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Nov, 2013
多臂老虎机中的分布式探索
Distributed Exploration in Multi-Armed Bandits
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Eshcar Hillel, Zohar Karnin, Tomer Koren, Ronny Lempel, Oren Somekh
TL;DR
研究多臂赌博机在$k$个协作玩家中进行探索,以确定最佳手臂,结果表明协作与沟通可以实现更快的学习速度, 最佳方案是$k$倍的学习性能加速,且通信量只有$log(1/ε)$。
Abstract
We study
exploration
in
multi-armed bandits
in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computati
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