Fast rates for the multi-armed bandit  thumbnail
Pause
Mute
Subtitles not available
Playback speed
0.25
0.5
0.75
1
1.25
1.5
1.75
2
Full screen

Fast rates for the multi-armed bandit

Published on Oct 06, 20142229 Views

Since the seminal work of Lai and Robbins (1985) we know bandit strategies with normalized regret of order (i) 1/sqrt(T) for any stochastic bandit, and (ii) log(T) / T for 'benign' distributions. In B

Related categories