Papers › Quantum exploration algorithms for multi-armed bandits
Quantum exploration algorithms for multi-armed bandits
Daochen Wang, Xuchen You, Tongyang Li, Andrew M. Childs
Identifying the best arm of a multi-armed bandit is a central problem in bandit optimization. We study a quantum computational version of this problem with coherent oracle access to states encoding the reward probabilities of each arm as quantum amplitudes. Specifically, we show that we can find the best arm with fixed confidence using Õ(√(∑ᵢ₌₂ⁿΔ⁻²ᵢ)) quantum queries, where Δᵢ represents the difference between the mean reward of the best arm and the iᵗʰ-best arm. This algorithm, based on variable-time amplitude amplification and estimation, gives a quadratic speedup compared to the best possible classical result. We also prove a matching quantum lower bound (up to poly-logarithmic factors).
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