Efficient Best-of-Both-Worlds Algorithms for Contextual Combinatorial Semi-Bandits
arXiv:2508.18768v2 Announce Type: replace Abstract: We introduce the first best-of-both-worlds algorithm for contextual combinatorial semi-bandits that simultaneously guarantees $widetilde{mathcal{O}}(sqrt{T})$ regret in the adversarial regime and $widetilde{mathcal{O}}(ln T)$ regret in the corrupted stochastic regime. Our approach builds on the Follow-the-Regularized-Leader (FTRL) framework equipped with a Shannon entropy regularizer, yielding a flexible method that admits efficient implementations. Beyond regret bounds, we tackle the practical bottleneck in FTRL (or, equivalently, Online Stochastic Mirror Descent) arising from the high-dimensional projection step encountered […]