Unifying Clustered and Non-stationary Bandits.

Chuanhao Li Qingyun Wu Hongning Wang

Published in: CoRR (2020)

Keyphrases

non stationary
adaptive algorithms
stochastic systems
change point detection
autoregressive
multi component
multi armed bandits
concept drift
stock price
blind source separation
empirical mode decomposition
knowledge discovery
noise model
temporal evolution
white noise
fractional brownian motion