paper-with-me

홈 › Papers

The multi-armed bandit problem with covariates

2011-10-27 · Vianney Perchet, Philippe Rigollet

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows for dynamically changing rewards that better describe applications where side information is available. We adopt a nonparametric model where the expected rewards are smooth functions of the covariate and where the hardness of the problem is captured by a margin parameter. To maximize the expected cumulative reward, we introduce a policy called Adaptively Binned Successive Elimination (abse) that adaptively decomposes the global problem into suitably "localized" static bandit problems. This policy constructs an adaptive partition using a variant of the Successive Elimination (se) policy. Our results include sharper regret bounds for the se policy in a static bandit problem and minimax optimal regret bounds for the abse policy in the dynamic problem.

📄 PDF Abstract BibTeX arXiv:1110.6084

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Randomized Allocation with Nonparametric Estimation for Contextual Multi-Armed Bandits with Delayed Rewards

2019-02-03 · Sakshi Arya, Yuhong Yang

We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distributions for the delays and using an approp…

Multi-Armed Bandits

Minimax Concave Penalized Multi-Armed Bandit Model with High-Dimensional Covariates

2018-07-01 · ICML 2018 7 · Xue Wang, Mingcheng Wei, Tao Yao

In this paper, we propose a Minimax Concave Penalized Multi-Armed Bandit (MCP-Bandit) algorithm for a decision-maker facing high-dimensional data with latent sparse structure in an online learning and decision-makin…

Decision MakingVocal Bursts Intensity Prediction

The K-Nearest Neighbour UCB algorithm for multi-armed bandits with covariates

2018-03-01 · Henry WJ Reeve, Joe Mellor, Gavin Brown

In this paper we propose and explore the k-Nearest Neighbour UCB algorithm for multi-armed bandits with covariates. We focus on a setting where the covariates are supported on a metric space of low intrinsic dimension, s…

Multi-Armed Bandits

Functional Sequential Treatment Allocation with Covariates

2020-01-29 · Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev

We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision maker targets the treatment whi…

Kernel $ε$-Greedy for Multi-Armed Bandits with Covariates

2023-06-29 · Sakshi Arya, Bharath K. Sriperumbudur

We consider the $\epsilon$-greedy strategy for the multi-arm bandit with covariates (MABC) problem, where the mean reward functions are assumed to lie in a reproducing kernel Hilbert space (RKHS). We propose to estimate …

Multi-Armed Bandits