Multi-armed Bandit Problem and Application

Djallel Bouneffouf

Mar 2023 · Djallel Bouneffouf

About this ebook

In recent years, the multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance. This success is due to its stellar performance combined with attractive properties, such as learning from less feedback. The multiarmed bandit field is currently experiencing a renaissance, as novel problem settings and algorithms motivated by various practical applications are being introduced, building on top of the classical bandit problem. This book aims to provide a comprehensive review of top recent developments in multiple real-life applications of the multi-armed bandit. Specifically, we introduce a taxonomy of common MAB-based applications and summarize the state-of-the-art for each of those domains. Furthermore, we identify important current trends and provide new perspectives pertaining to the future of this burgeoning field.

About the author

Djallel Bouneffouf has worked for many years in the field of online machine learning, with a main research

interest in building autonomous systems that can learn to be competent in uncertain environments. Dr. Djallel

Bouneffouf conducted his research in both public and private sector. He spent 5 years at Nomalys, a Mobile

App Development Company (Paris, France), where he developed the first risk-aware recommender system,

one year at Orange labs (Lannion, France), where he proposed to model active learning as a contextual

bandit, 2 years at the BC Cancer Agency (Vancouver, Canada), where he came up with a very fast clustering algorithm helping the biologist analyzing all the collected and unstructured data and during his 6 years at IBM (USA and Ireland) he proposed the first reinforcement learning model that can mimic a different brain disorder and proposed a novel model of attention based on multi-armed bandit algorithm. According to Google Scholar, Dr. Djallel Bouneffouf is the 10th most cited scientist in his field, he has more than 100 publications published in top-tier conferences, has over 2000 citations, and has served as a PC in more than 20 conferences.