2024
Non-Stationary Bandits with Periodic Behavior: Harnessing Ramanujan Periodicity Transforms to Conquer Time-Varying Challenges
ICASSP 2024accepted
In traditional multi-armed bandits (MAB), a standard assumption is that the mean rewards are constant across each arm, a simplification that can be restrictive in nature. In many real-world settings, the rewards exhibit a periodic pattern on which traditional MAB algorithms would fail. This paper ad…