Output-weighted sampling for multi-armed bandits with extreme payoffs
We present a new type of acquisition function for online decision-making in multi-armed and contextual bandit problems with extreme payoffs. Specifically, we model the payoff function as a Gaussian process and formulate a novel type of upper confidence bound acquisition function that guides explorat...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
The Royal Society
2024
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| Subjects: | |
| Online Access: | https://hdl.handle.net/1721.1/154219 |