Trading off rewards and errors in multi-armed bandits

Erraqabi, Akram; Lazaric, Alessandro; Valko, Michal; Brunskill, Emma; Liu, Yun-En

Document type :

Communication dans un congrès avec actes

Title :

Trading off rewards and errors in multi-armed bandits

Author(s) :

Erraqabi, Akram [Auteur]
Université de Montréal [UdeM]
Sequential Learning [SEQUEL]
Lazaric, Alessandro [Auteur]

Sequential Learning [SEQUEL]
Valko, Michal [Auteur]

Sequential Learning [SEQUEL]
Brunskill, Emma [Auteur]
Computer Science Department - Carnegie Mellon University
Liu, Yun-En [Auteur]
Computer Science Department - Carnegie Mellon University

Conference title :

International Conference on Artificial Intelligence and Statistics

City :

Fort Lauderdale

Country :

Etats-Unis d'Amérique

Start date of the conference :

2017

HAL domain(s) :

Statistiques [stat]/Machine Learning [stat.ML]

English abstract : [en]

In multi-armed bandits, the most common objective is the maximization of the cumulative reward. Alternative settings include active exploration, where a learner tries to gain accurate estimates of the rewards of all arms. ...
Show more >In multi-armed bandits, the most common objective is the maximization of the cumulative reward. Alternative settings include active exploration, where a learner tries to gain accurate estimates of the rewards of all arms. While these objectives are contrasting, in many scenarios it is desirable to trade off rewards and errors. For instance, in educational games the designer wants to gather generalizable knowledge about the behavior of the students and teaching strategies (small estimation errors) but, at the same time, the system needs to avoid giving a bad experience to the players, who may leave the system permanently (large reward). In this paper, we formalize this tradeoff and introduce the ForcingBalance algorithm whose performance is provably close to the best possible tradeoff strategy. Finally, we demonstrate on real-world educational data that ForcingBalance returns useful information about the arms without compromising the overall reward.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

ANR Project :

Extraction et transfert de connaissances dans l'apprentissage par renforcement
Inférence bayésienne à ressources limitées - données massives et modèles coûteux

Collections :