학술논문

The K-armed dueling bandits problem
Document Type
Article
Source
Journal of Computer & System Sciences. Sep2012, Vol. 78 Issue 5, p1538-1556. 19p.
Subject
*INFORMATION theory
*COMPUTER algorithms
*DISTANCE education
*LEARNING problems
*INFORMATION retrieval
*MEASURE theory
Language
ISSN
0022-0000
Abstract
Abstract: We study a partial-information online-learning problem where actions are restricted to noisy comparisons between pairs of strategies (also known as bandits). In contrast to conventional approaches that require the absolute reward of the chosen strategy to be quantifiable and observable, our setting assumes only that (noisy) binary feedback about the relative reward of two chosen strategies is available. This type of relative feedback is particularly appropriate in applications where absolute rewards have no natural scale or are difficult to measure (e.g., user-perceived quality of a set of retrieval results, taste of food, product attractiveness), but where pairwise comparisons are easy to make. We propose a novel regret formulation in this setting, as well as present an algorithm that achieves information-theoretically optimal regret bounds (up to a constant factor). [Copyright &y& Elsevier]