text: Cellular network configuration plays a critical role in network performance. In current practice, network configuration depends heavily on field experience of engineers and often remains static for a long period of time. This practice is far from optimal. To address this limitation, online-learning-based approaches have great potentials to automate and optimize network configuration. Learning-based approaches face the challenges of learning a highly complex function for each base station and balancing the fundamental exploration-exploitation tradeoff while minimizing the exploration cost. Fortunately, in cellular networks, base stations (BSs) often have similarities even though they are not identical. To leverage such similarities, we propose kernel-based multi-BS contextual bandit algorithm based on multi-task learning. In the algorithm, we leverage the similarity among different BSs defined by conditional kernel embedding. We present theoretical analysis of the proposed algorithm in terms of regret and multi-task-learning efficiency. We evaluate the effectiveness of our algorithm based on a simulator built by real traces.
  @cite_18: We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have access to the similarities between actions' contexts and that the expected reward is an arbitrary linear function of the contexts' images in the related reproducing kernel Hilbert space (RKHS). We propose KernelUCB, a kernelised UCB algorithm, and give a cumulative regret bound through a frequentist analysis. For contextual bandits, the related algorithm GP-UCB turns out to be a special case of our algorithm, and our finite-time analysis improves the regret bound of GP-UCB for the agnostic case, both in the terms of the kernel-dependent quantity and the RKHS norm of the reward function. Moreover, for the linear kernel, our regret bound matches the lower bound for contextual linear bandits.
  @cite_14: Multi-armed bandit problems (MABPs) are a special type of optimal control problem well suited to model resource allocation under uncertainty in a wide variety of contexts. Since the first publication of the optimal solution of the classic MABP by a dynamic index rule, the bandit literature quickly diversified and emerged as an active research topic. Across this literature, the use of bandit models to optimally design clinical trials became a typical motivating application, yet little of the resulting theory has ever been used in the actual design and analysis of clinical trials. To this end, we review two MABP decision-theoretic approaches to the optimal allocation of treatments in a clinical trial: the infinite-horizon Bayesian Bernoulli MABP and the finite-horizon variant. These models possess distinct theoretical properties and lead to separate allocation rules in a clinical trial design context. We evaluate their performance compared to other allocation rules, including fixed randomization. Our results indicate that bandit approaches offer significant advantages, in terms of assigning more patients to better treatments, and severe limitations, in terms of their resulting statistical power. We propose a novel bandit-based patient allocation rule that overcomes the issue of low power, thus removing a potential barrier for their use in practice.
  @cite_22: We show how a standard tool from statistics --- namely confidence bounds --- can be used to elegantly deal with situations which exhibit an exploitation-exploration trade-off. Our technique for designing and analyzing algorithms for such situations is general and can be applied when an algorithm has to make exploitation-versus-exploration decisions based on uncertain information provided by a random process. We apply our technique to two models with such an exploitation-exploration trade-off. For the adversarial bandit problem with shifting our new algorithm suffers only O((ST)1 2) regret with high probability over T trials with S shifts. Such a regret bound was previously known only in expectation. The second model we consider is associative reinforcement learning with linear value functions. For this model our technique improves the regret from O(T3 4) to O(T1 2).
  @cite_8: Reinforcement learning policies face the exploration versus exploitation dilemma, i.e. the search for a balance between exploring the environment to find profitable actions while taking the empirically best action as often as possible. A popular measure of a policy's success in addressing this dilemma is the regret, that is the loss due to the fact that the globally optimal policy is not followed all the times. One of the simplest examples of the exploration exploitation dilemma is the multi-armed bandit problem. Lai and Robbins were the first ones to show that the regret for this problem has to grow at least logarithmically in the number of plays. Since then, policies which asymptotically achieve this regret have been devised by Lai and Robbins and many others. In this work we show that the optimal logarithmic regret is also achievable uniformly over time, with simple and efficient policies, and for all reward distributions with bounded support.
  @cite_6: 
  @cite_16: We present Epoch-Greedy, an algorithm for multi-armed bandits with observable side information. Epoch-Greedy has the following properties: No knowledge of a time horizon @math is necessary. The regret incurred by Epoch-Greedy is controlled by a sample complexity bound for a hypothesis class. The regret scales as @math or better (sometimes, much better). Here @math is the complexity term in a sample complexity bound for standard supervised learning.
summary: Contextual bandit @cite_16 is an extension of classic multi-armed bandit (MAB) problem @cite_8 . One type of algorithm is the UCB-type such as Lin-UCB @cite_6 , Kernel-UCB @cite_18 , in which they assume the reward is a function of the context and trade off between the exploitation and exploration based on upper confident bound of the estimation @cite_22 . The contextual bandit is also widely used in many application areas, such as news article recommendation @cite_6 , clinical trials @cite_14 .