An Efficient Pessimistic-Optimistic Algorithm for Stochastic Linear Bandits with General Constraints.
Xin LiuBin LiPengyi ShiLei YingPublished in: NeurIPS (2021)
Keyphrases
- detection algorithm
- experimental evaluation
- computational cost
- improved algorithm
- learning algorithm
- optimal solution
- segmentation algorithm
- computationally efficient
- linear programming
- high accuracy
- cost function
- special case
- multiple constraints
- search space
- times faster
- worst case
- significant improvement
- monte carlo
- preprocessing
- optimization algorithm
- computational complexity
- constrained optimization
- similarity measure
- closed form
- k means
- expectation maximization
- particle swarm optimization
- probabilistic model
- dynamic programming
- multi objective
- linear complexity
- multi armed bandits