Lipschitz Bandits: Regret Lower Bound and Optimal Algorithms.
Stefan MagureanuRichard CombesAlexandre ProutièrePublished in: COLT (2014)
Keyphrases
- lower bound
- worst case
- regret bounds
- multi armed bandit
- online algorithms
- optimal solution
- upper bound
- online learning
- lower and upper bounds
- exhaustive search
- learning algorithm
- branch and bound
- online convex optimization
- branch and bound algorithm
- objective function
- theoretical analysis
- average case
- expert advice
- game theory
- loss function
- approximation algorithms
- learning theory
- computationally efficient
- upper and lower bounds
- optimization problems
- competitive ratio
- data structure
- feature selection