Follow-the-Perturbed-Leader Achieves Best-of-Both-Worlds for Bandit Problems

Junya Honda, Shinji Ito, Taira Tsuchiya. Follow-the-Perturbed-Leader Achieves Best-of-Both-Worlds for Bandit Problems. In Shipra Agrawal 0001, Francesco Orabona, editors, International Conference on Algorithmic Learning Theory, February 20-23, 2023, Singapore. Volume 201 of Proceedings of Machine Learning Research, pages 726-754, PMLR, 2023. [doi]

Abstract

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