A near-optimal change-detection based algorithm for piecewise-stationary combinatorial semi-bandits
We investigate the piecewise-stationary combinatorial semi-bandit problem. Compared to the original combinatorial semi-bandit problem, our setting assumes the reward distributions of base arms may change in a piecewise-stationary manner at unknown time steps. We propose an algorithm, GLR-CUCB, which...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/4968 https://ink.library.smu.edu.sg/context/sis_research/article/5971/viewcontent/Near_optimal_change_detection_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |