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» Efficient bandit algorithms for online multiclass prediction
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ICML
2008
IEEE
14 years 6 months ago
Efficient bandit algorithms for online multiclass prediction
Sham M. Kakade, Shai Shalev-Shwartz, Ambuj Tewari
COLT
2008
Springer
13 years 7 months ago
Competing in the Dark: An Efficient Algorithm for Bandit Linear Optimization
We introduce an efficient algorithm for the problem of online linear optimization in the bandit setting which achieves the optimal O ( T) regret. The setting is a natural general...
Jacob Abernethy, Elad Hazan, Alexander Rakhlin
ALT
2006
Springer
13 years 9 months ago
Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
In this paper the sequential prediction problem with expert advice is considered when the loss is unbounded under partial monitoring scenarios. We deal with a wide class of the par...
Chamy Allenberg, Peter Auer, László ...
CORR
2008
Springer
136views Education» more  CORR 2008»
13 years 5 months ago
Multi-Armed Bandits in Metric Spaces
In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of n trials so as to maximize the total payoff of the chosen strategies. While ...
Robert Kleinberg, Aleksandrs Slivkins, Eli Upfal
STOC
2007
ACM
146views Algorithms» more  STOC 2007»
14 years 5 months ago
Playing games with approximation algorithms
In an online linear optimization problem, on each period t, an online algorithm chooses st S from a fixed (possibly infinite) set S of feasible decisions. Nature (who may be adve...
Sham M. Kakade, Adam Tauman Kalai, Katrina Ligett