261 citations · 1.4k across the 45 of their papers we have counts for
3 papers · 1 filter
Optimal discovery with probabilistic expert advice
Sébastien Bubeck, Damien Ernst, Aurélien Garivier
We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it…
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…
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…