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    JMLR
    2012
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    PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits
    12 years 2 months ago
    PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits
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    We develop a new tool for data-dependent analysis of the exploration-exploitation trade-off in learning under limited feedback. Our tool is based on two main ingredients. The fi...
    Yevgeny Seldin, Nicolò Cesa-Bianchi, Peter ...
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