The multi-armed bandit problem: An efficient nonparametric solution
نویسندگان
چکیده
منابع مشابه
The Multi-armed Bandit Problem: an Efficient Non-parametric Solution
Lai and Robbins (1985) and Lai (1987) provided efficient parametric solutions to the multi-armed bandit problem, showing that arm allocation via upper confidence bounds (UCB) achieves minimum regret. These bounds are constructed from the Kullback-Leibler information of the reward distributions, estimated from within a specified parametric family. In recent years there has been renewed interest ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2020
ISSN: 0090-5364
DOI: 10.1214/19-aos1809