Provably Efficient Multi-Objective Bandit Algorithms under Preference-Centric Customization
This addresses the need for customized learning in real-world scenarios with user preferences, representing a novel theoretical study in this area.
The paper tackles the problem of multi-objective multi-armed bandits where users have varying preferences, shifting focus from Pareto optimality to preference-centric customization, and proposes algorithms with near-optimal regret and strong empirical performance.
Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may score high for one user but perform quite poorly for another. This highlights the need for customized learning, a factor often overlooked in prior research. To address this, we study a preference-aware MO-MAB framework in the presence of explicit user preference. It shifts the focus from achieving Pareto optimality to further optimizing within the Pareto front under preference-centric customization. To our knowledge, this is the first theoretical study of customized MO-MAB optimization with explicit user preferences. Motivated by practical applications, we explore two scenarios: unknown preference and hidden preference, each presenting unique challenges for algorithm design and analysis. At the core of our algorithms are preference estimation and preference-aware optimization mechanisms to adapt to user preferences effectively. We further develop novel analytical techniques to establish near-optimal regret of the proposed algorithms. Strong empirical performance confirm the effectiveness of our approach.