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» The Price of Bandit Information for Online Optimization
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NIPS
2007
14 years 17 days ago
The Price of Bandit Information for Online Optimization
In the online linear optimization problem, a learner must choose, in each round, a decision from a set D ⊂ Rn in order to minimize an (unknown and changing) linear cost function...
Varsha Dani, Thomas P. Hayes, Sham Kakade
COLT
2010
Springer
13 years 9 months ago
Optimal Algorithms for Online Convex Optimization with Multi-Point Bandit Feedback
Bandit convex optimization is a special case of online convex optimization with partial information. In this setting, a player attempts to minimize a sequence of adversarially gen...
Alekh Agarwal, Ofer Dekel, Lin Xiao
ICML
2009
IEEE
14 years 12 months ago
Interactively optimizing information retrieval systems as a dueling bandits problem
We present an on-line learning framework tailored towards real-time learning from observed user behavior in search engines and other information retrieval systems. In particular, ...
Yisong Yue, Thorsten Joachims
LION
2010
Springer
190views Optimization» more  LION 2010»
14 years 3 months ago
Algorithm Selection as a Bandit Problem with Unbounded Losses
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...
Matteo Gagliolo, Jürgen Schmidhuber
COLT
2008
Springer
14 years 29 days ago
Adapting to a Changing Environment: the Brownian Restless Bandits
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
Aleksandrs Slivkins, Eli Upfal