Gaussian Process Classification Bandits

no code implementations • 26 Dec 2022 • Tatsuya Hayashi, Naoki Ito, Koji Tabata, Atsuyoshi Nakamura, Katsumasa Fujita, Yoshinori Harada, Tamiki Komatsuzaki

Classification bandits are multi-armed bandit problems whose task is to classify a given set of arms into either positive or negative class depending on whether the rate of the arms with the expected reward of at least h is not less than w for given thresholds h and w. We study a special classification bandit problem in which arms correspond to points x in d-dimensional real space with expected rewards f(x) which are generated according to a Gaussian process prior.

Active Learning Classification