451 citations · 1.1k across the 14 of their papers we have counts for
14 papers
Regret lower bounds and extended Upper Confidence Bounds policies in stochastic multi-armed bandit problem
Antoine Salomon, Jean-Yves Audibert, Issam El Alaoui
This paper is devoted to regret lower bounds in the classical model of stochastic multi-armed bandit. A well-known result of Lai and Robbins, which has then been extended by Burnet…
Robustness of Anytime Bandit Policies
Antoine Salomon, Jean-Yves Audibert
This paper studies the deviations of the regret in a stochastic multi-armed bandit problem. When the total number of plays n is known beforehand by the agent, Audibert et al. (2009…
Minimax Policies for Combinatorial Prediction Games
Jean-Yves Audibert, Sebastien Bubeck, Gabor Lugosi
We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regre…
PAC-Bayesian aggregation and multi-armed bandits
Jean-Yves Audibert
This habilitation thesis presents several contributions to (1) the PAC-Bayesian analysis of statistical learning, (2) the three aggregation problems: given d functions, how to pred…
Robust linear least squares regression
Jean-Yves Audibert, Olivier Catoni
We consider the problem of robustly predicting as well as the best linear combination of given functions in least squares regression, and variants of this problem including con…
Linear regression through PAC-Bayesian truncation
Jean-Yves Audibert, Olivier Catoni
We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under L^\infty constraints on the linear combination.…