Multi-objective bandit algorithms with Chebyshev scalarization.
| dc.centro | E.T.S.I. Informática | es_ES |
| dc.contributor.author | Mandow-Andaluz, Lorenzo | |
| dc.contributor.author | Martín-Albo, Sergio | |
| dc.contributor.author | Pérez-de-la-Cruz-Molina, José Luis | |
| dc.date.accessioned | 2023-11-10T07:48:49Z | |
| dc.date.available | 2023-11-10T07:48:49Z | |
| dc.date.created | 2023 | |
| dc.date.issued | 2023 | |
| dc.departamento | Lenguajes y Ciencias de la Computación | |
| dc.description.abstract | In this paper we analyze several alternatives for Chebyshev scalarization in multi-objective bandit problems. The alternatives are evaluated on a reference bi-objective benchmark problem of Pareto frontier approximation. Performance is analyzed according to three measures: probability of selecting an optimal action, regret, and unfairness. The paper presents a new algorithm that improves the speed of convergence over previous proposals at least by one order of magnitude. | es_ES |
| dc.description.sponsorship | Financiado por Plan Propio de Investigación de la Universidad de Málaga - Campus de Excelencia Internacional Andalucía Tech. L. Mandow supported by project IRIS PID2021-122812OB-I00 (co-financed by FEDER funds). This research is partially supported by the Spanish Ministry of Science and Innovation, the European Regional Development Fund (FEDER), Junta de Andalucía (JA), and Universidad de Málaga (UMA) through the research projects with reference PID2021-122381OB-I00 and UMA20-FEDERJA-065. S. Martín-Albo supported by Beca de Iniciación a la Investigación para estudiantes de grado y máster, I Plan Propio de Investigación y Transferencia de la Universidad de Málaga, España. | es_ES |
| dc.identifier.uri | https://hdl.handle.net/10630/27987 | |
| dc.language.iso | eng | es_ES |
| dc.relation.eventdate | Octubre 2023 | es_ES |
| dc.relation.eventplace | Cracovia (Polonia) | es_ES |
| dc.relation.eventtitle | MODeM 2023 (Multi-Objective Decision Making Workshop at ECAI 2023) | es_ES |
| dc.rights.accessRights | open access | es_ES |
| dc.subject | Probabilidades | es_ES |
| dc.subject | Toma de decisiones multicriterio | es_ES |
| dc.subject.other | Multi-objective decision making | es_ES |
| dc.subject.other | Chebyshev scalarization | es_ES |
| dc.subject.other | Tchebycheff scalarization | es_ES |
| dc.subject.other | Multi-armed bandit problem | es_ES |
| dc.title | Multi-objective bandit algorithms with Chebyshev scalarization. | es_ES |
| dc.type | conference output | es_ES |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | b4b11711-73ab-4cd0-854c-8ab2735e829d | |
| relation.isAuthorOfPublication | b7e65043-46cc-445b-8d8f-b4c7ad4f1c06 | |
| relation.isAuthorOfPublication.latestForDiscovery | b4b11711-73ab-4cd0-854c-8ab2735e829d |
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