Random Shuffling and Resets for the Non-stationary Stochastic Bandit Problem.
Robin AllesiardoRaphaël FéraudOdalric-Ambrym MaillardPublished in: CoRR (2016)
Keyphrases
- non stationary
- fractional brownian motion
- markov processes
- random fields
- stochastic processes
- markov chain
- autoregressive
- blind source separation
- multi armed bandit
- adaptive algorithms
- empirical mode decomposition
- financial time series
- temporal evolution
- random sampling
- white noise
- concept drift
- image compression
- bandit problems
- multiresolution