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Each individual handles many tasks of finding the most profitable option from a set of options that stochastically provide rewards. Our society comprises a collection of such individuals, and the society is expected to maximise the total rewards, whi le the individuals compete for common rewards. Such collective decision making is formulated as the `competitive multi-armed bandit problem (CBP), requiring a huge computational cost. Herein, we demonstrate a prototype of an analog computer that efficiently solves CBPs by exploiting the physical dynamics of numerous fluids in coupled cylinders. This device enables the maximisation of the total rewards for the society without paying the conventionally required computational cost; this is because the fluids estimate the reward probabilities of the options for the exploitation of past knowledge and generate random fluctuations for the exploration of new knowledge. Our results suggest that to optimise the social rewards, the utilisation of fluid-derived natural fluctuations is more advantageous than applying artificial external fluctuations. Our analog computing scheme is expected to trigger further studies for harnessing the huge computational power of natural phenomena for resolving a wide variety of complex problems in modern information society.
334 - Song-Ju Kim , Masashi Aono 2015
The multi-armed bandit problem (MBP) is the problem of finding, as accurately and quickly as possible, the most profitable option from a set of options that gives stochastic rewards by referring to past experiences. Inspired by fluctuated movements o f a rigid body in a tug-of-war game, we formulated a unique search algorithm that we call the `tug-of-war (TOW) dynamics for solving the MBP efficiently. The cognitive medium access, which refers to multi-user channel allocations in cognitive radio, can be interpreted as the competitive multi-armed bandit problem (CMBP); the problem is to determine the optimal strategy for allocating channels to users which yields maximum total rewards gained by all users. Here we show that it is possible to construct a physical device for solving the CMBP, which we call the `TOW Bombe, by exploiting the TOW dynamics existed in coupled incompressible-fluid cylinders. This analog computing device achieves the `socially-maximum resource allocation that maximizes the total rewards in cognitive medium access without paying a huge computational cost that grows exponentially as a function of the problem size.
69 - Song-Ju Kim , Masashi Aono , 2014
We demonstrate that any physical object, as long as its volume is conserved when coupled with suitable operations, provides a sophisticated decision-making capability. We consider the problem of finding, as accurately and quickly as possible, the mos t profitable option from a set of options that gives stochastic rewards. These decisions are made as dictated by a physical object, which is moved in a manner similar to the fluctuations of a rigid body in a tug-of-war game. Our analytical calculations validate statistical reasons why our method exhibits higher efficiency than conventional algorithms.
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