Download or read book Contributions to the Multi armed Bandit Problem written by Fu Zhang and published by . This book was released on 1983 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Multi Armed Bandits written by Aleksandrs Slivkins and published by . This book was released on 2019-10-31 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first book to provide a textbook like treatment of the subject.

Download or read book Regret Analysis of Stochastic and Nonstochastic Multi armed Bandit Problems written by Sébastien Bubeck and published by Now Pub. This book was released on 2012 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs. Besides the basic setting of finitely many actions, it analyzes some of the most important variants and extensions, such as the contextual bandit model.

Download or read book Bandit Algorithms written by Tor Lattimore and published by Cambridge University Press. This book was released on 2020-07-16 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.

Download or read book Multi armed Bandit Allocation Indices written by John Gittins and published by John Wiley & Sons. This book was released on 2011-02-18 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions. This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whittle's restless bandits, and the use of Lagrangian relaxation in the construction and evaluation of index policies. Some of the many varied proofs of the index theorem are discussed along with the insights that they provide. Many contemporary applications are surveyed, and over 150 new references are included. Over the past 40 years the Gittins index has helped theoreticians and practitioners to address a huge variety of problems within chemometrics, economics, engineering, numerical analysis, operational research, probability, statistics and website design. This new edition will be an important resource for others wishing to use this approach.

Download or read book Bandit Algorithms for Website Optimization written by John Myles White and published by "O'Reilly Media, Inc.". This book was released on 2012-12-10 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: When looking for ways to improve your website, how do you decide which changes to make? And which changes to keep? This concise book shows you how to use Multiarmed Bandit algorithms to measure the real-world value of any modifications you make to your site. Author John Myles White shows you how this powerful class of algorithms can help you boost website traffic, convert visitors to customers, and increase many other measures of success. This is the first developer-focused book on bandit algorithms, which were previously described only in research papers. You’ll quickly learn the benefits of several simple algorithms—including the epsilon-Greedy, Softmax, and Upper Confidence Bound (UCB) algorithms—by working through code examples written in Python, which you can easily adapt for deployment on your own website. Learn the basics of A/B testing—and recognize when it’s better to use bandit algorithms Develop a unit testing framework for debugging bandit algorithms Get additional code examples written in Julia, Ruby, and JavaScript with supplemental online materials

Download or read book Foundations and Applications of Sensor Management written by Alfred Olivier Hero and published by Springer Science & Business Media. This book was released on 2007-10-23 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers control theory signal processing and relevant applications in a unified manner. It introduces the area, takes stock of advances, and describes open problems and challenges in order to advance the field. The editors and contributors to this book are pioneers in the area of active sensing and sensor management, and represent the diverse communities that are targeted.

Download or read book New Efficient Decision making Strategies in Selected Multi armed Bandits Problems written by Chao Tao and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stochastic multi-armed bandits (MAB) problems have attracted a lot of attention after Robbins's seminal work. In the simplest form, there are multiple alternative arms. Each arm is associated with an unknown distribution supported on a bounded range. Each time the learner pulls an arm, she will obtain a stochastic reward generated from the distribution associated with that arm. A popularly studied goal of the learner is to find a strategy to obtain as much reward as possible. This model captures well the trade-off between exploration and exploitation as a good learner has to exploit her past experience to select the arm that appears the best and on the other hand, she has to explore seemingly sub-optimal arms to gather more information about them. The above-mentioned ordinary MAB model and its variants have been a hot topic in recent years not only because of their nice mathematical formulations, but also due to that they have been applied to numerous applications such as website optimization, crowdsourcing, assortment optimization, personalized recommendation and so on.In this dissertation, we study and design new efficient decision-making strategies in different variants of the ordinary MAB model including both single-player and multi-player games. In particular, motivated by real-world applications, we investigate best arm identification in linear bandits, thresholding bandits with the goal minimizing the aggregate regret, multinomial logit bandits (MNL-bandit) under risk criteria, and best arm identification in the multi-player MAB. Except for the last problem whose contribution is mainly theoretical, for all the other problems, we provide both theoretical guarantees and empirical simulations to demonstrate the feasibility and efficiency of the proposed algorithms. Many of the proposed ideas and tools are general and can be easily applied to solve other problems.As a by-product, we also develop BanditPyLib, a Python simulation library allowing fast and robust comparison between different bandit algorithms, which may be of independent interest.

