Title
Reward-Biased Maximum Likelihood Estimation For Linear Stochastic Bandits
Abstract
Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized linear bandits problems. We develop novel index policies that we prove achieve order-optimality, and show that they achieve empirical performance competitive with the state-of-the-art benchmark methods in extensive experiments. The new policies achieve this with low computation time per pull for linear bandits, and thereby resulting in both favorable regret as well as computational efficiency.
Year
Venue
DocType
2021
THIRTY-FIFTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, THIRTY-THIRD CONFERENCE ON INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE AND THE ELEVENTH SYMPOSIUM ON EDUCATIONAL ADVANCES IN ARTIFICIAL INTELLIGENCE
Conference
Volume
ISSN
Citations 
35
2159-5399
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Yu-Heng Hung100.68
Ping-Chun Hsieh2167.01
Xi Liu312220.80
P. R. Kumar471771067.24