NettetBayesian Bandits. Contribute to probml/bandits development by creating an account on GitHub. Skip to content Toggle navigation. Sign up Product Actions. Automate any …

Yuan Zhou-Qiuzhen College,Tsinghua University

NettetBandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic multi-armed bandit problem with safety constraints that depend (linearly) on an unknown parameter vector. Nettet18. des. 2008 · Linearly Parameterized Bandits. December 2008; Mathematics of Operations Research 35(2) ... the low-rank property of the ground truth parameter. We study linear bandits and generalized linear ... butch rowell

Nearly Minimax-Optimal Regret for Linearly Parameterized Bandits

NettetLinearly Parameterized Bandits by Paat Rusmevichientong, John N. Tsitsiklis , 2008 We consider bandit problems involving a large (possibly infinite) collection of arms, in which the expected reward of each arm is a linear function of an r-dimensional random vector Z ∈ Rr, where r ≥ 2. Nettettic multi-armed bandit problems with distorted probabil-ities on the cost distributions: the classic K-armed ban-dit and the linearly parameterized bandit. In both settings, we propose algorithms that are inspired by Upper Con-fidence Bound (UCB) algorithms, incorporate cost distor-tions, and exhibit sublinear regret assuming Holder con-¨ NettetThe linearly parameterized bandit is an important model that has been studied by many re-searchers, including Ginebra and Clayton (1995), Abe and Long (1999), and Auer (2002). The re-sults in this paper complement and extend the earlier and independent work of Dani et al. (2008a) in a number of directions. cda account top up age