256 resultados para multi-armed bandit
Resumo:
In pay-per click sponsored search auctions which are currently extensively used by search engines, the auction for a keyword involves a certain number of advertisers (say k) competing for available slots (say m) to display their ads. This auction is typically conducted for a number of rounds (say T). There are click probabilities mu_ij associated with agent-slot pairs. The search engine's goal is to maximize social welfare, for example, the sum of values of the advertisers. The search engine does not know the true value of an advertiser for a click to her ad and also does not know the click probabilities mu_ij s. A key problem for the search engine therefore is to learn these during the T rounds of the auction and also to ensure that the auction mechanism is truthful. Mechanisms for addressing such learning and incentives issues have recently been introduced and would be referred to as multi-armed-bandit (MAB) mechanisms. When m = 1,characterizations for truthful MAB mechanisms are available in the literature and it has been shown that the regret for such mechanisms will be O(T^{2/3}). In this paper, we seek to derive a characterization in the realistic but nontrivial general case when m > 1 and obtain several interesting results.
Resumo:
In pay-per-click sponsored search auctions which are currently extensively used by search engines, the auction for a keyword involves a certain number of advertisers (say k) competing for available slots (say m) to display their advertisements (ads for short). A sponsored search auction for a keyword is typically conducted for a number of rounds (say T). There are click probabilities mu(ij) associated with each agent slot pair (agent i and slot j). The search engine would like to maximize the social welfare of the advertisers, that is, the sum of values of the advertisers for the keyword. However, the search engine does not know the true values advertisers have for a click to their respective advertisements and also does not know the click probabilities. A key problem for the search engine therefore is to learn these click probabilities during the initial rounds of the auction and also to ensure that the auction mechanism is truthful. Mechanisms for addressing such learning and incentives issues have recently been introduced. These mechanisms, due to their connection to the multi-armed bandit problem, are aptly referred to as multi-armed bandit (MAB) mechanisms. When m = 1, exact characterizations for truthful MAB mechanisms are available in the literature. Recent work has focused on the more realistic but non-trivial general case when m > 1 and a few promising results have started appearing. In this article, we consider this general case when m > 1 and prove several interesting results. Our contributions include: (1) When, mu(ij)s are unconstrained, we prove that any truthful mechanism must satisfy strong pointwise monotonicity and show that the regret will be Theta T7) for such mechanisms. (2) When the clicks on the ads follow a certain click precedence property, we show that weak pointwise monotonicity is necessary for MAB mechanisms to be truthful. (3) If the search engine has a certain coarse pre-estimate of mu(ij) values and wishes to update them during the course of the T rounds, we show that weak pointwise monotonicity and type-I separatedness are necessary while weak pointwise monotonicity and type-II separatedness are sufficient conditions for the MAB mechanisms to be truthful. (4) If the click probabilities are separable into agent-specific and slot-specific terms, we provide a characterization of MAB mechanisms that are truthful in expectation.
Resumo:
This paper presents stylized models for conducting performance analysis of the manufacturing supply chain network (SCN) in a stochastic setting for batch ordering. We use queueing models to capture the behavior of SCN. The analysis is clubbed with an inventory optimization model, which can be used for designing inventory policies . In the first case, we model one manufacturer with one warehouse, which supplies to various retailers. We determine the optimal inventory level at the warehouse that minimizes total expected cost of carrying inventory, back order cost associated with serving orders in the backlog queue, and ordering cost. In the second model we impose service level constraint in terms of fill rate (probability an order is filled from stock at warehouse), assuming that customers do not balk from the system. We present several numerical examples to illustrate the model and to illustrate its various features. In the third case, we extend the model to a three-echelon inventory model which explicitly considers the logistics process.
Resumo:
An electromagnetically coupled feed arrangement is proposed for simultaneously exciting multiple concentric ring antennas for multi-frequency operation. This has a multi-layer dielectric configuration in which a transmission line is embedded below the layer containing radiating rings. Energy coupled to these rings from the line beneath is optimised by suitably adjusting the location and dimensions of stubs on the line. It has been shown that the resonant frequencies of these rings do not change as several of these single-frequency antennas are combined to form a multi-resonant antenna. Furthermore, all radiators are forced to operate at their primary mode and some harmonics of the lower resonant frequency rings appearing within the frequency range are suppressed when combined. The experimental prototype antenna has three resonant frequencies at which it has good radiation characteristics.
Resumo:
In this paper, wave propagation in multi-walled carbon nanotubes (MWNTs) are studied by modeling them as continuum multiple shell coupled through van der Waals force of interaction. The displacements, namely, axial, radial and circumferential displacements vary along the circumferential direction. The wave propagation are simulated using the wavelet based spectral finite element (WSFE) method. This technique involves Daubechies scaling function approximation in time and spectral element approach. The WSFE Method allows the study of wave properties in both time and frequency domains. This is in contrast to the conventional Fourier transform based analysis which are restricted to frequency domain analysis. Here, first, the wavenumbers and wave speeds of carbon nanotubes (CNTs) are Studied to obtain the characteristics of the waves. These group speeds have been compared with those reported in literature. Next, the natural frequencies of a single-walled carbon nanotube (SWNT) are studied for different values of the radius. The frequencies of the first five modes vary linearly with the radius of the SWNT. Finally, the time domain responses are simulated for SWNT and three-walled carbon nanotubes.
