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| Author | : Aleksandrs Slivkins |
| Publisher | : |
| Total Pages | : 306 |
| Release | : 2019-10-31 |
| Genre | : Computers |
| ISBN | : 9781680836202 |
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.
| Author | : Djallel Bouneffouf |
| Publisher | : Djallel Bouneffouf |
| Total Pages | : 234 |
| Release | : 2023-03-14 |
| Genre | : Computers |
| ISBN | : |
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.
| Author | : Sébastien Bubeck |
| Publisher | : Now Pub |
| Total Pages | : 138 |
| Release | : 2012 |
| Genre | : Computers |
| ISBN | : 9781601986269 |
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.
| Author | : Qing Zhao |
| Publisher | : Synthesis Lectures on Communic |
| Total Pages | : 147 |
| Release | : 2019-11-21 |
| Genre | : Computers |
| ISBN | : 9781681736372 |
Multi-armed bandit problems pertain to optimal sequential decision making and learning in unknown environments. Since the first bandit problem posed by Thompson in 1933 for the application of clinical trials, bandit problems have enjoyed lasting attention from multiple research communities and have found a wide range of applications across diverse domains. This book covers classic results and recent development on both Bayesian and frequentist bandit problems. We start in Chapter 1 with a brief overview on the history of bandit problems, contrasting the two schools-Bayesian and frequentis -of approaches and highlighting foundational results and key applications. Chapters 2 and 4 cover, respectively, the canonical Bayesian and frequentist bandit models. In Chapters 3 and 5, we discuss major variants of the canonical bandit models that lead to new directions, bring in new techniques, and broaden the applications of this classical problem. In Chapter 6, we present several representative application examples in communication networks and social-economic systems, aiming to illuminate the connections between the Bayesian and the frequentist formulations of bandit problems and how structural results pertaining to one may be leveraged to obtain solutions under the other.
| Author | : Tor Lattimore |
| Publisher | : Cambridge University Press |
| Total Pages | : 537 |
| Release | : 2020-07-16 |
| Genre | : Business & Economics |
| ISBN | : 1108486827 |
A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
| Author | : John Gittins |
| Publisher | : John Wiley & Sons |
| Total Pages | : 233 |
| Release | : 2011-02-18 |
| Genre | : Mathematics |
| ISBN | : 1119990211 |
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.
| Author | : Donald A. Berry |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 283 |
| Release | : 2013-04-17 |
| Genre | : Science |
| ISBN | : 9401537119 |
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.
| Author | : Ricard Gavaldà |
| Publisher | : Springer |
| Total Pages | : 410 |
| Release | : 2009-09-29 |
| Genre | : Computers |
| ISBN | : 364204414X |
This book constitutes the refereed proceedings of the 20th International Conference on Algorithmic Learning Theory, ALT 2009, held in Porto, Portugal, in October 2009, co-located with the 12th International Conference on Discovery Science, DS 2009. The 26 revised full papers presented together with the abstracts of 5 invited talks were carefully reviewed and selected from 60 submissions. The papers are divided into topical sections of papers on online learning, learning graphs, active learning and query learning, statistical learning, inductive inference, and semisupervised and unsupervised learning. The volume also contains abstracts of the invited talks: Sanjoy Dasgupta, The Two Faces of Active Learning; Hector Geffner, Inference and Learning in Planning; Jiawei Han, Mining Heterogeneous; Information Networks By Exploring the Power of Links, Yishay Mansour, Learning and Domain Adaptation; Fernando C.N. Pereira, Learning on the Web.
| Author | : Alfred Olivier Hero |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 317 |
| Release | : 2007-10-23 |
| Genre | : Technology & Engineering |
| ISBN | : 0387498192 |
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.
| Author | : Sudharsan Ravichandiran |
| Publisher | : Packt Publishing Ltd |
| Total Pages | : 309 |
| Release | : 2018-06-28 |
| Genre | : Computers |
| ISBN | : 178883691X |
A hands-on guide enriched with examples to master deep reinforcement learning algorithms with Python Key Features Your entry point into the world of artificial intelligence using the power of Python An example-rich guide to master various RL and DRL algorithms Explore various state-of-the-art architectures along with math Book Description Reinforcement Learning (RL) is the trending and most promising branch of artificial intelligence. Hands-On Reinforcement learning with Python will help you master not only the basic reinforcement learning algorithms but also the advanced deep reinforcement learning algorithms. The book starts with an introduction to Reinforcement Learning followed by OpenAI Gym, and TensorFlow. You will then explore various RL algorithms and concepts, such as Markov Decision Process, Monte Carlo methods, and dynamic programming, including value and policy iteration. This example-rich guide will introduce you to deep reinforcement learning algorithms, such as Dueling DQN, DRQN, A3C, PPO, and TRPO. You will also learn about imagination-augmented agents, learning from human preference, DQfD, HER, and many more of the recent advancements in reinforcement learning. By the end of the book, you will have all the knowledge and experience needed to implement reinforcement learning and deep reinforcement learning in your projects, and you will be all set to enter the world of artificial intelligence. What you will learn Understand the basics of reinforcement learning methods, algorithms, and elements Train an agent to walk using OpenAI Gym and Tensorflow Understand the Markov Decision Process, Bellman’s optimality, and TD learning Solve multi-armed-bandit problems using various algorithms Master deep learning algorithms, such as RNN, LSTM, and CNN with applications Build intelligent agents using the DRQN algorithm to play the Doom game Teach agents to play the Lunar Lander game using DDPG Train an agent to win a car racing game using dueling DQN Who this book is for If you’re a machine learning developer or deep learning enthusiast interested in artificial intelligence and want to learn about reinforcement learning from scratch, this book is for you. Some knowledge of linear algebra, calculus, and the Python programming language will help you understand the concepts covered in this book.
