{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/budgeted-multi-armed-bandits-with-asymmetric","title":"Budgeted Multi-Armed Bandits with Asymmetric Confidence Intervals","arxiv_id":"2306.07071","date":"2023-06-12","proceeding":null,"authors":["Marco Heyden","Vadim Arzamasov","Edouard Fouché","Klemens Böhm"],"abstract":"We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to choose the arm with the highest reward-cost ratio as often as possible. Current state-of-the-art policies for this problem have several issues, which we illustrate. To overcome them, we propose a new upper confidence bound (UCB) sampling policy, $\\omega$-UCB, that uses asymmetric confidence intervals. These intervals scale with the distance between the sample mean and the bounds of a random variable, yielding a more accurate and tight estimation of the reward-cost ratio compared to our competitors. We show that our approach has logarithmic regret and consistently outperforms existing policies in synthetic and real settings.","url_abs":"https://arxiv.org/abs/2306.07071v2","url_pdf":"https://arxiv.org/pdf/2306.07071v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"budgeted-multi-armed-bandits-with-asymmetric","repo_url":"https://github.com/heymarco/omegaucb","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}