12 search results - page 1 / 3 » Finite-time Analysis of the Multiarmed Bandit Problem |
JMLR
2012
11 years 7 months ago
2012
We develop a new tool for data-dependent analysis of the exploration-exploitation trade-off in learning under limited feedback. Our tool is based on two main ingredients. The fi...
ML
2002
ACM
13 years 4 months ago
2002
ACM
Reinforcement learning policies face the exploration versus exploitation dilemma, i.e. the search for a balance between exploring the environment to find profitable actions while t...
CORR
2011
Springer
12 years 11 months ago
2011
Springer
The analysis of online least squares estimation is at the heart of many stochastic sequential decision-making problems. We employ tools from the self-normalized processes to provi...
COLT
2010
Springer
13 years 2 months ago
2010
Springer
We consider the problem of finding the best arm in a stochastic multi-armed bandit game. The regret of a forecaster is here defined by the gap between the mean reward of the optim...
COLT
2010
Springer
13 years 2 months ago
2010
Springer
Multiarmed bandit problem is a typical example of a dilemma between exploration and exploitation in reinforcement learning. This problem is expressed as a model of a gambler playi...