Daniel Russo, Benjamin Van Roy. Learning to Optimize via Information-Directed Sampling. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 1583-1591, 2014. [doi]
Abstract is missing.