作者: Émilie Kaufmann
DOI:
关键词: Algorithm 、 Logarithm 、 High probability 、 Thompson sampling 、 Simple (abstract algebra) 、 Mathematical optimization 、 Mathematics 、 Regret 、 Constant (mathematics)
摘要: … The linear bandit problem … The linear bandit problem Goal: Design an algorithm (ie a sequential choice of the arms) minimizing the regret : …