Bandit Algorithm Driven by a Classical Random Walk and a Quantum Walk
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Quantum walks (QWs) have the property that classical random walks (RWs) do not possess – coexistence of linear spreading and localization – and this property is utilized to implement various kinds of applications. This paper proposes a quantum-walk-based algorithm for multi-armed-bandit (MAB) problems by associating the two operations that make MAB problems difficult – exploration and exploitation – with these two behaviors of QWs. We show that this new policy based on the QWs realizes high performance compared with the corresponding RW-based one.
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