Reference : Automatic discovery of ranking formulas for playing with multi-armed bandits
Scientific congresses and symposiums : Paper published in a book
Engineering, computing & technology : Computer science
http://hdl.handle.net/2268/96727
Automatic discovery of ranking formulas for playing with multi-armed bandits
English
Maes, Francis mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Wehenkel, Louis mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Ernst, Damien mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
2011
Proceedings of the 9th European Workshop on Reinforcement Learning (EWRL 2011)
Yes
No
International
9th European Workshop on Reinforcement Learning (EWRL 2011)
September 9-11, 2011
Athens
Greece
[en] multi-armed bandits ; exploration vs exploitation ; automatic formula discovery
[en] We propose an approach for discovering in an automatic way formulas for ranking arms while playing with multi-armed bandits. The approach works by de ning a grammar made of basic elements such as for example addition, subtraction, the max operator, the average values of rewards collected by an arm, their standard deviation etc., and by exploiting this grammar to generate and test a large number of formulas. The systematic search for good candidate formulas is carried out by a built-on-purpose optimization algorithm used to navigate inside this large set of candidate formulas towards those that give high performances when using them on some multi-armed bandit problems. We have applied this approach on a set of bandit problems made of Bernoulli, Gaussian and truncated Gaussian distributions and have identi ed a few simple ranking formulas that provide interesting results on every problem of this set. In particular, they clearly outperform several reference policies previously introduced in the literature. We argue that these newly found formulas as well as the procedure for generating them may suggest new directions for studying bandit problems.
Fonds de la Recherche Scientifique (Communauté française de Belgique) - F.R.S.-FNRS
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/96727

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