An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Standard

An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits. / Auer, Peter; Chiang, Chao-Kai.
Proceedings of the 29th Conference on Learning Theory, COLT 2016. 2016. p. 116-120 (JMLR Workshop and Conference Proceedings; Vol. 49).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Harvard

Auer, P & Chiang, C-K 2016, An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits. in Proceedings of the 29th Conference on Learning Theory, COLT 2016. JMLR Workshop and Conference Proceedings, vol. 49, pp. 116-120. <http://proceedings.mlr.press/v49/auer16.pdf>

APA

Auer, P., & Chiang, C.-K. (2016). An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits. In Proceedings of the 29th Conference on Learning Theory, COLT 2016 (pp. 116-120). (JMLR Workshop and Conference Proceedings; Vol. 49). http://proceedings.mlr.press/v49/auer16.pdf

Vancouver

Auer P, Chiang CK. An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits. In Proceedings of the 29th Conference on Learning Theory, COLT 2016. 2016. p. 116-120. (JMLR Workshop and Conference Proceedings).

Author

Auer, Peter ; Chiang, Chao-Kai. / An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits. Proceedings of the 29th Conference on Learning Theory, COLT 2016. 2016. pp. 116-120 (JMLR Workshop and Conference Proceedings).

Bibtex - Download

@inproceedings{6e79efa69ead4bdd9e3e670efd263458,
title = "An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits",
author = "Peter Auer and Chao-Kai Chiang",
year = "2016",
month = jun,
day = "23",
language = "English",
series = "JMLR Workshop and Conference Proceedings",
publisher = "JMLR.org",
pages = "116--120",
booktitle = "Proceedings of the 29th Conference on Learning Theory, COLT 2016",

}

RIS (suitable for import to EndNote) - Download

TY - GEN

T1 - An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits

AU - Auer, Peter

AU - Chiang, Chao-Kai

PY - 2016/6/23

Y1 - 2016/6/23

M3 - Conference contribution

T3 - JMLR Workshop and Conference Proceedings

SP - 116

EP - 120

BT - Proceedings of the 29th Conference on Learning Theory, COLT 2016

ER -