NDLI: Dynamic bandit with covariates: Strategic solutions with application to wireless resource allocation

Content Provider	IEEE Xplore Digital Library
Author	Maghsudi, S. Stanaczak, S.
Copyright Year	2013
Description	Author affiliation: Heinrich-Hertz-Lehrstuhl fur Informationstheorie und Theor. Informationsthechnik, Tech. Univ. Berlin, Berlin, Germany (Maghsudi, S.; Stanaczak, S.)
Abstract	Multi-armed bandit (MAB) problems form a class of sequential optimization problems, in which a player sequentially pulls an arm, selected from a known and finite set of arms, in order to achieve an initially unknown reward. The player aims at maximizing the accumulated reward over a predefined game horizon. Clearly, in bandit setting, a dilemma appears between pushing the currently most promising arm, i.e. the arm with the highest empirical mean reward, on the one hand (exploitation) and on the other sampling arms in order to improve the estimation of the reward generating processes of arms (exploration). In this paper we study a specific subset of MAB problems, namely stochastic covariate bandits, where it is assumed that the series of instantaneous rewards generated by each arm can be attributed to a specific distribution, and that some side information (covariate) is revealed to the player at the beginning of each game trial. In this setting, we address the exploitation-exploration dilemma by proposing two strategies for arm selection (allocation rule). Provided that the underlying regression process is trust-worthy, the proposed strategies are strongly consistent, in the sense that the accumulated reward is equivalent to that based on the best arm, asymptotically almost surely. Further, it is illustrated that the covariate bandit model and our allocation strategies are applicable to wireless networking scenarios by considering the relay selection problem as case study.
Starting Page	5898
Ending Page	5902
File Size	157733
Page Count	5
File Format	PDF
ISBN	9781467331227
ISSN	15503607
DOI	10.1109/ICC.2013.6655540
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-06-09
Publisher Place	Hungary
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Games Relays Resource management Radiation detectors Wireless communication Throughput Wireless sensor networks wireless network Bandit theory change-point detection randomization regression relay selection
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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