261 citations · 1.4k across the 45 of their papers we have counts for
3 papers · 2 filters
lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits
Kevin Jamieson, Matthew Malloy, Robert Nowak +1
The paper proposes a novel upper confidence bound (UCB) procedure for identifying the arm with the largest mean in a multi-armed bandit game in the fixed confidence setting using a…
On Finding the Largest Mean Among Many
Kevin Jamieson, Matthew Malloy, Robert Nowak +1
Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in w…
Prior-free and prior-dependent regret bounds for Thompson Sampling
Sébastien Bubeck, Che-Yu Liu
We consider the stochastic multi-armed bandit problem with a prior distribution on the reward distributions. We are interested in studying prior-free and prior-dependent regret bou…