Lipschitz Bandits without the Lipschitz Constant

Author:

Bubeck Sébastien,Stoltz Gilles,Yu Jia Yuan

Publisher

Springer Berlin Heidelberg

Reference18 articles.

1. Audibert, J.-Y., Bubeck, S.: Regret bounds and minimax policies under partial monitoring. Journal of Machine Learning Research 11, 2635–2686 (2010)

2. Audibert, J.-Y., Bubeck, S., Lugosi, G.: Minimax policies for combinatorial prediction games. In: Proceedings of the 24th Annual Conference on Learning Theory. Omnipress (2011)

3. Auer, P., Cesa-Bianchi, N., Fischer, P.: Finite-time analysis of the multiarmed bandit problem. Machine Learning Journal 47(2-3), 235–256 (2002)

4. Auer, P., Cesa-Bianchi, N., Freund, Y., Schapire, R.: The non-stochastic multi-armed bandit problem. SIAM Journal on Computing 32(1), 48–77 (2002)

5. Agrawal, R.: The continuum-armed bandit problem. SIAM Journal on Control and Optimization 33, 1926–1951 (1995)

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