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A simple multi-armed bandit algorithm with optimal variation-bounded regret

A simple multi-armed bandit algorithm with optimal variation-bounded regret

This video was recorded at 24th Annual Conference on Learning Theory (COLT), Budapest 2011. We pose the question of whether it is possible to design a simple, linear-time algorithm for the basic multi-armed bandit problem in the adversarial setting which has a regret bound of O(√QlogT), where Q is the total quadratic variation of all the arms.
Keywords:
videolectures, ocwc, oec
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More about this material

Material Type:
Presentation
Date Added to MERLOT:
February 8, 2015
Date Modified in MERLOT:
February 8, 2015
Author:
Submitter:
The Open Education Consortium
Primary Audience:
College General Ed, College Lower Division, College Upper Division
Technical Format:
Video
Mobile Compatibility:
Not specified at this time
Language:
English
Cost Involved:
No
Source Code Available:
No
Accessibility Information Available:
Unknown
Creative Commons:
Creative Commons License
This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States

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