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Multi-armed banditstheory and applic...

Zhao, Qing ((Ph.D. in electrical engineering),)

Multi-armed banditstheory and applications to online learning in networks /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Multi-armed banditsQing Zhao.
Reminder of title:	theory and applications to online learning in networks /
remainder title:	Theory and applications to online learning in networks
Author:	Zhao, Qing
Description:	1 online resource (167 p.)
Subject:	Machine learning.
Online resource:	https://portal.igpublish.com/iglibrary/search/MCPB0006505.html
ISBN:	9781627056380

Multi-armed banditstheory and applications to online learning in networks /
Zhao, Qing(Ph.D. in electrical engineering),

Multi-armed banditstheory and applications to online learning in networks /[electronic resource] :Theory and applications to online learning in networksQing Zhao. - 1 online resource (167 p.) - Synthesis lectures on communication networks ;22. - Synthesis lectures on communication networks ;23..

Includes bibliographical references (pages 127-145).

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 frequentist--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.

Mode of access: World Wide Web.

ISBN: 9781627056380Subjects--Topical Terms:

188639
Machine learning.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: Q325.5

Dewey Class. No.: 006.3/1

Multi-armed banditstheory and applications to online learning in networks /
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520 3 $a 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 frequentist--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.
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