Non-Stationary Bandits with Habituation and Recovery Dynamics.

Yonatan Mintz Anil Aswani Philip M. Kaminsky Elena Flowers Yoshimi Fukuoka

Published in: CoRR (2017)

Keyphrases

non stationary
temporal evolution
autoregressive
adaptive algorithms
stochastic systems
random fields
empirical mode decomposition
financial time series
concept drift
stock price
image sequences
multiscale
outlier detection
white noise
multi armed bandits