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May, 2019
广义线性赌博机中最佳臂的识别
Best Arm Identification in Generalized Linear Bandits
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Abbas Kazerouni, Lawrence M. Wein
TL;DR
针对广义线性赌博机的最佳臂识别问题,提出了第一个算法,并在模拟中评估其性能和采样效率。该算法旨在最小化确定足够接近最佳臂所需的臂拉取次数。
Abstract
Motivated by drug design, we consider the
best-arm identification
problem in
generalized linear bandits
. More specifically, we assume each arm has a vector of
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