Sciweavers

66 search results - page 2 / 14
» The Nonstochastic Multiarmed Bandit Problem
Sort
View
CORR
2010
Springer
143views Education» more  CORR 2010»
13 years 2 months ago
The Non-Bayesian Restless Multi-Armed Bandit: a Case of Near-Logarithmic Regret
In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are N arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A play...
Wenhan Dai, Yi Gai, Bhaskar Krishnamachari, Qing Z...
SDM
2007
SIAM
167views Data Mining» more  SDM 2007»
13 years 7 months ago
Bandits for Taxonomies: A Model-based Approach
We consider a novel problem of learning an optimal matching, in an online fashion, between two feature spaces that are organized as taxonomies. We formulate this as a multi-armed ...
Sandeep Pandey, Deepak Agarwal, Deepayan Chakrabar...
ICML
2007
IEEE
14 years 6 months ago
Multi-armed bandit problems with dependent arms
We provide a framework to exploit dependencies among arms in multi-armed bandit problems, when the dependencies are in the form of a generative model on clusters of arms. We find ...
Sandeep Pandey, Deepayan Chakrabarti, Deepak Agarw...
NIPS
2004
13 years 7 months ago
Nearly Tight Bounds for the Continuum-Armed Bandit Problem
In the multi-armed bandit problem, an online algorithm must choose from a set of strategies in a sequence of n trials so as to minimize the total cost of the chosen strategies. Wh...
Robert D. Kleinberg
CORR
2008
Springer
136views Education» more  CORR 2008»
13 years 5 months ago
Multi-Armed Bandits in Metric Spaces
In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of n trials so as to maximize the total payoff of the chosen strategies. While ...
Robert Kleinberg, Aleksandrs Slivkins, Eli Upfal