Title
Minimax Optimal Algorithms for Adversarial Bandit Problem With Multiple Plays.
Abstract
We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching m-arm strategy with minimax optimal regret bounds. To construct our algorithm, we introduce a new expert advice algorithm for the multiple-play setting. By using our expert advice algorithm, we add...
Year
DOI
Venue
2019
10.1109/TSP.2019.2928952
IEEE Transactions on Signal Processing
Keywords
Field
DocType
Signal processing algorithms,Switches,Games,Time complexity,Performance gain,Computational modeling
Mathematical optimization,Minimax,Regret,Algorithm,Time complexity,Statistical assumption,Mathematics,Signal processing algorithms,Adversarial system
Journal
Volume
Issue
ISSN
67
16
1053-587X
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Nuri Mert Vural100.34
Hakan Gokcesu201.69
Kaan Gokcesu385.26
Suleyman Serdar Kozat412131.32