no code implementations • 9 Nov 2017 • Subhojyoti Mukherjee, K. P. Naveen, Nandan Sudarsanam, Balaraman Ravindran
We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting.
no code implementations • 7 Apr 2017 • Subhojyoti Mukherjee, K. P. Naveen, Nandan Sudarsanam, Balaraman Ravindran
In this paper we propose the Augmented-UCB (AugUCB) algorithm for a fixed-budget version of the thresholding bandit problem (TBP), where the objective is to identify a set of arms whose quality is above a threshold.