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20112026
most citedAn algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits

46 citations · 165 across the 13 of their papers we have counts for

collaborators

13 papers

stat.ML2026

Spectral bandits

Tomáš Kocák, Rémi Munos, Branislav Kveton +2

Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this work, we study a bandit problem where the payoffs of arms are smooth on a graph.…

cs.LG2019★ 7 cited

Autonomous exploration for navigating in non-stationary CMPs

Pratik Gajane, Ronald Ortner, Peter Auer +1

We consider a setting in which the objective is to learn to navigate in a controlled Markov process (CMP) where transition probabilities may abruptly change. For this setting, we p…

cs.LG2019★ 26 cited

Variational Regret Bounds for Reinforcement Learning

Pratik Gajane, Ronald Ortner, Peter Auer

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or ab…

cs.LG2018★ 32 cited

A Sliding-Window Algorithm for Markov Decision Processes with Arbitrarily Changing Rewards and Transitions

Pratik Gajane, Ronald Ortner, Peter Auer

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem…

cs.NI2017

Online Learning with Randomized Feedback Graphs for Optimal PUE Attacks in Cognitive Radio Networks

Monireh Dabaghchian, Amir Alipour-Fanid, Kai Zeng +2

In a cognitive radio network, a secondary user learns the spectrum environment and dynamically accesses the channel where the primary user is inactive. At the same time, a primary…

cs.LG2016★ 46 cited

An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial bandits

Peter Auer, Chao-Kai Chiang

We present an algorithm that achieves almost optimal pseudo-regret bounds against adversarial and stochastic bandits. Against adversarial bandits the pseudo-regret is $O(K\sqrt{n \…