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Multivariate Bandits and their Applications

Abstract : We will review the multi-armed bandit problem and its application to optimizing click-through for Web site banners. We will present multi-variate extensions to the basic bandit technology including the use of Gaussian Processes to model relations between different arms. This leads to the consideration of infinitely many arms as well as applications to grammar learning and optimization.
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https://hal.inria.fr/hal-01055066
Contributor : Hal Ifip <>
Submitted on : Monday, August 11, 2014 - 12:43:12 PM
Last modification on : Thursday, March 5, 2020 - 5:43:12 PM
Long-term archiving on: : Wednesday, November 26, 2014 - 10:00:44 PM

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John Shawe-Taylor. Multivariate Bandits and their Applications. 6th IFIP TC 12 International Conference on Intelligent Information Processing (IIP), Oct 2010, Manchester, United Kingdom. pp.3-3, ⟨10.1007/978-3-642-16327-2_3⟩. ⟨hal-01055066⟩

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