IEICE TRANSACTIONS on Fundamentals
UCB-SC: A Fast Variant of KL-UCB-SC for Budgeted Multi-Armed Bandit Problem
Summary :
We propose a policy UCB-SC for budgeted multi-armed bandits. The policy is a variant of recently proposed KL-UCB-SC. Unlike KL-UCB-SC, which is computationally prohibitive, UCB-SC runs very fast while keeping KL-UCB-SC's asymptotical optimality when reward and cost distributions are Bernoulli with means around 0.5, which are verified both theoretically and empirically.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E101-A No.3 pp.662-667
- Publication Date
- 2018/03/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1587/transfun.E101.A.662
- Type of Manuscript
- LETTER
- Category
- Mathematical Systems Science
Authors
Ryo WATANABE
Hokkaido University
Junpei KOMIYAMA
the University of Tokyo
Atsuyoshi NAKAMURA
Hokkaido University
Mineichi KUDO
Hokkaido University
Keyword
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Ryo WATANABE, Junpei KOMIYAMA, Atsuyoshi NAKAMURA, Mineichi KUDO, "UCB-SC: A Fast Variant of KL-UCB-SC for Budgeted Multi-Armed Bandit Problem" in IEICE TRANSACTIONS on Fundamentals,
vol. E101-A, no. 3, pp. 662-667, March 2018, doi: 10.1587/transfun.E101.A.662.
Abstract: We propose a policy UCB-SC for budgeted multi-armed bandits. The policy is a variant of recently proposed KL-UCB-SC. Unlike KL-UCB-SC, which is computationally prohibitive, UCB-SC runs very fast while keeping KL-UCB-SC's asymptotical optimality when reward and cost distributions are Bernoulli with means around 0.5, which are verified both theoretically and empirically.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E101.A.662/_p
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@ARTICLE{e101-a_3_662,
author={Ryo WATANABE, Junpei KOMIYAMA, Atsuyoshi NAKAMURA, Mineichi KUDO, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={UCB-SC: A Fast Variant of KL-UCB-SC for Budgeted Multi-Armed Bandit Problem},
year={2018},
volume={E101-A},
number={3},
pages={662-667},
abstract={We propose a policy UCB-SC for budgeted multi-armed bandits. The policy is a variant of recently proposed KL-UCB-SC. Unlike KL-UCB-SC, which is computationally prohibitive, UCB-SC runs very fast while keeping KL-UCB-SC's asymptotical optimality when reward and cost distributions are Bernoulli with means around 0.5, which are verified both theoretically and empirically.},
keywords={},
doi={10.1587/transfun.E101.A.662},
ISSN={1745-1337},
month={March},}
Copy
TY - JOUR
TI - UCB-SC: A Fast Variant of KL-UCB-SC for Budgeted Multi-Armed Bandit Problem
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 662
EP - 667
AU - Ryo WATANABE
AU - Junpei KOMIYAMA
AU - Atsuyoshi NAKAMURA
AU - Mineichi KUDO
PY - 2018
DO - 10.1587/transfun.E101.A.662
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E101-A
IS - 3
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - March 2018
AB - We propose a policy UCB-SC for budgeted multi-armed bandits. The policy is a variant of recently proposed KL-UCB-SC. Unlike KL-UCB-SC, which is computationally prohibitive, UCB-SC runs very fast while keeping KL-UCB-SC's asymptotical optimality when reward and cost distributions are Bernoulli with means around 0.5, which are verified both theoretically and empirically.
ER -
English
