The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the problem of multi-dueling bandits with dependent arms, which extends the original dueling bandits setting by simultaneously dueling multiple arms as well as modeling dependencies between arms. These extensions capture key characteristics found in many real-world applications, and allow for the opportunity to develop significantly more efficient algorithms than were possible in the original setting. We propose the \selfsparring algorithm, which reduces the multi-dueling bandits problem to a conventional bandit setting that can be solved using a stochastic bandit algorithm such as Thompson Sampling, and can naturally model dependencies using a Gaussian process prior. We present a no-regret analysis for multi-dueling setting, and demonstrate the effectiveness of our algorithm empirically on a wide range of simulation settings.

本文研究具有相关性的多股臂的多对打算法，在推荐系统等领域可以更高效地学习和优化用户的基于偏好的关键特征，使用自对抗算法，结合高斯过程统计方法可以更准确地捕捉相关性，提升算法的效果。

具有相关臂的多路对决自适应波段算法