相关论文: Multi-armed Bandit Algorithms on System-on-Chip: G…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

In this paper, we study the application of the Thompson sampling (TS) methodology to the stochastic combinatorial multi-armed bandit (CMAB) framework. We first analyze the standard TS algorithm for the general CMAB model when the outcome…

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Thompson Sampling has recently been shown to be optimal in the Bernoulli Multi-Armed Bandit setting[Kaufmann et al., 2012]. This bandit problem assumes stationary distributions for the rewards. It is often unrealistic to model the real…

In this paper, we propose and evaluate different learning strategies based on Multi-Arm Bandit (MAB) algorithms. They allow Internet of Things (IoT) devices to improve their access to the network and their autonomy, while taking into…

Decision trees, without appropriate constraints, can easily become overly complex and prone to overfit, capturing noise rather than generalizable patterns. To resolve this problem,pruning operation is a crucial part in optimizing decision…

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies exploration-exploitation tradeoff. Standard formulations exclude risk in decision making. Risknotably complicates the basic reward-maximising…

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Multi-arm bandit (MAB) algorithms have been used to learn optimal beams for millimeter wave communication systems. Here, the complexity of learning the optimal beam linearly scales with the number of beams, leading to high latency when…

Thompson sampling has become a ubiquitous approach to online decision problems with bandit feedback. The key algorithmic task for Thompson sampling is drawing a sample from the posterior of the optimal action. We propose an alternative arm…

Thompson sampling (TS) has optimal regret and excellent empirical performance in multi-armed bandit problems. Yet, in Bayesian optimization, TS underperforms popular acquisition functions (e.g., EI, UCB). TS samples arms according to the…

Online controlled experiments have emerged as industry gold standard for assessing new web features. As new web algorithms proliferate, experimentation platform faces an increasing demand on the velocity of online experiments, which…

Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…

We investigate stochastic combinatorial multi-armed bandit with semi-bandit feedback (CMAB). In CMAB, the question of the existence of an efficient policy with an optimal asymptotic regret (up to a factor poly-logarithmic with the action…

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…

Thompson sampling is one of the earliest randomized algorithms for multi-armed bandits (MAB). In this paper, we extend the Thompson sampling to Budgeted MAB, where there is random cost for pulling an arm and the total cost is constrained by…

Prior works have explored multi-armed bandit (MAB) algorithms for the selection of optimal beams for millimeter-wave (mmW) communications between base station and mobile users. However, when the number of beams is large, the existing MAB…

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…