Two-armed bandit problem for parallel data processing systems

Two-armed bandit problem for parallel data processing systems We consider application of the two-armed bandit problem to processing a large number N of data where two alternative processing methods can be used. We propose a strategy which at the first stages, whose number is at most r − 1, compares the methods, and at the final stage applies only the best one obtained from the comparison. We find asymptotically optimal parameters of the strategy and observe that the minimax risk is of the order of N α , where α = 2 r−1/(2 r − 1). Under parallel processing, the total operation time is determined by the number r of stages but not by the number N of data. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

Two-armed bandit problem for parallel data processing systems

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Publisher
Springer Journals
Copyright
Copyright © 2012 by Pleiades Publishing, Ltd.
Subject
Engineering; Information Storage and Retrieval; Electrical Engineering; Communications Engineering, Networks; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946012010085
Publisher site
See Article on Publisher Site

Abstract

We consider application of the two-armed bandit problem to processing a large number N of data where two alternative processing methods can be used. We propose a strategy which at the first stages, whose number is at most r − 1, compares the methods, and at the final stage applies only the best one obtained from the comparison. We find asymptotically optimal parameters of the strategy and observe that the minimax risk is of the order of N α , where α = 2 r−1/(2 r − 1). Under parallel processing, the total operation time is determined by the number r of stages but not by the number N of data.

Journal

Problems of Information TransmissionSpringer Journals

Published: Apr 17, 2012

References

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