Trading off rewards and errors in multi-armed bandits
Université de Montréal · Laboratoire d'Informatique de Paris-Nord · +1 more institution
Indexed inarxivdatacite
Abstract
In multi-armed bandits, the most-explored arms are the most informative, while reward maximization typically pulls only the best arm. We study the tradeoff between identifying arm means accurately and accumulating reward, and present an algorithm with regret guarantees that interpolates between the two objectives. We provide both upper and lower bounds and validate empirically.
Citation impact
11
total citations
- FWCI
- —
- Percentile
- —
- References
- 0
Citations per year
Authors
5Topics & keywords
Topics
Keywords
- Computer science
- Maximization
- Utility maximization
- Artificial intelligence
- Machine learning
- Mathematical optimization
- Economics
No related works found for this paper.