Download or read book Reinforcement Learning second edition written by Richard S. Sutton and published by MIT Press. This book was released on 2018-11-13 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: The significantly expanded and updated new edition of a widely used text on reinforcement learning, one of the most active research areas in artificial intelligence. Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives while interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the field's key ideas and algorithms. This second edition has been significantly expanded and updated, presenting new topics and updating coverage of other topics. Like the first edition, this second edition focuses on core online learning algorithms, with the more mathematical material set off in shaded boxes. Part I covers as much of reinforcement learning as possible without going beyond the tabular case for which exact solutions can be found. Many algorithms presented in this part are new to the second edition, including UCB, Expected Sarsa, and Double Learning. Part II extends these ideas to function approximation, with new sections on such topics as artificial neural networks and the Fourier basis, and offers expanded treatment of off-policy learning and policy-gradient methods. Part III has new chapters on reinforcement learning's relationships to psychology and neuroscience, as well as an updated case-studies chapter including AlphaGo and AlphaGo Zero, Atari game playing, and IBM Watson's wagering strategy. The final chapter discusses the future societal impacts of reinforcement learning.

Download or read book Selected Papers written by Herbert Robbins and published by Springer. This book was released on 2012-12-06 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Herbert Robbins is widely recognized as one of the most creative and original mathematical statisticians of our time. The purpose of this book is to reprint, on the occasion of his seventieth birthday, some of his most outstanding research. In making selections for reprinting we have tried to keep in mind three potential audiences: (1) the historian who would like to know Robbins' seminal role in stimulating a substantial proportion of current research in mathematical statistics; (2) the novice who would like a readable, conceptually oriented introduction to these subjects; and (3) the expert who would like to have useful reference material in a single collection. In many cases the needs of the first two groups can be met simulta neously. A distinguishing feature of Robbins' research is its daring originality, which literally creates new specialties for subsequent generations of statisticians to explore. Often these seminal papers are also models of exposition serving to introduce the reader, in the simplest possible context, to ideas that are important for contemporary research in the field. An example is the paper of Robbins and Monro which initiated the subject of stochastic approximation. We have also attempted to provide some useful guidance to the literature in various subjects by supplying additional references, particularly to books and survey articles, with some remarks about important developments in these areas.

Download or read book Multi armed Bandit Problem and Application written by Djallel Bouneffouf and published by Djallel Bouneffouf. This book was released on 2023-03-14 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, the multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance. This success is due to its stellar performance combined with attractive properties, such as learning from less feedback. The multiarmed bandit field is currently experiencing a renaissance, as novel problem settings and algorithms motivated by various practical applications are being introduced, building on top of the classical bandit problem. This book aims to provide a comprehensive review of top recent developments in multiple real-life applications of the multi-armed bandit. Specifically, we introduce a taxonomy of common MAB-based applications and summarize the state-of-the-art for each of those domains. Furthermore, we identify important current trends and provide new perspectives pertaining to the future of this burgeoning field.

Download or read book Computational Collective Intelligence written by Ngoc Thanh Nguyen and published by Springer Nature. This book was released on 2020-11-23 with total page 908 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume constitutes the refereed proceedings of the 12th International Conference on Computational Collective Intelligence, ICCCI 2020, held in Da Nang, Vietnam, in November 2020.* The 70 full papers presented were carefully reviewed and selected from 314 submissions. The papers are grouped in topical sections on: knowledge engineering and semantic web; social networks and recommender systems; collective decision-making; applications of collective intelligence; data mining methods and applications; machine learning methods; deep learning and applications for industry 4.0; computer vision techniques; biosensors and biometric techniques; innovations in intelligent systems; natural language processing; low resource languages processing; computational collective intelligence and natural language processing; computational intelligence for multimedia understanding; and intelligent processing of multimedia in web systems. *The conference was held virtually due to the COVID-19 pandemic.

