k-Armed Bandit Algorithm
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A k-Armed Bandit Algorithm is an reinforcement learning algorithm that can be implemented by a k-armed bandit system (to solve a k-armed bandit task).
- Context:
- It can range from being an Exact k-Armed Bandit Algorithm to being an Approximate k-Armed Bandit Algorithm.
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- Example(s):
- Conter-Example(s):
- See: Online Optimization Algorithm, Explore-Exploit Algorithm, Game of Chance.
References
2015
- (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/multi-armed_bandit#Bandit_strategies Retrieved:2015-11-22.
- A major breakthrough was the construction of optimal population selection strategies, or policies (that possess uniformly maximum convergence rate to the population with highest mean) in the work described below.
2008
- (DaCosta et al., 2008) ⇒ Luis DaCosta, Alvaro Fialho, Marc Schoenauer, and Michèle Sebag. (2008). “Adaptive Operator Selection with Dynamic Multi-armed Bandits.” In: Proceedings of the 10th annual conference on Genetic and evolutionary computation. ISBN:978-1-60558-130-9 doi:10.1145/1389095.1389272
2005
- (Vermorel et al., 2005) ⇒ Joannès Vermorel, and Mehryar Mohri. (2005). “Multi-armed Bandit Algorithms and Empirical Evaluation.” In: Proceedings of the 16th European conference on Machine Learning. doi:10.1007/11564096_42
- QUOTE: Several strategies or algorithms have been proposed as a solution to this problem in the last two decades, but, to our knowledge, there has been no common evaluation of these algorithms. This paper provides a preliminary empirical evaluation of several [k-Armed Bandit Algorithm|multi-armed bandit algorithms]]. It also describes and analyzes a new algorithm, Poker (Price Of Knowledge and Estimated Reward) whose performance compares favorably to that of other existing algorithms in several experiments. One remarkable outcome of our experiments is that the most naive approach, the ε-greedy strategy, proves to be often hard to beat.