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20172019
most citedWhat Doubling Tricks Can and Can't Do for Multi-Armed Bandits

56 citations · 90 across the 6 of their papers we have counts for

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Showing 2019 · stat.MLShow all

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stat.ML2019★ 17 cited

Efficient Change-Point Detection for Tackling Piecewise-Stationary Bandits

Lilian Besson, Emilie Kaufmann, Odalric-Ambrym Maillard +1

We introduce GLR-klUCB, a novel algorithm for the piecewise iid non-stationary bandit problem with bounded rewards. This algorithm combines an efficient bandit algorithm, kl-UCB, w…