Recovering bandits
File(s)recbandits.pdf (14.8 MB)
Published version
Author(s)
Pike-Burke, Ciara
Grunewalder, Steffen
Type
Conference Paper
Abstract
We study the recovering bandits problem, a variant of the stochastic multi-armed bandit problem where the expected reward of each arm varies according to some unknown function of the time since the arm was last played. While being a natural extension of the classical bandit problem that arises in many real-world settings, this variation is accompanied by significant difficulties. In particular, methods need to plan ahead and estimate many more quantities than in the classical bandit setting. In this work, we explore the use of Gaussian processes to tackle the estimation and planing problem. We also discuss different regret definitions that let us quantify the performance of the methods. To improve computational efficiency of the methods, we provide an optimistic planning approximation. We complement these discussions with regret bounds and empirical studies
Editor(s)
Wallach, H
Larochelle, H
Beygelzimer, A
d'Alche-Buc, F
Fox, E
Garnett, R
Date Issued
2019-12-08
Date Acceptance
2019-12-01
Citation
Advances in Neural Information Processing Systems 32 (NeurIPS 2019), 2019, 32, pp.1-10
ISSN
1049-5258
Publisher
Neural Information Processing Systems (NIPS)
Start Page
1
End Page
10
Journal / Book Title
Advances in Neural Information Processing Systems 32 (NeurIPS 2019)
Volume
32
Copyright Statement
© 2019 Neural Information Processing Systems.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000535866905076&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Source
33rd Conference on Neural Information Processing Systems (NeurIPS)
Subjects
Science & Technology
Technology
Computer Science, Artificial Intelligence
Computer Science
BOUNDS
Publication Status
Published
Start Date
2019-12-08
Finish Date
2019-12-14
Coverage Spatial
Vancouver, CANADA
Date Publish Online
2019-12-08