| P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The non-stochastic multi-armed bandit problem. SIAM J. on Computing, 32(1):48--77, 2002. |
....up a (1 ffl) factor, we are able to achieve this additional guarantee, and it is in this respect that our algorithm outperforms the Ellipsoid algorithm. Note that our goals follow a classic line of research in game theory and machine learning, namely that of minimizing regret in repeated games [5, 10, 14, 9, 2]. Freund and Schapire [9] point out that the Weighted Majority (WM) algorithm of Littlestone and Warmuth [14] can be used for repeated play in any 2 player zero sum game, and will perform nearly as well as the best fixed strategy in hindsight. However, the WM algorithm involves placing weights on ....
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The non-stochastic multi-armed bandit problem. SIAM Journal on Computing, 32(1):48--77, 2002.
No context found.
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The non-stochastic multi-armed bandit problem. SIAM J. on Computing, 32(1):48--77, 2002.
No context found.
Auer, P., Cesa-Bianchi, N., Freund, Y., Schapire, R.E.: The nonstochastic multiarmed bandit problem. SIAM Journal on Computing 32 (2002) 48--77
No context found.
P. Auer, N. Cesa-Bianchi, Y. Freund, and R.E. Schapire. The nonstochastic multiarmed bandit problem. SIAM J. Computing, 32(1):48--77, 2002.
No context found.
Peter Auer, Nicol`o Cesa-Bianchi, Yoav Freund, and Robert E. Schapire. The nonstochastic multiarmed bandit problem. SIAM Journal on Computing, 32(1):48--77, 2002.
No context found.
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The nonstochastic multiarmed bandit problem. SIAM Journal on Computing, 32(1):48--77, 2002.
No context found.
Auer, P., Cesa-Bianchi, N., Freund, Y., Schapire, R.E.: The nonstochastic multiarmed bandit problem. SIAM Journal on Computing 32 (2002) 48-77
No context found.
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The non-stochastic multi-armed bandit problem. SIAM Journal on Computing, 32(1):48--77, 2002.
No context found.
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The non-stochastic multi-armed bandit problem. To appear in SIAM journal of Computation, 2002.
No context found.
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire. The non-stochastic multi-armed bandit problem. To appear in SIAM journal of Computation, 2002.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC