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Unimodal Bandits: Regret Lower Bounds and Optimal Algorithms
15 references·10 citing·32 second hop
Unimodal Bandits: Regret Lower Bounds and Optimal Algorithms (2014)Unimodal Bandits: Regret Lower Bounds and…KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)KULLBACK-LEIBLER UPPER CONFID…Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic…On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)On Upper-Confidence Bound Pol…Stochastic Linear Optimization Under Bandit Feedback (2008)Stochastic Linear Optimizatio…Online Optimization in X-Armed Bandits (2008)Online Optimization in X-Arme…On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems (2008)On Upper-Confidence Bound Pol…Multi-armed bandits in metric spaces (2008)Multi-armed bandits in metric…Adapting to a Changing Environment: the Brownian Restless Bandits. (2008)Adapting to a Changing Enviro…Strategic bidder behavior in sponsored search auctions (2006)Strategic bidder behavior in …Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Online convex optimization in…Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Nearly Tight Bounds for the C…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…The Continuum-Armed Bandit Problem (1995)The Continuum-Armed Bandit Pr…Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…Multi-Armed Bandits With Correlated Arms (2021)Multi-Armed Bandits With Corr…Sliding-Window Thompson Sampling for Non-Stationary Settings (2020)Sliding-Window Thompson Sampl…Non-Asymptotic Pure Exploration by Solving Games (2019)Non-Asymptotic Pure Explorati…Fast Learning for Dynamic Resource Allocation in AI-Enabled Radio Networks (2019)Fast Learning for Dynamic Res…Structural causal bandits: where to intervene? (2018)Structural causal bandits: wh…Exploration in Structured Reinforcement Learning (2018)Exploration in Structured Rei…Stochastic Online Shortest Path Routing: The Value of Feedback (2017)Stochastic Online Shortest Pa…Learning to Rank (2015)Learning to RankBandits with Budgets (2015)Bandits with BudgetsLipschitz Bandits: Regret Lower Bound and Optimal Algorithms (2014)Lipschitz Bandits: Regret Low…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Theory of games and economic behavior (2019)A Stochastic Approximation Method (1951)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Online convex programming and generalized infinitesimal gradient ascent (2003)Linearly Parameterized Bandits (2010)Introduction to Stochastic Programming (2011)Stochastic Estimation of the Maximum of a Regression Function (1952)Contextual Bandits with Similarity Information (2009)Interactively optimizing information retrieval systems as a dueling bandits problem (2009)UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem (2010)The Nonstochastic Multiarmed Bandit Problem (2002)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Parallelizing Exploration-Exploitation Tradeoffs with Gaussian Process Bandit Optimization (2012)Safe Exploration for Optimization with Gaussian Processes (2015)Bandit Processes and Dynamic Allocation Indices (1979)From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)Batched bandit problems (2016)Explore First, Exploit Next: The True Shape of Regret in Bandit Problems (2016)Using confidence bounds for exploitation-exploration trade-offs (2003)Contextual Bandits with Linear Payoff Functions (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis (2012)Stochastic Multi-Armed-Bandit Problem with Non-stationary Rewards (2014)Chasing Demand: Learning and Earning in a Changing Environment (2016)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)Introduction to Multi-Armed Bandits (2019)
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References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 2006Prediction, Learning, and Games3,176 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 2012Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems1,410 cited
  • 2004Online convex optimization in the bandit setting: gradient descent without a gradient599 cited
  • 2008Stochastic Linear Optimization Under Bandit Feedback581 cited
  • 2011On Upper-Confidence Bound Policies for Switching Bandit Problems455 cited
  • 2008Multi-armed bandits in metric spaces353 cited
  • 2004Nearly Tight Bounds for the Continuum-Armed Bandit Problem285 cited
  • 2013KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION274 cited
  • 2006Strategic bidder behavior in sponsored search auctions270 cited
  • 1995The Continuum-Armed Bandit Problem201 cited
  • 2008On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems172 cited
  • 2008Adapting to a Changing Environment: the Brownian Restless Bandits.141 cited
  • 2008Online Optimization in X-Armed Bandits131 cited

Cited by

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  • 2014Lipschitz Bandits: Regret Lower Bound and Optimal Algorithms94 cited
  • 2019Non-Asymptotic Pure Exploration by Solving Games76 cited
  • 2020Sliding-Window Thompson Sampling for Non-Stationary Settings61 cited
  • 2017Stochastic Online Shortest Path Routing: The Value of Feedback61 cited
  • 2021Multi-Armed Bandits With Correlated Arms44 cited
  • 2018Exploration in Structured Reinforcement Learning36 cited
  • 2015Bandits with Budgets33 cited
  • 2018Structural causal bandits: where to intervene?33 cited
  • 2019Fast Learning for Dynamic Resource Allocation in AI-Enabled Radio Networks31 cited
  • 2015Learning to Rank30 cited