Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...
We consider the problem of planning in a stochastic and discounted environment with a limited numerical budget. More precisely, we investigate strategies exploring the set of poss...
We consider the problem of finding the best arm in a stochastic multi-armed bandit game. The regret of a forecaster is here defined by the gap between the mean reward of the optim...
Abstract. Algorithm selection is typically based on models of algorithm performance learned during a separate offline training sequence, which can be prohibitively expensive. In r...
We give an algorithm for the bandit version of a very general online optimization problem considered by Kalai and Vempala [1], for the case of an adaptive adversary. In this proble...