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Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems
Deterministic Sequencing Exploration Exploitation Multi-Armed Bandit Problems
2011/7/7
In the Multi-Armed Bandit (MAB) problem, there are a given set of arms with unknown reward distributions. At each time, a player selects one arm to play, aiming to maximize the total expected reward o...
PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off
coherent framework PAC-Bayesian Analysis Exploration-Exploitation Trade-off
2011/6/21
We develop a coherent framework for integrative
simultaneous analysis of the explorationexploitation
and model order selection tradeoffs.
We improve over our preceding results
on the same subject ...