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0111 · Jul 201819922001200920172026
6 results for Tsallis-INF

Improved regret bounds for Tsallis-INF in adversarial bandits and corruptions.

problem Adversarial bandits and corruptions in multiarmed bandit problems.
method Improved regret bounds for Tsallis-INF algorithm.
result Achieves $\mathcal{O}\left(\left(\sum_{i eq i^*} \frac{1}{Δ_i} ight)\log_+\left(\frac{(K-1)T}{\left(\sum_{i eq i^*} \frac{1}{Δ_i} ight)^2} ight)+\sqrt{C\left(\sum_{i eq i^*}\frac{1}{Δ_i} ight)\log_+\left(\frac{(K-1)T}{C\sum_{i eq i^*}\frac{1}{Δ_i}} ight)} ight)$ regret bound.

Develops a Best-of-Both-Worlds algorithm for linear contextual bandits with Tsallis entropy.

problem Linear contextual bandits with i.i.d. contexts.
method Follow-The-Regularized-Leader (FTRL) with Tsallis entropy.
result Achieves $O\left(\log(T)^{\frac{1+β}{2+β}}T^{\frac{1}{2+β}} ight)$ regret under margin condition.

We derive an algorithm that achieves the optimal (within constants) pseudo-regret in both adversarial and stochastic multi-armed bandits without prior knowledge of the regime and time horizon. The algorithm is based on online mirror descent (OMD) with Tsallis entropy regularization with power α=1/2α=1/2 and reduced-varian…

2018-07-19abs ↗pdf ↗