An Online Minimax Optimal Algorithm for Adversarial Multiarmed Bandit Problem
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DOI: 10.1109/tnnls.2018.2806006
Abstract: We investigate the adversarial multiarmed bandit problem and introduce an online algorithm that asymptotically achieves the performance of the best switching bandit arm selection strategy. Our algorithms are truly online such that we do not… read more here.
Keywords: bandit; adversarial multiarmed; bandit arm; minimax optimal ... See more keywords