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

Foundations and Trends(r) in Machine Learning

Regret Analysis of Stochastic and Nonstochastic Multi-Armed Bandit Problems

Sebastien Bubeck, Cesa-Bianchi Nicolo

138 pages paperback

1 edition

nonfiction computer science mathematics science informative medium-paced
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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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