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For questions related to the multi-armed bandit (MAB) problem, in which a fixed limited set of resources must be allocated between competing (alternative) choices in a way that maximizes their expected gain, when each choice's properties are only partially known at the time of allocation.

2 votes
1 answer
89 views

Programming a bandit to optimize donations

I'm developing a multi-armed bandit which learns the best information to display to persuade someone to donate to charity. Suppose I have treatments A, B, C, D (which are each one paragraph of text). …
wwl's user avatar
  • 153
1 vote
1 answer
574 views

Why is it useful in some applications to use features that are shared by all arms?

In Li et al. (2010)'s highly cited paper, they talk about LinUCB with hybrid linear models in Section 3.2. They motivate this by saying In many applications including ours, it is helpful to use featu …
wwl's user avatar
  • 153
1 vote
1 answer
354 views

How can I incorporate domain knowledge to choose actions in the case of large action spaces ...

Suppose one is using a multi-armed bandit, and one has relatively few "pulls" (i.e. timesteps) relative to the action set. For example, maybe there are 200 timesteps and 100 possible actions. However, …
wwl's user avatar
  • 153