Uncertainty in Artificial Intelligence
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Optimal Resource Allocation with Semi-Bandit Feedback
Tor Lattimore, Koby Crammer, Csaba Szepesvari
We study a sequential resource allocation prob- lem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs. Allocating more resources to a given job in- creases the probability that it completes, but with a cut-off. Specifically, we assume a linear model where the probability increases linearly until it equals one, after which allocating additional re- sources is wasteful. We assume the difficulty of each job is unknown and present the first algo- rithm for this problem and prove upper and lower bounds on its regret. Despite its apparent sim- plicity, the problem has a rich structure: we show that an appropriate optimistic algorithm can im- prove its learning speed dramatically beyond the results one normally expects for similar problems as the problem becomes resource-laden.
Pages: 477-486
PS Link:
PDF Link: /papers/14/p477-lattimore.pdf
AUTHOR = "Tor Lattimore and Koby Crammer and Csaba Szepesvari",
TITLE = "Optimal Resource Allocation with Semi-Bandit Feedback",
BOOKTITLE = "Proceedings of the Thirtieth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-14)",
ADDRESS = "Corvallis, Oregon",
YEAR = "2014",
PAGES = "477--486"

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