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Anytime optimal algorithms in stochastic multi-armed bandits
16 references·0 citing·26 second hopsampled
Anytime optimal algorithms in stochastic multi-armed bandits (2016)Anytime optimal algorithms in stochastic …Batched bandit problems (2016)Batched bandit problemsOptimally Confident UCB: Improved Regret for Finite-Armed Bandits (2015)Optimally Confident UCB: Impr…KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)KULLBACK-LEIBLER UPPER CONFID…Bounded regret in stochastic multi-armed bandits (2013)Bounded regret in stochastic …Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis (2012)Thompson Sampling: An Asympto…Further Optimal Regret Bounds for Thompson Sampling (2012)Further Optimal Regret Bounds…The multi-armed bandit problem with covariates (2011)The multi-armed bandit proble…UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem (2010)UCB revisited: Improved regre…Regret Bounds and Minimax Policies under Partial Monitoring (2010)Regret Bounds and Minimax Pol…Best Arm Identification in Multi-Armed Bandits (2010)Best Arm Identification in Mu…An Asymptotically Optimal Bandit Algorithm for Bounded Support Models. (2010)An Asymptotically Optimal Ban…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…The Sample Complexity of Exploration in the Multi-Armed Bandit Problem (2004)The Sample Complexity of Expl…Gambling in a rigged casino: The adversarial multi-armed bandit problem (2002)Gambling in a rigged casino: …Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2012)Theory of games and economic behavior (2019)The Nonstochastic Multiarmed Bandit Problem (2002)Exploration–exploitation tradeoff using variance estimates in multi-armed bandits (2009)Almost Optimal Exploration in Multi-Armed Bandits (2013)A Method of Sampling Inspection (1929)Experimental Determination of the Maximum of a Function (1941)A Stochastic Approximation Method (1951)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)An Empirical Evaluation of Thompson Sampling (2011)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)On the Complexity of Best Arm Identification in Multi-Armed Bandit Models (2014)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Multi-Armed Bandit Allocation Indices (1989)Multi-Armed Bandit Allocation Indices. (1990)Sample mean based index policies by O(log n) regret for the multi-armed bandit problem (1995)Bandit Processes and Dynamic Allocation Indices (1979)From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)Explore First, Exploit Next: The True Shape of Regret in Bandit Problems (2016)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Bandit Algorithms (2020)Introduction to Multi-Armed Bandits (2019)A Simple Adaptive Procedure Leading to Correlated Equilibrium (2000)Using confidence bounds for exploitation-exploration trade-offs (2003)
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References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem6,033 cited
  • 2006Prediction, Learning, and Games3,223 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 2002Gambling in a rigged casino: The adversarial multi-armed bandit problem750 cited
  • 2010Best Arm Identification in Multi-Armed Bandits448 cited
  • 2012Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis437 cited
  • 2012Further Optimal Regret Bounds for Thompson Sampling326 cited
  • 2004The Sample Complexity of Exploration in the Multi-Armed Bandit Problem318 cited
  • 2010UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem285 cited
  • 2013KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION274 cited
  • 2010Regret Bounds and Minimax Policies under Partial Monitoring213 cited
  • 2011The multi-armed bandit problem with covariates153 cited
  • 2010An Asymptotically Optimal Bandit Algorithm for Bounded Support Models.139 cited
  • 2016Batched bandit problems137 cited
  • 2013Bounded regret in stochastic multi-armed bandits52 cited
  • 2015

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Optimally Confident UCB: Improved Regret for Finite-Armed Bandits
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