TY - GEN
T1 - On optimal foraging and multi-armed bandits
AU - Srivastava, Vaibhav
AU - Reverdy, Paul
AU - Leonard, Naomi E.
PY - 2013
Y1 - 2013
N2 - We consider two variants of the standard multi-armed bandit problem, namely, the multi-armed bandit problem with transition costs and the multi-armed bandit problem on graphs. We develop block allocation algorithms for these problems that achieve an expected cumulative regret that is uniformly dominated by a logarithmic function of time, and an expected cumulative number of transitions from one arm to another arm uniformly dominated by a double-logarithmic function of time. We observe that the multi-armed bandit problem with transition costs and the associated block allocation algorithm capture the key features of popular animal foraging models in literature.
AB - We consider two variants of the standard multi-armed bandit problem, namely, the multi-armed bandit problem with transition costs and the multi-armed bandit problem on graphs. We develop block allocation algorithms for these problems that achieve an expected cumulative regret that is uniformly dominated by a logarithmic function of time, and an expected cumulative number of transitions from one arm to another arm uniformly dominated by a double-logarithmic function of time. We observe that the multi-armed bandit problem with transition costs and the associated block allocation algorithm capture the key features of popular animal foraging models in literature.
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U2 - 10.1109/Allerton.2013.6736565
DO - 10.1109/Allerton.2013.6736565
M3 - Conference contribution
AN - SCOPUS:84897584848
SN - 9781479934096
T3 - 2013 51st Annual Allerton Conference on Communication, Control, and Computing, Allerton 2013
SP - 494
EP - 499
BT - 2013 51st Annual Allerton Conference on Communication, Control, and Computing, Allerton 2013
PB - IEEE Computer Society
T2 - 51st Annual Allerton Conference on Communication, Control, and Computing, Allerton 2013
Y2 - 2 October 2013 through 4 October 2013
ER -