177 citations · 446 across the 23 of their papers we have counts for
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math.PR2012★ 177 cited
Kullback-Leibler upper confidence bounds for optimal sequential allocation
Olivier Cappé, Aurélien Garivier, Odalric-Ambrym Maillard +2
We consider optimal sequential allocation in the context of the so-called stochastic multi-armed bandit model. We describe a generic index policy, in the sense of Gittins [J. R. St…
cs.LG2012★ 42 cited
Mirror Descent Meets Fixed Share (and feels no regret)
Nicolò Cesa-Bianchi, Pierre Gaillard, Gabor Lugosi +1
Mirror descent with an entropic regularizer is known to achieve shifting regret bounds that are logarithmic in the dimension. This is done using either a carefully designed project…