Material for ” Combinatorial multi - armed bandit
نویسندگان
چکیده
We use the following two well known bounds in our proofs. Lemma 1 (Chernoff-Hoeffding bound). Let X1, · · · , Xn be random variables with common support [0, 1] and E[Xi] = μ. Let Sn = X1 + · · ·+Xn. Then for all t ≥ 0, Pr[Sn ≥ nμ+ t] ≤ e−2t /n and Pr[Sn ≤ nμ− t] ≤ e−2t /n Lemma 2 (Bernstein inequality). Let X1, . . . , Xn be independent zero-mean random variables. If for all 1 ≤ i ≤ n, |Xi| ≤ k, then for all t > 0,
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Material for ” Combinatorial multi - armed bandit : general framework , results and applications
We use the following two well known bounds in our proofs. Lemma 1 (Chernoff-Hoeffding bound). Let X1, · · · , Xn be random variables with common support [0, 1] and E[Xi] = μ. Let Sn = X1 + · · ·+Xn. Then for all t ≥ 0, Pr[Sn ≥ nμ+ t] ≤ e−2t /n and Pr[Sn ≤ nμ− t] ≤ e−2t /n Lemma 2 (Bernstein inequality). Let X1, . . . , Xn be independent zero-mean random variables. If for all 1 ≤ i ≤ n, |Xi| ≤ k...
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