177 citations · 446 across the 23 of their papers we have counts for
7 papers · 1 filter
Adaptation to the Range in -Armed Bandits
Hédi Hadiji, Gilles Stoltz
We consider stochastic bandit problems with arms, each associated with a bounded distribution supported on the range . We do not assume that the range is known a…
Fano's inequality for random variables
Sebastien Gerchinovitz, Pierre Ménard, Gilles Stoltz
We extend Fano's inequality, which controls the average probability of events in terms of the average of some --divergences, to work with arbitrary events (not necessarily formi…
Explore First, Exploit Next: The True Shape of Regret in Bandit Problems
Aurélien Garivier, Pierre Ménard, Gilles Stoltz
We revisit lower bounds on the regret in the case of multi-armed bandit problems. We obtain non-asymptotic, distribution-dependent bounds and provide straightforward proofs based o…
A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences
Odalric-Ambrym Maillard, Rémi Munos, Gilles Stoltz
We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), w…
Lipschitz Bandits without the Lipschitz Constant
Sébastien Bubeck, Gilles Stoltz, Jia Yuan Yu
We consider the setting of stochastic bandit problems with a continuum of arms. We first point out that the strategies considered so far in the literature only provided theoretical…
Strategies for prediction under imperfect monitoring
Gabor Lugosi, Shie Mannor, Gilles Stoltz
We propose simple randomized strategies for sequential prediction under imperfect monitoring, that is, when the forecaster does not have access to the past outcomes but rather to a…
Improved Second-Order Bounds for Prediction with Expert Advice
Nicolo Cesa-Bianchi, Yishay Mansour, Gilles Stoltz
This work studies external regret in sequential prediction games with both positive and negative payoffs. External regret measures the difference between the payoff obtained by the…