Resumo:
Given a plant P, we consider the problem of designing a pair of controllers C1 and C2 such that their sum stabilizes P, and in addition, each of them also stabilizes P should the other one fail. This is referred to as the reliable stabilization problem. It is shown that every strongly stabilizable plant can be reliably stabilized; moreover, one of the two controllers can be specified arbitrarily, subject only to the constraint that it should be stable. The stabilization technique is extended to reliable regulation.
Resumo:
Several boson subsystems may be involved in electrosorption phenomena. To accommodate this possibility, the one-boson formalism described in Parts I–III is extended to this case. The hierarchy in the superoperator scheme, the evaluation of operator averages for closure and several special cases are indicated. As an illustration, some calculations are presented to indicate the trends of many-body corrections in chemisorption.
Resumo:
Common mode voltage (CMV) variations in PWM inverter-fed drives generate unwanted shaft and bearing current resulting in early motor failure. Multilevel inverters reduce this problem to some extent, with higher number of levels. But the complexity of the power circuit increases with an increase in the number of inverter voltage levels. In this paper a five-level inverter structure is proposed for open-end winding induction motor (IM) drives, by cascading only two conventional two-level and three-level inverters, with the elimination of the common mode voltage over the entire modulation range. The DC link power supply requirement is also optimized by means of DC link capacitor voltage balancing, with PWM control., using only inverter switching state redundancies. The proposed power circuit gives a simple power bits structure.
Resumo:
This paper is concerned with the development of an algorithm for pole placement in multi-input dynamic systems. The algorithm which uses a series of elementary transformations is believed to be simpler, computationally more efficient and numerically stable when compared with earlier methods. In this paper two methods have been presented.
Resumo:
We are addressing the problem of jointly using multiple noisy speech patterns for automatic speech recognition (ASR), given that they come from the same class. If the user utters a word K times, the ASR system should try to use the information content in all the K patterns of the word simultaneously and improve its speech recognition accuracy compared to that of the single pattern based speech recognition. T address this problem, recently we proposed a Multi Pattern Dynamic Time Warping (MPDTW) algorithm to align the K patterns by finding the least distortion path between them. A Constrained Multi Pattern Viterbi algorithm was used on this aligned path for isolated word recognition (IWR). In this paper, we explore the possibility of using only the MPDTW algorithm for IWR. We also study the properties of the MPDTW algorithm. We show that using only 2 noisy test patterns (10 percent burst noise at -5 dB SNR) reduces the noisy speech recognition error rate by 37.66 percent when compared to the single pattern recognition using the Dynamic Time Warping algorithm.
Resumo:
This paper presents the architecture of a fault-tolerant, special-purpose multi-microprocessor system for solving Partial Differential Equations (PDEs). The modular nature of the architecture allows the use of hundreds of Processing Elements (PEs) for high throughput. Its performance is evaluated by both analytical and simulation methods. The results indicate that the system can achieve high operation rates and is not sensitive to inter-processor communication delay.
Resumo:
We present a new, generic method/model for multi-objective design optimization of laminated composite components using a novel multi-objective optimization algorithm developed on the basis of the Quantum behaved Particle Swarm Optimization (QPSO) paradigm. QPSO is a co-variant of the popular Particle Swarm Optimization (PSO) and has been developed and implemented successfully for the multi-objective design optimization of composites. The problem is formulated with multiple objectives of minimizing weight and the total cost of the composite component to achieve a specified strength. The primary optimization variables are - the number of layers, its stacking sequence (the orientation of the layers) and thickness of each layer. The classical lamination theory is utilized to determine the stresses in the component and the design is evaluated based on three failure criteria; Failure Mechanism based Failure criteria, Maximum stress failure criteria and the Tsai-Wu Failure criteria. The optimization method is validated for a number of different loading configurations - uniaxial, biaxial and bending loads. The design optimization has been carried for both variable stacking sequences as well as fixed standard stacking schemes and a comparative study of the different design configurations evolved has been presented. Also, the performance of QPSO is compared with the conventional PSO.
Resumo:
This paper is concerned with the development of an algorithm for pole placement in multi-input dynamic systems. The algorithm which uses a series of elementary transformations is believed to be simpler, computationally more efficient and numerically stable when compared with earlier methods. In this paper two methods have been presented.
Resumo:
Multi-access techniques are widely used in computer networking and distributed multiprocessor systems. On-the-fly arbitration schemes permit one of the many contenders to access the medium without collisions. Serial arbitration is cost effective but is slow and hence unsuitable for high-speed multiprocessor environments supporting very high data transfer rates. A fully parallel arbitration scheme takes less time but is not practically realisable for large numbers of contenders. In this paper, a generalised parallel-serial scheme is proposed which significantly reduces the arbitration time and is practically realisable.
Resumo:
We study the performance of greedy scheduling in multihop wireless networks where the objective is aggregate utility maximization. Following standard approaches, we consider the dual of the original optimization problem. Optimal scheduling requires selecting independent sets of maximum aggregate price, but this problem is known to be NP-hard. We propose and evaluate a simple greedy heuristic. We suggest how the greedy heuristic can be implemented in a distributed manner. We evaluate an analytical bound in detail, for the special case of a line graph and also provide a loose bound on the greedy heuristic for the case of an arbitrary graph.