Introduction to Multi-Armed Bandits

DOI10.1561/2200000068zbMath1478.68006arXiv1904.07272OpenAlexW4206275166WikidataQ126833114 ScholiaQ126833114MaRDI QIDQ5213200

Aleksandrs Slivkins

Publication date: 31 January 2020

Published in: Foundations and Trends® in Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07272

zbMATH Keywords

reinforcement learningrandomized algorithmsonline optimizationprobabilistic games

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Learning and adaptive systems in artificial intelligence (68T05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stopping times; optimal stopping problems; gambling theory (60G40) Rationality and learning in game theory (91A26) Multistage and repeated games (91A20) Randomized algorithms (68W20) Probabilistic games; gambling (91A60) Online algorithms; streaming algorithms (68W27)

Related Items (26)

Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors ⋮ Bayesian Exploration: Incentivizing Exploration in Bayesian Games ⋮ Multiplayer Bandits Without Observing Collision Information ⋮ Maximizing revenue for publishers using header bidding and ad exchange auctions ⋮ Multi-round cooperative search games with multiple players ⋮ Optimal activation of halting multi‐armed bandit models ⋮ Multi-armed bandit-based hyper-heuristics for combinatorial optimization problems ⋮ Online Resource Allocation with Personalized Learning ⋮ Regret minimization in online Bayesian persuasion: handling adversarial receiver's types under full and partial feedback models ⋮ Online learning of network bottlenecks via minimax paths ⋮ Multi-armed bandits with censored consumption of resources ⋮ A central limit theorem, loss aversion and multi-armed bandits ⋮ Convergence rate analysis for optimal computing budget allocation algorithms ⋮ Semi-Supervised Node Classification via Semi-Global Graph Transformer Based on Homogeneity Augmentation ⋮ Universal regression with adversarial responses ⋮ Control-data separation and logical condition propagation for efficient inference on probabilistic programs ⋮ Efficient and generalizable tuning strategies for stochastic gradient MCMC ⋮ Improving Hoeffding's inequality using higher moments information ⋮ Quantum greedy algorithms for multi-armed bandits ⋮ Ballooning multi-armed bandits ⋮ Bayesian adversarial multi-node bandit for optimal smart grid protection against cyber attacks ⋮ Multi-armed bandit with sub-exponential rewards ⋮ Unnamed Item ⋮ Reinforcement Learning Based Interactive Agent for Personalized Mathematical Skill Enhancement ⋮ Learning in Repeated Auctions ⋮ Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability

This page was built for publication: Introduction to Multi-Armed Bandits