PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits

Yevgeny Seldin, Nicolò Cesa-Bianchi, Peter Auer, François Laviolette, John Shawe-Taylor. PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits. Journal of Machine Learning Research, 26:98-111, 2012. [doi]

Authors

Yevgeny Seldin

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Nicolò Cesa-Bianchi

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Peter Auer

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François Laviolette

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John Shawe-Taylor

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