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TMC
2011
137views more  TMC 2011»
10 years 1 months ago
Cognitive Medium Access: Exploration, Exploitation, and Competition
— This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wish...
Lifeng Lai, Hesham El Gamal, Hai Jiang, H. Vincent...
COLT
2010
Springer
10 years 4 months ago
An Asymptotically Optimal Bandit Algorithm for Bounded Support Models
Multiarmed bandit problem is a typical example of a dilemma between exploration and exploitation in reinforcement learning. This problem is expressed as a model of a gambler playi...
Junya Honda, Akimichi Takemura
SIAMCOMP
2002
124views more  SIAMCOMP 2002»
10 years 5 months ago
The Nonstochastic Multiarmed Bandit Problem
Abstract. In the multiarmed bandit problem, a gambler must decide which arm of K nonidentical slot machines to play in a sequence of trials so as to maximize his reward. This class...
Peter Auer, Nicolò Cesa-Bianchi, Yoav Freun...
CORR
2008
Springer
136views Education» more  CORR 2008»
10 years 6 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
LION
2010
Springer
190views Optimization» more  LION 2010»
10 years 10 months ago
Algorithm Selection as a Bandit Problem with Unbounded Losses
Abstract. Algorithm selection is typically based on models of algorithm performance learned during a separate offline training sequence, which can be prohibitively expensive. In r...
Matteo Gagliolo, Jürgen Schmidhuber
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