153 citations · 1.2k across the 73 of their papers we have counts for
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cs.LG2015★ 65 cited
Regret Analysis of the Finite-Horizon Gittins Index Strategy for Multi-Armed Bandits
Tor Lattimore
I analyse the frequentist regret of the famous Gittins index strategy for multi-armed bandits with Gaussian noise and a finite horizon. Remarkably it turns out that this approach l…
cs.LG2015★ 10 cited
The Pareto Regret Frontier for Bandits
Tor Lattimore
Given a multi-armed bandit problem it may be desirable to achieve a smaller-than-usual worst-case regret for some special actions. I show that the price for such unbalanced worst-c…
cs.LG2015★ 28 cited
Optimally Confident UCB: Improved Regret for Finite-Armed Bandits
Tor Lattimore
I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical r…