Questions tagged [upper-confidence-bound]

For questions about the upper confidence bound (UCB)-based algorithms or action selection strategies in the context e.g. of bandit or reinforcement learning problems.

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Multi Armed Bandits with large number of arms

I'm dealing with a (stochastic) Multi Armed Bandit (MAB) with a large number of arms. Consider a pizza machine that produces a pizza depending on an input $i$ (equivalent to an arm). The (finite) set ...
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UCB-like algorithms: how do you compute the exploration bonus?

My question concerns Stochastic Combinatorial Multiarmed Bandits. More specifically, the algorithm called CombUCB1 presented in this paper. It is a UCB-like algorithm. Essentially, in each round of ...
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Why is the ideal exploration parameter in the UCT algorithm $\sqrt{2}$?

From Wikipedia, in the Monte-Carlo Tree Search algorithm, you should choose the node that maximizes the value: $${\displaystyle {\frac {w_{i}}{n_{i}}}+c{\sqrt {\frac {\ln N_{i}}{n_{i}}}}},$$ where ${...
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Where to store and how to sort the AMAF values (RAVE) for Monte Carlo Tree Search?

I am building an agent for a board game and would like to use Rapid Action Value Estimation (RAVE), which is an alternative selection approach to UCT. There are different variations of the UCT like ...