139 citations · 615 across the 107 of their papers we have counts for
9 papers · 1 filter
A differential game on Wasserstein space. Application to weak approachability with partial monitoring
Vianney Perchet, Marc Quincampoix
Studying continuous time counterpart of some discrete time dynamics is now a standard and fruitful technique, as some properties hold in both setups. In game theory, this is usuall…
Regularized Contextual Bandits
Xavier Fontaine, Quentin Berthet, Vianney Perchet
We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline…
Bridging the gap between regret minimization and best arm identification, with application to A/B tests
Rémy Degenne, Thomas Nedelec, Clément Calauzènes +1
State of the art online learning procedures focus either on selecting the best alternative ("best arm identification") or on minimizing the cost (the "regret"). We merge these two…
SIC-MMAB: Synchronisation Involves Communication in Multiplayer Multi-Armed Bandits
Etienne Boursier, Vianney Perchet
Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one…
Thresholding at the monopoly price: an agnostic way to improve bidding strategies in revenue-maximizing auctions
Thomas Nedelec, Marc Abeille, Clément Calauzènes +3
We address the problem of improving bidders' strategies in prior-dependent revenue-maximizing auctions and introduce a simple and generic method to design novel bidding strategies…
Bandits with Side Observations: Bounded vs. Logarithmic Regret
Rémy Degenne, Evrard Garcelon, Vianney Perchet
We consider the classical stochastic multi-armed bandit but where, from time to time and roughly with frequency , an extra observation is gathered by the agent for free. We prov…