An Improved Parametrization and Analysis of the EXP3++ Algorithm for Stochastic and Adversarial Bandits

Yevgeny Seldin, Gábor Lugosi. An Improved Parametrization and Analysis of the EXP3++ Algorithm for Stochastic and Adversarial Bandits. In Satyen Kale, Ohad Shamir, editors, Proceedings of the 30th Conference on Learning Theory, COLT 2017, Amsterdam, The Netherlands, 7-10 July 2017. Volume 65 of JMLR Workshop and Conference Proceedings, pages 1743-1759, JMLR.org, 2017. [doi]

Abstract

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