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COLT
2008
Springer
13 years 7 months ago
Adapting to a Changing Environment: the Brownian Restless Bandits
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
Aleksandrs Slivkins, Eli Upfal
ALT
2005
Springer
14 years 2 months ago
Defensive Universal Learning with Experts
This paper shows how universal learning can be achieved with expert advice. To this aim, we specify an experts algorithm with the following characteristics: (a) it uses only feedba...
Jan Poland, Marcus Hutter