139 citations · 615 across the 107 of their papers we have counts for
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Gains and Losses are Fundamentally Different in Regret Minimization: The Sparse Case
Joon Kwon, Vianney Perchet
We demonstrate that, in the classical non-stochastic regret minimization problem with decisions, gains and losses to be respectively maximized or minimized are fundamentally di…
Online learning in repeated auctions
Jonathan Weed, Vianney Perchet, Philippe Rigollet
Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) inform…
Batched bandit problems
Vianney Perchet, Philippe Rigollet, Sylvain Chassang +1
Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials…