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A bad arm existence checking problem: How to utilize asymmetric problem structure?

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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/80332

Title: A bad arm existence checking problem: How to utilize asymmetric problem structure?
Authors: Tabata, Koji Browse this author
Nakamura, Atsuyoshi Browse this author →KAKEN DB
Honda, Junya Browse this author
Komatsuzaki, Tamiki Browse this author →KAKEN DB
Keywords: Online learning
Bandit problem
Best arm identification
Issue Date: Feb-2020
Publisher: Springer
Journal Title: Machine learning
Publisher DOI: 10.1007/s10994-019-05854-7
Abstract: We study a bad arm existence checking problem in a stochastic K-armed bandit setting, in which a player's task is to judge whether a positive arm exists or all the arms are negative among given K arms by drawing as small number of arms as possible. Here, an arm is positive if its expected loss suffered by drawing the arm is at least a given threshold theta(U), and it is negative if that is less than another given threshold theta(L) (<= theta(U)). This problem is a formalization of diagnosis of disease or machine failure. An interesting structure of this problem is the asymmetry of positive and negative arms' roles; finding one positive arm is enough to judge positive existence while all the arms must be discriminated as negative to judge whole negativity. In the case with Delta = theta(U) - theta(L) > 0, we propose elimination algorithms with arm selection policy (policy to determine the next arm to draw) and decision condition (condition to conclude positive arm's existence or the drawn arm's negativity) utilizing this asymmetric problem structure and prove its effectiveness theoretically and empirically.
Rights: This is a post-peer-review, pre-copyedit version of an article published in Machine learning. The final authenticated version is available online at: http://dx.doi.org/10.1007/s10994-019-05854-7
Type: article (author version)
URI: http://hdl.handle.net/2115/80332
Appears in Collections:情報科学院・情報科学研究院 (Graduate School of Information Science and Technology / Faculty of Information Science and Technology) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 中村 篤祥

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