Reducing Exploration of Dying Arms in Mortal Bandits

2 code implementations • 4 Jul 2019 • Stefano Tracà, Cynthia Rudin, Weiyu Yan

Mortal bandits have proven to be extremely useful for providing news article recommendations, running automated online advertising campaigns, and for other applications where the set of available options changes over time.

Regulating Greed Over Time in Multi-Armed Bandits

1 code implementation • 21 May 2015 • Stefano Tracà, Cynthia Rudin, Weiyu Yan

In the corrected methods, exploitation (greed) is regulated over time, so that more exploitation occurs during higher reward periods, and more exploration occurs in periods of low reward.

Multi-Armed Bandits Time Series Analysis