On balancing exploration vs. exploitation in a cognitive engine for multi-antenna systems

  • Authors:
  • Haris I. Volos;R. Michael Buehrer

  • Affiliations:
  • Virginia Polytechnic Institute and State University;Virginia Polytechnic Institute and State University

  • Venue:
  • GLOBECOM'09 Proceedings of the 28th IEEE conference on Global telecommunications
  • Year:
  • 2009

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Abstract

In this paper, we define the problem of balancing exploration vs. exploitation in a cognitive engine controlled multi-antenna communication system in terms of the classical multiarmed bandit framework. We then employ the ε-greedy strategy and Gittins' indices methods for addressing the problem in a system with no prior information. Results show that the Gittins' indices assuming a normal reward process had the best overall performance compared to the Gittins' indices with a Bernoulli reward process and the ε-greedy strategy. The latter was found to be more consistent albeit inefficient for most of the cases except in the case of both a low number of trials and a low SNR in which it was found to have better performance than the other methods. Nevertheless, the Gittins' indices method should be generally preferred as it is more consistent than the ε-greedy strategy across different scenarios.