NDLI: The Shortest Path Problem in the Bandit Setting

Content Provider	IEEE Xplore Digital Library
Author	Gyorgy, A. Linder, T. Lugosi, G.
Copyright Year	2006
Description	Author affiliation: Informatics Laboratory, Computer and Automation Research Institute, Hungarian Academy of Sciences, Lágymányosi u. 11, 1111 Budapest, Hungary, Email: gya@szit.bme.hu (Gyorgy, A.)
Abstract	The on-line shortest path problem is considered in the bandit setting. Given a weighted directed acyclic graph whose edge weights can change in an arbitrary way, a decision maker has to pick in each round a path between two distinguished vertices, such that the weight of this path, given as the sum of the weights of its composing edges, be as small as possible. The decision maker has only limited information on how the weights of the edges are generated. In particular, the edge weights in the current round are unknown to the decision maker when it chooses a path, and after choosing a path, it learns only the weights of those edges that belong to the chosen path. An algorithm is given whose average cumulative loss in n rounds exceeds that of the best path, matched off-line to the entire sequence of the edge weights, by a quantity that is proportional to 1/√n and depends only polynomially on the number of edges of the graph. The algorithm can be implemented with linear complexity in the number of rounds n and in the number of edges. This result improves earlier algorithms which have performance bounds that either depend exponentially on the number of edges or converge to zero at a slower rate than O(1/√n).
Starting Page	87
Ending Page	91
File Size	4623431
Page Count	5
File Format	PDF
ISBN	142440035X
DOI	10.1109/ITW.2006.1633787
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-03-13
Publisher Place	Uruguay
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Shortest path problem Informatics Laboratories Mathematics Statistics Economic forecasting Automation Prediction algorithms Computational complexity Polynomials
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
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
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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