| Presentation | 2008-12-19 On effect of balancing investment in nonstochastic multi-armed bandit problems Taishi UCHIYA, Atsuyoshi NAKAMURA, Mineichi KUDO, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The multiarmed bandit problem is a problem in which a gambler chooses one arm of K nonidentical slot machines to play in a sequence of trials so as to maximize his reward. Past solutions for the bandit problem have almost always relied on assumptions about the statistics of the slot machines. On the other hand, Auer et al. made no statistical assumption whatsoever about the nature of the process generating the payoffs of the slot machine. They gave solutions to the bandit ploblem in which an adversary has complate control over the payoffs. In this paper, we extend this problem to the problem of choosing more than one slot machine at a time and theoretically analyze it. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | multi-armed bandit problem / online learning |
| Paper # | PRMU2008-183 |
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| Conference Information | |
| Committee | PRMU |
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| Conference Date | 2008/12/11(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Pattern Recognition and Media Understanding (PRMU) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | On effect of balancing investment in nonstochastic multi-armed bandit problems |
| Sub Title (in English) | |
| Keyword(1) | multi-armed bandit problem |
| Keyword(2) | online learning |
| 1st Author's Name | Taishi UCHIYA |
| 1st Author's Affiliation | Graduate School of Information Science and Technology Hokkaido University() |
| 2nd Author's Name | Atsuyoshi NAKAMURA |
| 2nd Author's Affiliation | Graduate School of Information Science and Technology Hokkaido University |
| 3rd Author's Name | Mineichi KUDO |
| 3rd Author's Affiliation | Graduate School of Information Science and Technology Hokkaido University |
| Date | 2008-12-19 |
| Paper # | PRMU2008-183 |
| Volume (vol) | vol.108 |
| Number (no) | 363 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |