged_observation_tailProof of charged-trigger concentration under adaptive action selection
producerBanditRLProof.CUCB.SourceModel.approximationRegret_eq_gap_sumOriginal signed approximation regret and actual-reward identity
producerBanditRLProof.CUCB.SourceModel.approximationRegret_le_underSampled_add_source_tailOracle failure credit cancellation and source tail constants
endpointBanditRLProof.CUCB.SourceModel.theorem_one_refined_regretTheorem 1: refined gap-dependent integral bound, with disclosed analysis repair
producerBanditRLProof.CUCB.SourceModel.polynomial_threshold_integral_probabilisticTheorem 2: mixed-trigger polynomial envelope integrated on actual gap interval
producerBanditRLProof.CUCB.SourceModel.underChargeCount_power_sum_leFinite concavity obligation on actual counts; separately proved, not used by cutoff endpoint route
endpointBanditRLProof.CUCB.SourceModel.theorem_two_deterministicTheorem 2: p*=1 branch, H>=1 including H=1
endpointBanditRLProof.CUCB.SourceModel.theorem_two_probabilisticTheorem 2: p*<1 branch, H>=1 including H=1
canaryBanditRLProof.CUCB.FiniteExample.sourceConstructed 64-atom nonlinear noisy model; not a source-paper example
canaryBanditRLProof.CUCB.FiniteExample.noisy_each_armEach actual arm law has probability of one strictly between zero and one
canaryBanditRLProof.CUCB.FiniteExample.regret_one_positiveActual learning-trajectory R(1)=1/4
canaryBanditRLProof.CUCB.FiniteExample.refined_regretConcrete full Theorem 1 instance
canaryBanditRLProof.CUCB.FiniteExample.probabilistic_regretConcrete random-trigger Theorem 2 instance
canaryBanditRLProof.CUCB.FiniteExample.randomizedSourceSupplementary uniform action oracle with beta=1/2; ignores input
canaryBanditRLProof.CUCB.FiniteExample.randomized_probabilistic_regretActual signed-regret theorem for supplementary randomized oracle
canaryBanditRLProof.CUCB.FiniteExample.deterministic_regretNoisy full-observation recovery of Theorem 2
canaryBanditRLProof.CUCB.FiniteExample.no_bad_regretAlpha=1/3 no-bad-action boundary, all horizons
reuseBanditRLProof.Thompson.uniformActionMeasureExisting shared finite uniform measure used by the concrete sample law and randomized oracle; not an efficiency experiment

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