Alexandra Carpentier, Michal Valko. Simple regret for infinitely many armed bandits. In Francis R. Bach, David M. Blei, editors, Proceedings of the 32nd International Conference on Machine Learning, ICML 2015, Lille, France, 6-11 July 2015. Volume 37 of JMLR Proceedings, pages 1133-1141, JMLR.org, 2015. [doi]
Abstract is missing.