LinearAPT: An Adaptive Algorithm for the Fixed-Budget Thresholding Linear Bandit Problem
Abstract
In this study, we delve into the Thresholding Linear Bandit (TLB) problem, a nuanced domain within stochastic Multi-Armed Bandit (MAB) problems, focusing on maximizing decision accuracy against a linearly defined threshold under resource constraints. We present LinearAPT, a novel algorithm designed for the fixed budget setting of TLB, providing an efficient solution to optimize sequential decision-making. This algorithm not only offers a theoretical upper bound for estimated loss but also showcases robust performance on both synthetic and real-world datasets. Our contributions highlight the adaptability, simplicity, and computational efficiency of LinearAPT, making it a valuable addition to the toolkit for addressing complex sequential decision-making challenges.
Cite
@article{arxiv.2403.06230,
title = {LinearAPT: An Adaptive Algorithm for the Fixed-Budget Thresholding Linear Bandit Problem},
author = {Yun-Ang Wu and Yun-Da Tsai and Shou-De Lin},
journal= {arXiv preprint arXiv:2403.06230},
year = {2024}
}