139 citations · 615 across the 107 of their papers we have counts for
6 papers · 1 filter
Gaussian Process Optimization with Mutual Information
Emile Contal, Vianney Perchet, Nicolas Vayatis
In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this gener…
A Primal Condition for Approachability with Partial Monitoring
Shie Mannor, Vianney Perchet, Gilles Stoltz
In approachability with full monitoring there are two types of conditions that are known to be equivalent for convex sets: a primal and a dual condition. The primal one is of the f…
Bounded regret in stochastic multi-armed bandits
Sébastien Bubeck, Vianney Perchet, Philippe Rigollet
We study the stochastic multi-armed bandit problem when one knows the value of an optimal arm, as a well as a positive lower bound on the smallest positive gap . W…
On an unified framework for approachability in games with or without signals
Vianney Perchet, Marc Quincampoix
We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each…
Approachability, Regret and Calibration; implications and equivalences
Vianney Perchet
Blackwell approachability, regret minimization and calibration are three criteria evaluating a strategy (or an algorithm) in different sequential decision problems, or repeated gam…
Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm
Vianney Perchet
In two player bi-matrix games with partial monitoring, actions played are not observed, only some messages are received. Those games satisfy a crucial property of usual bi-matrix g…