Bounded Regret for Finite-Armed Structured Bandits
Tor Lattimore · Remi Munos

Wed Dec 10th 07:00 -- 11:59 PM @ Level 2, room 210D #None

We study a new type of K-armed bandit problem where the expected return of one arm may depend on the returns of other arms. We present a new algorithm for this general class of problems and show that under certain circumstances it is possible to achieve finite expected cumulative regret. We also give problem-dependent lower bounds on the cumulative regret showing that at least in special cases the new algorithm is nearly optimal.

Author Information

Tor Lattimore (DeepMind)
Remi Munos (Google DeepMind)

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