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Modeling Human Performance in Restless Bandits with Particle Filters

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dc.creator Yi, Michael S.K.
dc.creator Steyvers, Mark
dc.creator Lee, Michael
dc.date 2009-12-16T16:25:17Z
dc.date.accessioned 2015-07-24T14:18:16Z
dc.date.available 2015-07-24T14:18:16Z
dc.identifier http://docs.lib.purdue.edu/jps/vol2/iss2/5
dc.identifier http://docs.lib.purdue.edu/cgi/viewcontent.cgi?article=1060&context=jps
dc.identifier.uri http://docs.lib.purdue.edu/cgi/viewcontent.cgi?article=1060&context=jps
dc.identifier.uri http://evidence.thinkportal.org/handle/123456789/25624
dc.description Bandit problems provide an interesting and widely-used setting for the study of sequential decision-making. In their most basic form, bandit problems require people to choose repeatedly between a small number of alternatives, each of which has an unknown rate of providing reward. We investigate restless bandit problems, where the distributions of reward rates for the alternatives change over time. This dynamic environment encourages the decision-maker to cycle between states of exploration and exploitation. In one environment we consider, the changes occur at discrete, but hidden, time points. In a second environment, changes occur gradually across time. Decision data were collected from people in each environment. Individuals varied substantially in overall performance and the degree to which they switched between alternatives. We modeled human performance in the restless bandit tasks with two particle filter models: one that can approximate the optimal solution to a discrete restless bandit problem, and another simpler particle filter that is more psychologically plausible. It was found that the simple particle filter was able to account for most of the individual differences.
dc.format application/pdf
dc.publisher Purdue University
dc.source The Journal of Problem Solving
dc.subject restless bandits
dc.subject reinforcement learning
dc.subject sequential decision-making
dc.subject change detection
dc.subject non-stationary environments
dc.title Modeling Human Performance in Restless Bandits with Particle Filters
dc.type Article


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