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COLT
2003
Springer
13 years 10 months ago
Lower Bounds on the Sample Complexity of Exploration in the Multi-armed Bandit Problem
We consider the Multi-armed bandit problem under the PAC (“probably approximately correct”) model. It was shown by Even-Dar et al. [5] that given n arms, it suffices to play th...
Shie Mannor, John N. Tsitsiklis
COLT
2003
Springer
13 years 10 months ago
Learning with Rigorous Support Vector Machines
We examine the so-called rigorous support vector machine (RSVM) approach proposed by Vapnik (1998). The formulation of RSVM is derived by explicitly implementing the structural ris...
Jinbo Bi, Vladimir Vapnik
COLT
2003
Springer
13 years 10 months ago
Internal Regret in On-Line Portfolio Selection
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
Gilles Stoltz, Gábor Lugosi
COLT
2003
Springer
13 years 10 months ago
On-Line Learning with Imperfect Monitoring
We study on-line play of repeated matrix games in which the observations of past actions of the other player and the obtained reward are partial and stochastic. We define the Part...
Shie Mannor, Nahum Shimkin
COLT
2003
Springer
13 years 10 months ago
Preference Elicitation and Query Learning
Abstract. In this paper we initiate an exploration of relationships between “preference elicitation”, a learning-style problem that arises in combinatorial auctions, and the pr...
Avrim Blum, Jeffrey C. Jackson, Tuomas Sandholm, M...