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Conference Papers Year : 2010

Multivariate Bandits and their Applications

Abstract

We will review the multi-armed bandit problem and its application to optimizing click-through for Web site banners. We will present multi-variate extensions to the basic bandit technology including the use of Gaussian Processes to model relations between different arms. This leads to the consideration of infinitely many arms as well as applications to grammar learning and optimization.
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hal-01055066 , version 1 (11-08-2014)

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John Shawe-Taylor. Multivariate Bandits and their Applications. 6th IFIP TC 12 International Conference on Intelligent Information Processing (IIP), Oct 2010, Manchester, United Kingdom. pp.3-3, ⟨10.1007/978-3-642-16327-2_3⟩. ⟨hal-01055066⟩
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