OSOM: A Simultaneously Optimal Algorithm for Multi-Armed and Linear Contextual Bandits.
Niladri S. ChatterjiVidya MuthukumarPeter L. BartlettPublished in: CoRR (2019)
Keyphrases
- dynamic programming
- detection algorithm
- computational cost
- learning algorithm
- times faster
- worst case
- experimental evaluation
- globally optimal
- k means
- linear complexity
- computational complexity
- optimal solution
- piecewise linear
- preprocessing
- closed form
- improved algorithm
- similarity measure
- optimization algorithm
- segmentation algorithm
- theoretical analysis
- input data
- simulated annealing
- cost function
- np hard
- search space
- path planning
- probabilistic model
- linear model
- exhaustive search
- optimal parameters
- optimal linear