Demystifying Online Clustering of Bandits: Enhanced Exploration Under Stochastic and Smoothed Adversarial Contexts

TL;DR

This paper introduces novel algorithms for online clustering of bandits that require weaker assumptions, improve exploration, and perform better in practical settings, addressing longstanding open problems in the field.

Contribution

We propose UniCLUB and PhaseUniCLUB algorithms with enhanced exploration that work under weaker assumptions, and introduce a smoothed analysis framework to improve practical performance.

Findings

Algorithms outperform existing methods on synthetic datasets.

Enhanced exploration accelerates cluster identification.

Weaker assumptions still achieve competitive regret bounds.

Abstract

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features to improve learning efficiency. However, existing algorithms, which rely on the upper confidence bound (UCB) strategy, struggle to gather adequate statistical information to accurately identify unknown user clusters. As a result, their theoretical analyses require several strong assumptions about the "diversity" of contexts generated by the environment, leading to impractical settings, complicated analyses, and poor practical performance. Removing these assumptions has been a long-standing open problem in the clustering of bandits literature. In this paper, we provide two solutions to this open problem. First, following the i.i.d. context generation setting in existing studies, we propose two novel algorithms, UniCLUB and PhaseUniCLUB, which incorporate enhanced exploration mechanisms to accelerate cluster identification. Remarkably, our algorithms require substantially weaker assumptions while achieving regret bounds comparable to prior work. Second, inspired by the smoothed analysis framework, we propose a more practical setting that eliminates the requirement for i.i.d. context generation used in previous studies, thus enhancing the performance of existing algorithms for online clustering of bandits. Our technique can be applied to both graph-based and set-based clustering of bandits frameworks. Extensive evaluations on both synthetic and real-world datasets demonstrate that our proposed algorithms consistently outperform existing approaches.