多臂老虎机问题(Multi-Armed Bandit Problem)源自赌博机(老虎机)的概念,用于描述一个探索与开发(exploration-exploitation)的平衡问题。想象你站在一排老虎机前,每台老虎机有不同的概率分布,代表你每次拉杆可能赢得的奖金。你的目标是通过尽量少的尝试找出哪台老虎机能让你赚最多的钱。 详细回答 多臂老虎机问题在...
1、问题介绍:k-armed Bandit Problem Multi-armed bandit原本是从赌场中的多臂老虎机的场景中提取出来的数学模型,其中 arm 指的是老虎机(slot machine)的拉杆,bandit 是多个拉杆的集合,bandit=arm1,arm2,……,armkbandit=arm1,arm2,……,armk。每个 bandit setting 对应一个回报函数(reward function),现在需要...
2. K-armed Bandit Problem 2.1 问题设置 多臂赌博机问题(Multi-armed Bandit Problem)也叫K臂赌博机,它是一个经典的决策问题,它的具体设置如下: 一个赌博机,有K个摇杆,每摇动一个摇杆会获得一个reward(reward是一个固定均值,方差非零的随机变量),问如何在有限的次数下选择摇动摇杆的策略会使得累计reward最大。
2.1 k臂赌博机问题(A k-armed Bandit Problem) 2.2 值函数方法(action——value method) 2.3 10臂测试(The 10-armed Testbed) 2.4增量实现(Incremental Implementation) 2.5介绍一个动态问题(Tracking a Nonstationary Problem) 2.6乐观初始值(Optimistic Initial Value) 2.7上限置信区间(Upper-Confidende-Bound) 2.8...
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Years and Authors of Summarized Original Work 2002; Auer, Cesa-Bianchi, Freund, Schapire 2002; Auer, Cesa-Bianchi, Fischer Problem Definition A multi-armed bandit is a sequential decision problem defined on a set of actions. At each time step, the decision maker selects an action from the ...
文章要点:这篇文章主要是分析了针对Multiarmed Bandit Problem的几个经典算法的收敛性。我们知道这类问题主要就是在解决exploration versus exploitation dilemma,他的regret至少是以动作次数的对数增长的,但是这个结论只是渐进性的,不够具体。作者就分析了四个具体算法的finite-time下的性质。 分析的第一个算法是经典的UC...
MAB问题 Wiki定义 地址:Multi-armed bandit - A Problem in which a fixed limited set of resourc...
). Goal: Discuss on direction for UCB on action-values in RL, highlight some open questions and issues. Problem setting: Many model-free methods use uncertainty estimates: (1) Estimate uncertainty in Q(s, a), and (2) Reward bonuses or pseudo-counts. Let’s talk about (1) ...
Ads with similar text, “bidding phrase,” andadvertiser information are likely to have similar clickprobabilities, and this creates dependencies betweenthe arms of the bandit.We formalize this problem in the paper. In particular,we propose a new variant of the multi-armed banditproblem where the...