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...
AMAI
2011
Springer
12 years 4 months ago
2011
Springer
A multi-armed bandit episode consists of n trials, each allowing selection of one of K arms, resulting in payoff from a distribution over [0, 1] associated with that arm. We assum...
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...