Graphical Models for Bandit Problems
Kareem Amin, Michael Kearns, Umar Syed
We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly specify the payoffs for any context-action pair. Our main result is an algorithm for such models whose regret is bounded by the number of parameters and whose running time depends only on the treewidth of the graph substructure induced by the action space.
PDF Link: /papers/11/p1-amin.pdf
AUTHOR = "Kareem Amin
and Michael Kearns and Umar Syed",
TITLE = "Graphical Models for Bandit Problems",
BOOKTITLE = "Proceedings of the Twenty-Seventh Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-11)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2011",
PAGES = "1--10"