Regret Analysis Of Stochastic And Nonstochastic Multi Armed Bandit Problems
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Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems by Sébastien Bubeck,Nicolò Cesa-Bianchi Pdf
In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs. Besides the basic setting of finitely many actions, it analyzes some of the most important variants and extensions, such as the contextual bandit model.
Regret Analysis of Stochastic and Nonstochastic Multi-Armed Bandit Problems by Sébastien Bubeck,Nicolo Cesa-Bianchi Pdf
Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new options that might give higher payoffs in the future. In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs. Besides the basic setting of finitely many actions, it also analyzes some of the most important variants and extensions, such as the contextual bandit model.
Introduction to Multi-Armed Bandits by Aleksandrs Slivkins Pdf
Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first book to provide a textbook like treatment of the subject.
Algorithmic Learning Theory by Ricard Gavaldà,Gabor Lugosi,Thomas Zeugmann,Sandra Zilles Pdf
This book constitutes the refereed proceedings of the 20th International Conference on Algorithmic Learning Theory, ALT 2009, held in Porto, Portugal, in October 2009, co-located with the 12th International Conference on Discovery Science, DS 2009. The 26 revised full papers presented together with the abstracts of 5 invited talks were carefully reviewed and selected from 60 submissions. The papers are divided into topical sections of papers on online learning, learning graphs, active learning and query learning, statistical learning, inductive inference, and semisupervised and unsupervised learning. The volume also contains abstracts of the invited talks: Sanjoy Dasgupta, The Two Faces of Active Learning; Hector Geffner, Inference and Learning in Planning; Jiawei Han, Mining Heterogeneous; Information Networks By Exploring the Power of Links, Yishay Mansour, Learning and Domain Adaptation; Fernando C.N. Pereira, Learning on the Web.
Prediction, Learning, and Games by Nicolo Cesa-Bianchi,Gabor Lugosi Pdf
This important text and reference for researchers and students in machine learning, game theory, statistics and information theory offers a comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of individual sequences does not impose any probabilistic assumption on the data-generating mechanism. Yet, prediction algorithms can be constructed that work well for all possible sequences, in the sense that their performance is always nearly as good as the best forecasting strategy in a given reference class. The central theme is the model of prediction using expert advice, a general framework within which many related problems can be cast and discussed. Repeated game playing, adaptive data compression, sequential investment in the stock market, sequential pattern analysis, and several other problems are viewed as instances of the experts' framework and analyzed from a common nonstochastic standpoint that often reveals new and intriguing connections.
Sequential Learning and Decision-Making in Wireless Resource Management by Rong Zheng,Cunqing Hua Pdf
This book lays out the theoretical foundation of the so-called multi-armed bandit (MAB) problems and puts it in the context of resource management in wireless networks. Part I of the book presents the formulations, algorithms and performance of three forms of MAB problems, namely, stochastic, Markov and adversarial. Covering all three forms of MAB problems makes this book unique in the field. Part II of the book provides detailed discussions of representative applications of the sequential learning framework in cognitive radio networks, wireless LANs and wireless mesh networks. Both individuals in industry and those in the wireless research community will benefit from this comprehensive and timely treatment of these topics. Advanced-level students studying communications engineering and networks will also find the content valuable and accessible.
Algorithms for Data and Computation Privacy by Alex X. Liu,Rui Li Pdf
This book introduces the state-of-the-art algorithms for data and computation privacy. It mainly focuses on searchable symmetric encryption algorithms and privacy preserving multi-party computation algorithms. This book also introduces algorithms for breaking privacy, and gives intuition on how to design algorithm to counter privacy attacks. Some well-designed differential privacy algorithms are also included in this book. Driven by lower cost, higher reliability, better performance, and faster deployment, data and computing services are increasingly outsourced to clouds. In this computing paradigm, one often has to store privacy sensitive data at parties, that cannot fully trust and perform privacy sensitive computation with parties that again cannot fully trust. For both scenarios, preserving data privacy and computation privacy is extremely important. After the Facebook–Cambridge Analytical data scandal and the implementation of the General Data Protection Regulation by European Union, users are becoming more privacy aware and more concerned with their privacy in this digital world. This book targets database engineers, cloud computing engineers and researchers working in this field. Advanced-level students studying computer science and electrical engineering will also find this book useful as a reference or secondary text.
Bandit problems by Donald A. Berry,Bert Fristedt Pdf
Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course.
