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  5. Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems

Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems

af Sebastien Bubeck

indgår i Foundations and Trends (R) in Machine Learning serien

Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems af Sebastien Bubeck
Bag om Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems

Mathematically, a multi-armed bandit is defined by the payoff process associated with each option. In this book, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781601986269
  • Indbinding:
  • Paperback
  • Sideantal:
  • 138
  • Udgivet:
  • 12. december 2012
  • Størrelse:
  • 234x159x8 mm.
  • Vægt:
  • 208 g.
  • 8-11 hverdage.
  • 6. december 2024

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Mathematically, a multi-armed bandit is defined by the payoff process associated with each option. In this book, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs.

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