Energy Regularized RNNS for solving non-stationary Bandit problems

Michael Rotman*, Lior Wolf

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider a Multi-Armed Bandit problem in which the re- wards are non-stationary and are dependent on past actions and potentially on past contexts. At the heart of our method, we employ a recurrent neural network, which models these sequences. In order to balance between exploration and exploitation, we present an energy minimization term that pre- vents the neural network from becoming too confident in support of a certain action. This term provably limits the gap between the maximal and minimal probabilities assigned by the network. In a diverse set of experiments, we demonstrate that our method is at least as effective as methods suggested to solve the sub-problem of Rotting Bandits, and can solve intuitive extensions of various benchmark problems. We share our implementation at https://github.com/rotmanmi/Energy-Regularized-RNN.

Original languageEnglish
Title of host publicationICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech and Signal Processing, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728163277
DOIs
StatePublished - 2023
Event48th IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2023 - Rhodes Island, Greece
Duration: 4 Jun 202310 Jun 2023

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2023-June
ISSN (Print)1520-6149

Conference

Conference48th IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2023
Country/TerritoryGreece
CityRhodes Island
Period4/06/2310/06/23

Funding

FundersFunder number
Tel Aviv University

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