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Introduction
- Thesis topic: Evaluation of a novel approach to dynamic bandit problems
- Bandit problem example: Link relevance
By Stian Berg Supervisor Ole-Christoffer Granmo, University of - - PowerPoint PPT Presentation
By Stian Berg Supervisor Ole-Christoffer Granmo, University of - - PowerPoint PPT Presentation
Solving Dynamic Bandit Problems and Decentralized Games using the Kalman Bayesian Learning Automaton By Stian Berg Supervisor Ole-Christoffer Granmo, University of Agder Introduction Thesis topic: Evaluation of a novel approach to dynamic
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Stationary bandit problem
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Dynamic bandit problem
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The Kalman Bayesian Learning Automaton (KBLA)
- Kalman filtering
- Position tracking
- Robot navigation
- Electronic equipment
- Stock estimation
- Forecasting
- Computer vision
- KBLA
- Kalman filtering adapted to work in a bandit setting
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Summary of results
- Among the top performers in all experiments
- Scaled rather well with the number of options
- Could handle various types of feedback
However....
- May need significant tuning for good performance
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Conclusion
- Empirical evaluation of the KBLA
- Performance
- Scalability
- Robustness
- Overall we believe this is a very promising approach
- Further work
- Parameter problem
- Combining ideas from other bandit algorithms
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