Download or read book The Economics of Artificial Intelligence written by Ajay Agrawal and published by University of Chicago Press. This book was released on 2024-03-05 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely investigation of the potential economic effects, both realized and unrealized, of artificial intelligence within the United States healthcare system. In sweeping conversations about the impact of artificial intelligence on many sectors of the economy, healthcare has received relatively little attention. Yet it seems unlikely that an industry that represents nearly one-fifth of the economy could escape the efficiency and cost-driven disruptions of AI. The Economics of Artificial Intelligence: Health Care Challenges brings together contributions from health economists, physicians, philosophers, and scholars in law, public health, and machine learning to identify the primary barriers to entry of AI in the healthcare sector. Across original papers and in wide-ranging responses, the contributors analyze barriers of four types: incentives, management, data availability, and regulation. They also suggest that AI has the potential to improve outcomes and lower costs. Understanding both the benefits of and barriers to AI adoption is essential for designing policies that will affect the evolution of the healthcare system.

Download or read book Bandit problems written by Donald A. Berry and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course.

Download or read book Bayesian Methods for Hackers written by Cameron Davidson-Pilon and published by Addison-Wesley Professional. This book was released on 2015-09-30 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: Master Bayesian Inference through Practical Examples and Computation–Without Advanced Mathematical Analysis Bayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely on intensely complex mathematical analyses and artificial examples, making it inaccessible to anyone without a strong mathematical background. Now, though, Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice–freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib. Using this approach, you can reach effective solutions in small increments, without extensive mathematical intervention. Davidson-Pilon begins by introducing the concepts underlying Bayesian inference, comparing it with other techniques and guiding you through building and training your first Bayesian model. Next, he introduces PyMC through a series of detailed examples and intuitive explanations that have been refined after extensive user feedback. You’ll learn how to use the Markov Chain Monte Carlo algorithm, choose appropriate sample sizes and priors, work with loss functions, and apply Bayesian inference in domains ranging from finance to marketing. Once you’ve mastered these techniques, you’ll constantly turn to this guide for the working PyMC code you need to jumpstart future projects. Coverage includes • Learning the Bayesian “state of mind” and its practical implications • Understanding how computers perform Bayesian inference • Using the PyMC Python library to program Bayesian analyses • Building and debugging models with PyMC • Testing your model’s “goodness of fit” • Opening the “black box” of the Markov Chain Monte Carlo algorithm to see how and why it works • Leveraging the power of the “Law of Large Numbers” • Mastering key concepts, such as clustering, convergence, autocorrelation, and thinning • Using loss functions to measure an estimate’s weaknesses based on your goals and desired outcomes • Selecting appropriate priors and understanding how their influence changes with dataset size • Overcoming the “exploration versus exploitation” dilemma: deciding when “pretty good” is good enough • Using Bayesian inference to improve A/B testing • Solving data science problems when only small amounts of data are available Cameron Davidson-Pilon has worked in many areas of applied mathematics, from the evolutionary dynamics of genes and diseases to stochastic modeling of financial prices. His contributions to the open source community include lifelines, an implementation of survival analysis in Python. Educated at the University of Waterloo and at the Independent University of Moscow, he currently works with the online commerce leader Shopify.

