Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits

Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits

We consider the nonstationary multiarmed bandit framework and propose a Kolmogorov-Smirnov (KS) test based Thompson sampling (TS) algorithm named TS-KS that actively detects change points and resets the TS parameters once a change is detected. In particular, for the two-armed bandit case, we derive...

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Bibliographic Details
Main Authors: Ghatak, G. (Author), Mohanty, H. (Author), Rahman, A.U (Author)
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers Inc. 2022
Subjects:
5G
5G mobile communication systems
Change-points
Computational complexity
Convex optimization
Edge computing
Edge-computing
Financial data processing
Kolmogorov-Smirnov
Kolmogorov-Smirnov (KS) test
Kolmogorov-Smirnov test
Multiarmed bandit
multiarmed bandits (MABs)
Nonstationary
Sampling algorithm
Sampling parameters
Thompson sampling
Thompson sampling (TS)
Thompson samplings
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