Clustering Items through Bandit Feedback: Finding the Right Feature out of Many
Maximilian Graf, Victor Thuot, Nicolas Verzelen
TL;DR
The paper tackles clustering of $n$ items described by $d$-dimensional features under sequential bandit feedback, aiming to recover a binary partition with high confidence while minimizing observations. It introduces BanditClustering, a three-part approach that first identifies a discriminative feature via Sequential Halving-based subroutines, then pins down a representative from the other group, and finally clusters all items using the most informative feature. The authors provide tight non-asymptotic upper bounds on the budget, an instance-dependent lower bound, and experimental evidence showing substantial budget savings in sparse regimes compared to uniform sampling and batch methods. The work advances adaptive sensing for clustering, with implications for crowd-sourcing and other settings where costly feature queries must be allocated judiciously.
Abstract
We study the problem of clustering a set of items based on bandit feedback. Each of the $n$ items is characterized by a feature vector, with a possibly large dimension $d$. The items are partitioned into two unknown groups such that items within the same group share the same feature vector. We consider a sequential and adaptive setting in which, at each round, the learner selects one item and one feature, then observes a noisy evaluation of the item's feature. The learner's objective is to recover the correct partition of the items, while keeping the number of observations as small as possible. We provide an algorithm which relies on finding a relevant feature for the clustering task, leveraging the Sequential Halving algorithm. With probability at least $1-δ$, we obtain an accurate recovery of the partition and derive an upper bound on the budget required. Furthermore, we derive an instance-dependent lower bound, which is tight in some relevant cases.