Download or read book On Multi armed Bandit in Dynamic Systems written by Keqin Liu and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandit (MAB) is a classical problem in stochastic optimization with a wide range of engineering applications. The first MAB problem was proposed in 1933 for the application of clinical trial. The problem, however, remained open for over 40 years until the breakthrough by Gittins in 1974. Under a Bayesian formulation, Gittins proved that an index policy is optimal, thus reducing the complexity of finding the optimal policy from exponential to linear with the systemsize. In 1985, Lai and Robbins established the optimal policy for the MAB under a non-Bayesian formulation. Since these milestones, MAB have attracted numerous research efforts on generalizing the associated mathematical theory and broadening the applications. In this thesis, we present our contributions to the basic theories of both the Bayesian and the non-Bayesian frameworks of MAB motivated by engineering problems in dynamic systems. Within the Bayesian framework, we address an important and still largely open extension of the classic MAB---the Restless Multi-Armed Bandit (RMAB). In 1988, Whittle generalized the classic MAB to RMAB that considers the scenario where the system dynamics cannot be directlycontrolled. This generalization significantly broadens the application area of MAB but renders Gittins index policy suboptimal. As shown by Papadimitriou and Tsitsiklis, finding the optimal solution to an RMAB is PSPACE-hard in general. Whittle proposed a heuristic index policy with linear complexity, which was shown to be asymptotically (when the system size, i.e., the number of arms, approaches infinity) optimal under certain conditions by Weber and Weiss in 1990. The difficulty of implementing Whittle index policy lies in the complexity of establishing its existence (the so-called indexability), computing the index, and establishing its optimality in the finite regime. The study of Whittle index policy often relies on numerical calculation that is infeasible for RMAB with infinite state space. In this thesis, we show that for a significant class of RMAB with an infinite state space, the indexability can be established, Whittle index can be obtained in closed-form, and, under certain conditions, achieves the optimal performance with a simple semi-universal structure that is robust against model mismatch and variations. To our best knowledge, this appears to be the first nontrivial RMAB for which Whittle index policy is proven to be optimal for a finite-size system. This class of RMAB finds a broad range of applications, from dynamic multichannel access in communication networks to bio/chemical monitoring systems, from target tracking/collecting in multi-agent systems to resource-constrained jamming/anti-jamming, from network anomaly detection to supervisory control systems. Furthermore, our approach to establishing the indexability, solving for Whittle index and characterizing its optimality is not limited to this class of RMAB and provides a set of possible techniques for analyzing the general RMAB. For the non-Bayesian framework, we extend the classic MAB that assumes a single player to the case of multiple distributed players. Players make decisions solely based on their local observationand decision histories without exchanging information. We formulate the problem as a decentralized MAB under general reward, observation, and collision models. We show that the optimal performance (measured by system regret) in the decentralized MAB achieves the same logarithmic order as that in the classic centralized MAB where players act collectively as a single entity by exchanging observations and making decisions jointly. Based on a Time Division and Fair Sharing (TDFS) structure, a general framework of constructing order-optimal and fair decentralized polices is proposed. The generality of the TDFS framework leads to its wide applications to distributed learning problems in multi-channel communication systems, multi-agent systems, web search and internet advertising, social networks, etc.

Download or read book Hands On Reinforcement Learning for Games written by Micheal Lanham and published by Packt Publishing Ltd. This book was released on 2020-01-03 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explore reinforcement learning (RL) techniques to build cutting-edge games using Python libraries such as PyTorch, OpenAI Gym, and TensorFlow Key FeaturesGet to grips with the different reinforcement and DRL algorithms for game developmentLearn how to implement components such as artificial agents, map and level generation, and audio generationGain insights into cutting-edge RL research and understand how it is similar to artificial general researchBook Description With the increased presence of AI in the gaming industry, developers are challenged to create highly responsive and adaptive games by integrating artificial intelligence into their projects. This book is your guide to learning how various reinforcement learning techniques and algorithms play an important role in game development with Python. Starting with the basics, this book will help you build a strong foundation in reinforcement learning for game development. Each chapter will assist you in implementing different reinforcement learning techniques, such as Markov decision processes (MDPs), Q-learning, actor-critic methods, SARSA, and deterministic policy gradient algorithms, to build logical self-learning agents. Learning these techniques will enhance your game development skills and add a variety of features to improve your game agent’s productivity. As you advance, you’ll understand how deep reinforcement learning (DRL) techniques can be used to devise strategies to help agents learn from their actions and build engaging games. By the end of this book, you’ll be ready to apply reinforcement learning techniques to build a variety of projects and contribute to open source applications. What you will learnUnderstand how deep learning can be integrated into an RL agentExplore basic to advanced algorithms commonly used in game developmentBuild agents that can learn and solve problems in all types of environmentsTrain a Deep Q-Network (DQN) agent to solve the CartPole balancing problemDevelop game AI agents by understanding the mechanism behind complex AIIntegrate all the concepts learned into new projects or gaming agentsWho this book is for If you’re a game developer looking to implement AI techniques to build next-generation games from scratch, this book is for you. Machine learning and deep learning practitioners, and RL researchers who want to understand how to use self-learning agents in the game domain will also find this book useful. Knowledge of game development and Python programming experience are required.