Bandit Algorithm Driven by a Classical Random Walk and a Quantum Walk

Abstract: Quantum walks (QWs) have a property that classical random walks (RWs) do not possess -- the coexistence of linear spreading and localization -- and this property is utilized to implement various kinds of applications. This paper proposes RW- and QW-based algorithms for multi-armed-bandit (MAB) problems. We show that, under some settings, the QW-based model realizes higher performance than the corresponding RW-based one by associating the two operations that make MAB problems difficult -- exploration and exploitation -- with these two behaviors of QWs.