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cs.LG2015★ 1 cited
Algorithms for Linear Bandits on Polyhedral Sets
Manjesh K. Hanawal, Amir Leshem, Venkatesh Saligrama
We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an -dimensional space and belong to a bounded polyhedron described by finite…
cs.LG2015
Cheap Bandits
Manjesh Kumar Hanawal, Venkatesh Saligrama, Michal Valko +1
We consider stochastic sequential learning problems where the learner can observe the \textit{average reward of several actions}. Such a setting is interesting in many applications…