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12 results for EXP4

New algorithm tackles adversarial contextual bandits using stochastic smoothing.

problem Adversarial contextual bandit problems.
method Stochastic smoothing perspective and random perturbation based algorithms.
result Zero-order bound of O(T)O(\sqrt{T}) and first-order bound of O(LT2/3)O(L^{*2/3}_{T}) for the proposed algorithm.

Meta-algorithm optimizes nonstochastic bandits with infinitely many experts.

problem Maximizing reward by choosing actions sequentially from a set of experts.
method Proposed a variant of Exp4.P for infinitely many experts and a meta-algorithm.
result Proved high-probability upper bound of ildeO(iK+KT) ilde{\mathcal{O}} \big( i^*K + \sqrt{KT} \big) on regret.

A new algorithm reduces inference error in adaptive contextual bandits.

problem Challenges in statistical inference for adaptive contextual bandits.
method Proposes a regularized EXP4 algorithm that satisfies the Lai-Wei stability condition.
result Valid Wald-type confidence intervals for linear functionals can be achieved without the price of adaptivity.

We provide the first algorithm for online bandit linear optimization whose regret after T rounds is of order sqrt{Td ln N} on any finite class X of N actions in d dimensions, and of order d*sqrt{T} (up to log factors) when X is infinite. These bounds are not improvable in general. The basic idea utilizes tools from con…

2011-10-19abs ↗pdf ↗

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit algorithms for non-stationary environments by equipping existing methods for i.i.d. …

2017-08-05abs ↗pdf ↗

Near-optimal per-action regret bounds for sleeping bandits are derived.

problem Optimizing performance in sleeping bandits where arms and losses are chosen by an adversary.
method Directly minimizing per-action regret using generalized versions of EXP3, EXP3-IX, and FTRL with Tsallis entropy.
result Near-optimal bounds of order O(TAlnK)O(\sqrt{TA\ln{K}}) and O(TAK)O(\sqrt{T\sqrt{AK}}) are obtained.