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An Analysis of the Value of Information When Exploring Stochastic, Discrete Multi-Armed Bandits
In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the trade-off between policy information and obtainable rewards. Hig...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512671/ https://www.ncbi.nlm.nih.gov/pubmed/33265246 http://dx.doi.org/10.3390/e20030155 |