Decision Making Under Uncertainty and Reinforcement Learning by Christos Dimitrakakis,Ronald Ortner Pdf
This book presents recent research in decision making under uncertainty, in particular reinforcement learning and learning with expert advice. The core elements of decision theory, Markov decision processes and reinforcement learning have not been previously collected in a concise volume. Our aim with this book was to provide a solid theoretical foundation with elementary proofs of the most important theorems in the field, all collected in one place, and not typically found in introductory textbooks. This book is addressed to graduate students that are interested in statistical decision making under uncertainty and the foundations of reinforcement learning.
Multi-armed bandit problems pertain to optimal sequential decision making and learning in unknown environments. Since the first bandit problem posed by Thompson in 1933 for the application of clinical trials, bandit problems have enjoyed lasting attention from multiple research communities and have found a wide range of applications across diverse domains. This book covers classic results and recent development on both Bayesian and frequentist bandit problems. We start in Chapter 1 with a brief overview on the history of bandit problems, contrasting the two schools—Bayesian and frequentis —of approaches and highlighting foundational results and key applications. Chapters 2 and 4 cover, respectively, the canonical Bayesian and frequentist bandit models. In Chapters 3 and 5, we discuss major variants of the canonical bandit models that lead to new directions, bring in new techniques, and broaden the applications of this classical problem. In Chapter 6, we present several representative application examples in communication networks and social-economic systems, aiming to illuminate the connections between the Bayesian and the frequentist formulations of bandit problems and how structural results pertaining to one may be leveraged to obtain solutions under the other.
Software Architecture. ECSA 2022 Tracks and Workshops by Thais Batista,Tomáš Bureš,Claudia Raibulet,Henry Muccini Pdf
This book constitutes the refereed proceedings of the tracks and workshops which complemented the 16th European Conference on Software Architecture, ECSA 2022, held in Prague, Czech Republic, in September 2022. The 26 full papers presented together with 4 short papers and 2 tutorial papers in this volume were carefully reviewed and selected from 61 submissions. Papers presented were accepted into the following tracks and workshops: Industry track; Tools and Demonstrations Track; Doctoral Symposium; Tutorials; 8th International Workshop on Automotive System/Software Architectures (WASA); 5th Context-Aware, Autonomous and Smart Architectures International Workshop (CASA); 6th International Workshop on Formal Approaches for Advanced Computing Systems (FAACS); 3rd Workshop on Systems, Architectures, and Solutions for Industry 4.0 (SASI4); 2nd International Workshop on Designing and Measuring Security in Software Architectures (DeMeSSA); 2nd International Workshop on Software Architecture and Machine Learning (SAML); 9th Workshop on Software Architecture Erosion and Architectural Consistency (SAEroCon); 2nd International Workshop on Mining Software Repositories for Software Architecture (MSR4SA); and 1st International Workshop on Digital Twin Architecture (TwinArch).
How do we know which social and economic policies work, which should be continued, and which should be changed? Jim Manzi argues that throughout history, various methods have been attempted -- except for controlled experimentation. Experiments provide the feedback loop that allows us, in certain limited ways, to identify error in our beliefs as a first step to correcting them. Over the course of the first half of the twentieth century, scientists invented a methodology for executing controlled experiments to evaluate certain kinds of proposed social interventions. This technique goes by many names in different contexts (randomized control trials, randomized field experiments, clinical trials, etc.). Over the past ten to twenty years this has been increasingly deployed in a wide variety of contexts, but it remains the red-haired step child of modern social science. This is starting to change, and this change should be encouraged and accelerated, even though the staggering complexity of human society creates severe limits to what social science could be realistically expected to achieve. Randomized trials have shown, for example, that work requirements for welfare recipients have succeeded like nothing else in encouraging employment, that charter school vouchers have been successful in increasing educational attainment for underprivileged children, and that community policing has worked to reduce crime, but also that programs like Head Start and Job Corps, which might be politically attractive, fail to attain their intended objectives. Business leaders can also use experiments to test decisions in a controlled, low-risk environment before investing precious resources in large-scale changes -- the philosophy behind Manzi's own successful software company. In a powerful and masterfully-argued book, Manzi shows us how the methods of science can be applied to social and economic policy in order to ensure progress and prosperity.
Cognitive Radio Oriented Wireless Networks by Paulo Marques,Ayman Radwan,Shahid Mumtaz,Dominique Noguet,Jonathan Rodriguez,Michael Gundlach Pdf
This book constitutes the thoroughly refereed conference proceedings of the 12th International Conference on Cognitive Radio Oriented Wireless Networks, CROWNCOM 2017, held in Lisbon, Portugal, in September 2017. The 28 revised full papers presented were carefully reviewed and selected from numerous submissions and cover the evolution of cognitive radio technology pertaining to 5G networks. The papers are clustered to topics on spectrum management; network management; trials, test beds, and tools; PHY and sensing; spectrum management.
