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cs.LG2020
The Combinatorial Multi-Bandit Problem and its Application to Energy Management
Tobias Jacobs, Mischa Schmidt, Sébastien Nicolas +1
We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributi…
cs.LG2020
HAMLET -- A Learning Curve-Enabled Multi-Armed Bandit for Algorithm Selection
Mischa Schmidt, Julia Gastinger, Sébastien Nicolas +1
Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed r…