loading
Papers

Research.Publish.Connect.

Paper

Paper Unlock

Authors: Saba Q. Yahyaa ; Madalina M. Drugan and Bernard Manderick

Affiliation: Vrije Universiteit Brussel, Belgium

ISBN: 978-989-758-015-4

Keyword(s): Multi-armed Bandit Problems, Multi-objective Optimization, Knowledge Gradient Policy.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Evolutionary Computing ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Machine Learning ; Soft Computing ; Symbolic Systems

Abstract: We extend knowledge gradient (KG) policy for the multi-objective, multi-armed bandits problem to efficiently explore the Pareto optimal arms. We consider two partial order relationships to order the mean vectors, i.e. Pareto and scalarized functions. Pareto KG finds the optimal arms using Pareto search, while the scalarizations-KG transform the multi-objective arms into one-objective arm to find the optimal arms. To measure the performance of the proposed algorithms, we propose three regret measures. We compare the performance of knowledge gradient policy with UCB1 on a multi-objective multi-armed bandits problem, where KG outperforms UCB1.

PDF ImageFull Text

Download
CC BY-NC-ND 4.0

Sign In Guest: Register as new SciTePress user now for free.

Sign In SciTePress user: please login.

PDF ImageMy Papers

You are not signed in, therefore limits apply to your IP address 34.204.173.36

In the current month:
Recent papers: 100 available of 100 total
2+ years older papers: 200 available of 200 total

Paper citation in several formats:
Q. Yahyaa, S.; M. Drugan, M. and Manderick, B. (2014). Knowledge Gradient for Multi-objective Multi-armed Bandit Algorithms.In Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART, ISBN 978-989-758-015-4, pages 74-83. DOI: 10.5220/0004796600740083

@conference{icaart14,
author={Saba Q. Yahyaa. and Madalina M. Drugan. and Bernard Manderick.},
title={Knowledge Gradient for Multi-objective Multi-armed Bandit Algorithms},
booktitle={Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART,},
year={2014},
pages={74-83},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004796600740083},
isbn={978-989-758-015-4},
}

TY - CONF

JO - Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART,
TI - Knowledge Gradient for Multi-objective Multi-armed Bandit Algorithms
SN - 978-989-758-015-4
AU - Q. Yahyaa, S.
AU - M. Drugan, M.
AU - Manderick, B.
PY - 2014
SP - 74
EP - 83
DO - 10.5220/0004796600740083

Login or register to post comments.

Comments on this Paper: Be the first to review this paper.