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2011 COLT COLT 2011

A simple multi-armed bandit algorithm with optimal variation-bounded regret

We pose the question of whether it is possible to design a simple, linear-time algorithm for the basic multi-armed bandit problem in the adversarial setting which has a regret bound of $O(\sqrt{Q \log T})$, where $Q$ is the total quadratic variation of all the arms.

🚀 Conference Pioneer - COLT 2011
🌉 Interdisciplinary Bridge - Artificial Intelligence and Mathematics & Optimization
🐣 Hot Topic Early Bird - online algorithm

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