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Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge devices, and hence, a mapping on system-on-chip (SoC) is desired. Theoretically, the Bayesian approach-based Thompson Sampling (TS) algorithm offers better performance than the frequentist approach-based Upper Confidence Bound (UCB) algorithm. However, TS is not synthesizable due to Beta function. We address this problem by approximating it via a pseudo-random number generator-based approach and efficiently realize the TS algorithm on Zynq SoC. In practice, the type of arms distribution (e.g., Bernoulli, Gaussian, etc.) is unknown and hence, a single algorithm may not be optimal. We propose a reconfigurable and intelligent MAB (RI-MAB) framework. Here, intelligence enables the identification of appropriate MAB algorithms for a given environment, and reconfigurability allows on-the-fly switching between algorithms on the SoC. This eliminates the need for parallel implementation of algorithms resulting in huge savings in resources and power consumption. We analyze the functional correctness, area, power, and execution time of the proposed and existing architectures for various arm distributions, word-length, and hardware-software co-design approaches. We demonstrate the superiority of the RI-MAB over TS and UCB only architectures.
In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with sub-exponential
We consider a multi-round auction setting motivated by pay-per-click auctions for Internet advertising. In each round the auctioneer selects an advertiser and shows her ad, which is then either clicked or not. An advertiser derives value from clicks;
Restless Multi-Armed Bandits (RMABs) have been popularly used to model limited resource allocation problems. Recently, these have been employed for health monitoring and intervention planning problems. However, the existing approaches fail to account
The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis includes effici
Identifying the best arm of a multi-armed bandit is a central problem in bandit optimization. We study a quantum computational version of this problem with coherent oracle access to states encoding the reward probabilities of each arm as quantum ampl