Indexed Minimum Empirical Divergence for Unimodal Bandits
Overview & Synopsis
We consider a multi-armed bandit problem specified by a set of one-dimensional family exponential distributions endowed with a unimodal structure. We introduce IMED-UB, a algorithm that optimally exploits the unimodal-structure, by adapting to this setting the Indexed Minimum Empirical Divergence (IMED) algorithm introduced by Honda and Takemura [2015]. Owing to our proof technique, we are able to provide a concise finite-time analysis of IMED-UB algorithm. Numerical experiments show that IMED-UB competes with the state-of-the-art algorithms.
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Document Information
| Document Title | Indexed Minimum Empirical Divergence for Unimodal Bandits |
|---|---|
| Author / Organization | Hassan Saber, Pierre Ménard, Odalric-Ambrym Maillard |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2021 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-37153 |
| Original Source Link | Visit Source Page on hal.science » |