261 citations · 1.4k across the 45 of their papers we have counts for
4 papers · 1 filter
Bandits with heavy tail
Sébastien Bubeck, Nicolò Cesa-Bianchi, Gábor Lugosi
The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption…
Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality
Sebastien Bubeck, Damien Ernst, Aurelien 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…
Multiple Identifications in Multi-Armed Bandits
Sébastien Bubeck, Tengyao Wang, Nitin Viswanathan
We study the problem of identifying the top arms in a multi-armed bandit game. Our proposed solution relies on a new algorithm based on successive rejects of the seemingly bad…
Towards minimax policies for online linear optimization with bandit feedback
Sébastien Bubeck, Nicolò Cesa-Bianchi, Sham M. Kakade
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of…