Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data usually tend to be high-dimensional, which leads to new challenges for traditional linear bandits mostly designed for the setting of low-dimensional contextual data. Due to the curse of dimensionality, there are two challenges in most of the current bandit algorithms: the first is high time-complexity; and the second is extreme large upper regret bounds with high-dimensional data. In this paper, in order to attack the above two challenges effectively, we develop an algorithm of Contextual Bandits via RAndom Projection ( CBRAP ) in the setting of linear payoffs, which works especially for high-dimensional contextual data. The proposed CBRAP algorithm is time-efficient and flexible, because it enables players to choose an arm in a low-dimensional space, and relaxes the sparsity assumption of constant number of non-zero components in previous work. Besides, we provide a linear upper regret bound for the proposed algorithm, which is associated with reduced dimensions.
@cite_5 , the authors proposed new methods for constructing sparse random sign matrix for dimensionality reduction. In the ensuing section, we name our algorithm of CBRAP with Random Sign (RS) matrix (abbreviated as CBRAP.RS ).
@cite_5
2037757210
Erasure codes, such as Reed-Solomon (RS) codes, are increasingly being deployed as an alternative to data-replication for fault tolerance in distributed storage systems. While RS codes provide significant savings in storage space, they can impose a huge burden on the I O and network resources when reconstructing failed or otherwise unavailable data. A recent class of erasure codes, called minimum-storage-regeneration (MSR) codes, has emerged as a superior alternative to the popular RS codes, in that it minimizes network transfers during reconstruction while also being optimal with respect to storage and reliability. However, existing practical MSR codes do not address the increasingly important problem of I O overhead incurred during reconstructions, and are, in general, inferior to RS codes in this regard. In this paper, we design erasure codes that are simultaneously optimal in terms of I O, storage, and network bandwidth. Our design builds on top of a class of powerful practical codes, called the product-matrix-MSR codes. Evaluations show that our proposed design results in a significant reduction the number of I Os consumed during reconstructions (a 5 reduction for typical parameters), while retaining optimality with respect to storage, reliability, and network bandwidth.