2011
COLT
COLT 2011
A simple multi-armed bandit algorithm with optimal variation-bounded regret
Abstract
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.
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Conference Pioneer
- COLT 2011
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Interdisciplinary Bridge
- Artificial Intelligence and Mathematics & Optimization
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Hot Topic Early Bird
- online algorithm