An optimal algorithm for the Thresholding Bandit Problem.
Andrea LocatelliMaurilio GutzeitAlexandra CarpentierPublished in: ICML (2016)
Keyphrases
- thresholding method
- dynamic programming
- evolutionary algorithm
- computational cost
- neural network
- worst case
- wavelet transform
- globally optimal
- exhaustive search
- closed form
- detection algorithm
- post processing
- theoretical analysis
- computationally efficient
- linear programming
- high accuracy
- upper bound
- probabilistic model
- experimental evaluation
- significant improvement
- search space
- optimal solution
- objective function