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Regret Analysis of Stochastic and Nonstochastic Multi-Armed Bandit Problems by Cesa-Bianchi Nicolo, Sebastien Bubeck

Regret Analysis of Stochastic and Nonstochastic Multi-Armed Bandit Problems

Foundations and Trends(r) in Machine Learning

Cesa-Bianchi Nicolo, Sebastien Bubeck

138 pages missing pub info (editions)

nonfiction computer science mathematics science informative medium-paced
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Description

A multi-armed bandit problem - or, simply, a bandit problem - is a sequential allocation problem defined by a set of actions. At each time step, a unit resource is allocated to an action and some observable payoff is obtained. The goal is to maxim...

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