419 research outputs found
Asymptotically Optimal Algorithms for Budgeted Multiple Play Bandits
We study a generalization of the multi-armed bandit problem with multiple
plays where there is a cost associated with pulling each arm and the agent has
a budget at each time that dictates how much she can expect to spend. We derive
an asymptotic regret lower bound for any uniformly efficient algorithm in our
setting. We then study a variant of Thompson sampling for Bernoulli rewards and
a variant of KL-UCB for both single-parameter exponential families and bounded,
finitely supported rewards. We show these algorithms are asymptotically
optimal, both in rateand leading problem-dependent constants, including in the
thick margin setting where multiple arms fall on the decision boundary
Efficient Learning with Partially Observed Attributes
We describe and analyze efficient algorithms for learning a linear predictor
from examples when the learner can only view a few attributes of each training
example. This is the case, for instance, in medical research, where each
patient participating in the experiment is only willing to go through a small
number of tests. Our analysis bounds the number of additional examples
sufficient to compensate for the lack of full information on each training
example. We demonstrate the efficiency of our algorithms by showing that when
running on digit recognition data, they obtain a high prediction accuracy even
when the learner gets to see only four pixels of each image.Comment: This is a full version of the paper appearing in The 27th
International Conference on Machine Learning (ICML 2010
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