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regret analysis

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regret bound (36) online learning (30) multi-armed bandit (30) contextual bandit (10) reinforcement learning (8) thompson sampling (8) ucb algorithm (6) markov decision process (5) exploration-exploitation tradeoff (5) upper confidence bound (5)

Papers

Minimax Regret of Finite Partial-Monitoring Games in Stochastic Environments COLT 2011 Online Markov Decision Processes under Bandit Feedback NeurIPS 2010 Parametric Bandits: The Generalized Linear Case NeurIPS 2010 Algorithms for Infinitely Many-Armed Bandits NeurIPS 2008