38 citations · 133 across the 25 of their papers we have counts for
3 papers · 1 filter
Chebyshev-Cantelli PAC-Bayes-Bennett Inequality for the Weighted Majority Vote
Yi-Shan Wu, Andrés R. Masegosa, Stephan S. Lorenzen +2
We present a new second-order oracle bound for the expected risk of a weighted majority vote. The bound is based on a novel parametric form of the Chebyshev- Cantelli inequality (a…
Improved Analysis of the Tsallis-INF Algorithm in Stochastically Constrained Adversarial Bandits and Stochastic Bandits with Adversarial Corruptions
Saeed Masoudian, Yevgeny Seldin
We derive improved regret bounds for the Tsallis-INF algorithm of Zimmert and Seldin (2021). We show that in adversarial regimes with a self-bounding constraint the algor…
An Algorithm for Stochastic and Adversarial Bandits with Switching Costs
Chloé Rouyer, Yevgeny Seldin, Nicolò Cesa-Bianchi
We propose an algorithm for stochastic and adversarial multiarmed bandits with switching costs, where the algorithm pays a price every time it switches the arm being played. Ou…