Towards a Pretrained Model for Restless Bandits via Multi-arm Generalization

Restless multi-arm bandits (RMABs), a class of resource allocation problems with broad application in areas such as healthcare, online advertising, and anti-poaching, have recently been studied from a multi-agent reinforcement learning perspective. Prior RMAB research suffers from several limitations, e.g., it fails to adequately address continuous states, and requires retraining from scratch when arms opt-in and opt-out over time, a common challenge in many real world applications. We address these limitations by developing a neural network-based pre-trained model (PreFeRMAB) that …

advertising agent application arm class continuous cs.ai cs.lg healthcare limitations multi-agent online advertising perspective prior reinforcement reinforcement learning research retraining via