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...
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...
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 ...
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...