lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits.

Kevin G. Jamieson Matthew Malloy Robert D. Nowak Sébastien Bubeck

Published in: COLT (2014)

Keyphrases

optimal solution
dynamic programming
learning algorithm
multi armed bandit
worst case
computational complexity
np hard
multi armed bandits
machine learning
objective function
linear programming
optical flow
expectation maximization
closed form