Unimodal bandits

Jia Yuan Yu, Shie Mannor

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider multiarmed bandit problems where the expected reward is unimodal over partially ordered arms. In particular, the arms may belong to a continuous interval or correspond to vertices in a graph, where the graph structure represents similarity in rewards. The unimodality assumption has an important advantage: we can determine if a given arm is optimal by sampling the possible directions around it. This property allows us to quickly and efficiently find the optimal arm and detect abrupt changes in the reward distributions. For the case of bandits on graphs, we incur a regret proportional to the maximal degree and the diameter of the graph, instead of the total number of vertices.

Original languageEnglish
Title of host publicationProceedings of the 28th International Conference on Machine Learning, ICML 2011
Pages41-48
Number of pages8
StatePublished - 2011
Event28th International Conference on Machine Learning, ICML 2011 - Bellevue, WA, United States
Duration: 28 Jun 20112 Jul 2011

Publication series

NameProceedings of the 28th International Conference on Machine Learning, ICML 2011

Conference

Conference28th International Conference on Machine Learning, ICML 2011
Country/TerritoryUnited States
CityBellevue, WA
Period28/06/112/07/11

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Human-Computer Interaction
  • Education

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