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COLT
2007
Springer
13 years 11 months ago
Improved Rates for the Stochastic Continuum-Armed Bandit Problem
Abstract. Considering one-dimensional continuum-armed bandit problems, we propose an improvement of an algorithm of Kleinberg and a new set of conditions which give rise to improve...
Peter Auer, Ronald Ortner, Csaba Szepesvári
NIPS
2004
13 years 6 months ago
Nearly Tight Bounds for the Continuum-Armed Bandit Problem
In the multi-armed bandit problem, an online algorithm must choose from a set of strategies in a sequence of n trials so as to minimize the total cost of the chosen strategies. Wh...
Robert D. Kleinberg
CORR
2011
Springer
202views Education» more  CORR 2011»
13 years 8 days ago
Online Least Squares Estimation with Self-Normalized Processes: An Application to Bandit Problems
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...
Yasin Abbasi-Yadkori, Dávid Pál, Csa...
JMLR
2012
11 years 7 months ago
PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits
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...
Yevgeny Seldin, Nicolò Cesa-Bianchi, Peter ...
SIAMCOMP
2002
124views more  SIAMCOMP 2002»
13 years 4 months ago
The Nonstochastic Multiarmed Bandit Problem
Abstract. In the multiarmed bandit problem, a gambler must decide which arm of K nonidentical slot machines to play in a sequence of trials so as to maximize his reward. This class...
Peter Auer, Nicolò Cesa-Bianchi, Yoav Freun...