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arXiv 1907.02571stat.MLcs.LG
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凡人强盗中减少死亡武器的探索

Reducing Exploration of Dying Arms in Mortal Bandits

MIT(麻省理工学院);Duke University(杜克大学)

Stefano Tracà, Cynthia Rudin, Weiyu Yan

摘要:

Mortal bandits已被证明在提供新闻文章推荐、运行自动化在线广告活动以及其他可用选项集随时间变化的应用程序中非常有用。以前关于这个问题的研究表明,当新的手臂最近出现时,如何调节它们的探索,但当手臂即将消失时,它们不会适应。由于在大多数应用中,我们可以准确或近似地确定手臂何时消失,我们可以利用这些信息来提高性能:我们不应该探索即将消失的手臂。我们为这项研究提供了算法,遗憾界限和实验的适应性,显示了对即将消失的武器的贪婪(探索/剥削)的明显好处。我们说明了雅虎的数值性能!首页今日模块用户点击日志数据集。

英文摘要:

Mortal bandits have proven to be extremely useful for providing news article recommendations, running automated online advertising campaigns, and for other applications where the set of available options changes over time. Previous work on this problem showed how to regulate exploration of new arms when they have recently appeared, but they do not adapt when the arms are about to disappear. Since in most applications we can determine either exactly or approximately when arms will disappear, we can leverage this information to improve performance: we should not be exploring arms that are about to disappear. We provide adaptations of algorithms, regret bounds, and experiments for this study, showing a clear benefit from regulating greed (exploration/exploitation) for arms that will soon disappear. We illustrate numerical performance on the Yahoo! Front Page Today Module User Click Log Dataset.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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