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Authors: Saba Q. Yahyaa ; Madalina M. Drugan and Bernard Manderick

Affiliation: Vrije Universiteit Brussel, Belgium

Keyword(s): Multi-armed Bandit Problems, Multi-objective Optimization, Knowledge Gradient Policy.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Evolutionary Computing ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Machine Learning ; Soft Computing ; Symbolic Systems

Abstract: We extend knowledge gradient (KG) policy for the multi-objective, multi-armed bandits problem to efficiently explore the Pareto optimal arms. We consider two partial order relationships to order the mean vectors, i.e. Pareto and scalarized functions. Pareto KG finds the optimal arms using Pareto search, while the scalarizations-KG transform the multi-objective arms into one-objective arm to find the optimal arms. To measure the performance of the proposed algorithms, we propose three regret measures. We compare the performance of knowledge gradient policy with UCB1 on a multi-objective multi-armed bandits problem, where KG outperforms UCB1.

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Paper citation in several formats:
Q. Yahyaa, S.; M. Drugan, M. and Manderick, B. (2014). Knowledge Gradient for Multi-objective Multi-armed Bandit Algorithms. In Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART; ISBN 978-989-758-015-4; ISSN 2184-433X, SciTePress, pages 74-83. DOI: 10.5220/0004796600740083

@conference{icaart14,
author={Saba {Q. Yahyaa}. and Madalina {M. Drugan}. and Bernard Manderick.},
title={Knowledge Gradient for Multi-objective Multi-armed Bandit Algorithms},
booktitle={Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART},
year={2014},
pages={74-83},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004796600740083},
isbn={978-989-758-015-4},
issn={2184-433X},
}

TY - CONF

JO - Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART
TI - Knowledge Gradient for Multi-objective Multi-armed Bandit Algorithms
SN - 978-989-758-015-4
IS - 2184-433X
AU - Q. Yahyaa, S.
AU - M. Drugan, M.
AU - Manderick, B.
PY - 2014
SP - 74
EP - 83
DO - 10.5220/0004796600740083
PB - SciTePress

- Science and Technology Publications, Lda.
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