Multi-armed Bandit Algorithms on System-on-Chip: Go Frequentist or Bayesian?

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge devices, and hence, a mapping on system-on-chip (SoC) is desired. Theoretically, the Bayesian approach-based Thompson Sampling (TS) algorithm offers better performance than the frequentist approach-based Upper Confidence Bound (UCB) algorithm. However, TS is not synthesizable due to Beta function. We address this problem by approximating it via a pseudo-random number generator-based approach and efficiently realize the TS algorithm on Zynq SoC. In practice, the type of arms distribution (e.g., Bernoulli, Gaussian, etc.) is unknown and hence, a single algorithm may not be optimal. We propose a reconfigurable and intelligent MAB (RI-MAB) framework. Here, intelligence enables the identification of appropriate MAB algorithms for a given environment, and reconfigurability allows on-the-fly switching between algorithms on the SoC. This eliminates the need for parallel implementation of algorithms resulting in huge savings in resources and power consumption. We analyze the functional correctness, area, power, and execution time of the proposed and existing architectures for various arm distributions, word-length, and hardware-software co-design approaches. We demonstrate the superiority of the RI-MAB over TS and UCB only architectures.

Intelligent and Reconfigurable Architecture for KL Divergence Based Online Machine Learning Algorithm

Online machine learning (OML) algorithms do not need any training phase and can be deployed directly in an unknown environment. OML includes multi-armed bandit (MAB) algorithms that can identify the best arm among several arms by achieving a balance between exploration of all arms and exploitation of optimal arm. The Kullback-Leibler divergence based upper confidence bound (KLUCB) is the state-of-the-art MAB algorithm that optimizes exploration-exploitation trade-off but it is complex due to underlining optimization routine. This limits its usefulness for robotics and radio applications which demand integration of KLUCB with the PHY on the system on chip (SoC). In this paper, we efficiently map the KLUCB algorithm on SoC by realizing optimization routine via alternative synthesizable computation without compromising on the performance. The proposed architecture is dynamically reconfigurable such that the number of arms, as well as type of algorithm, can be changed on-the-fly. Specifically, after initial learning, on-the-fly switch to light-weight UCB offers around 10-factor improvement in latency and throughput. Since learning duration depends on the unknown arm statistics, we offer intelligence embedded in architecture to decide the switching instant. We validate the functional correctness and usefulness of the proposed architecture via a realistic wireless application and detailed complexity analysis demonstrates its feasibility in realizing intelligent radios.