Partially observable multi-sensor sequential change detection: A combinatorial multi-armed bandit approach

• Main Authors: ZHANG, Chen, HOI, Steven C. H.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2019
• Subjects: Databases and Information Systems; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/5104; https://ink.library.smu.edu.sg/context/sis_research/article/6107/viewcontent/4519_Article_Text_7558_1_10_20190706_pv_oa.pdf
• Institution: Singapore Management University

This paper explores machine learning to address a problem of Partially Observable Multi-sensor Sequential Change Detection (POMSCD), where only a subset of sensors can be observed to monitor a target system for change-point detection at each online learning round. In contrast to traditional Multisen...