-
Upload Video
videos in mp4/mov/flv
close
Upload video
Note: publisher must agree to add uploaded document -
Upload Slides
slides or other attachment
close
Upload Slides
Note: publisher must agree to add uploaded document -
Feedback
help us improve
close
Feedback
Please help us improve your experience by sending us a comment, question or concern
Please help transcribe this video using our simple transcription tool. You need to be logged in to do so.
Description
We consider multiarmed bandit problems where the expected reward is unimodal over partially ordered arms. In particular, the arms may belong to a continuous interval or correspond to vertices in a graph, where the graph structure represents similarity in rewards. The unimodality assumption has an important advantage: we can determine if a given arm is optimal by sampling the possible directions around it. This property allows us to quickly and efficiently find the optimal arm and detect abrupt changes in the reward distributions. For the case of bandits on graphs, we incur a regret proportional to the maximal degree and the diameter of the graph, instead of the total number of vertices.