Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

0111 · Sep 201919922001200920172026
4 results for best-of-three-worlds

FTRL algorithm with negative entropy regularizer achieves best-of-three-world results for linear bandits.

problem Designing an FTRL algorithm for linear bandits with optimal regret bounds.
method Follow-the-regularized-leader (FTRL) algorithm with negative entropy regularizer.
result Regret bounds achieve the same or nearly the same order as detect-switch type algorithm but with simpler design.

Adaptive linear bandit algorithm with best-of-three-worlds regret bounds.

problem Adaptive to adversarial and stochastic environments with varying sub-optimality gaps and corruption.
method Combines SCRiBLe algorithm with scaled-up sampling and optimistic online learning.
result Achieves best-of-three-worlds regret bounds of O(TlogT)O(\sqrt{T \log T}) for adversarial and O(logTΔmin+ClogTΔmin)O(\frac{\log T}{Δ_{\min}} + \sqrt{\frac{C \log T}{Δ_{\min}}}) for stochastic environments.