Randomized Exploration for Non-Stationary Stochastic Linear Bandits.
Baekjin KimAmbuj TewariPublished in: UAI (2020)
Keyphrases
- non stationary
- fractional brownian motion
- markov processes
- stochastic systems
- adaptive algorithms
- random fields
- regret bounds
- stochastic models
- autoregressive
- blind source separation
- stochastic processes
- white noise
- change point detection
- multi armed bandit
- biomedical signals
- feature extraction
- multi component
- concept drift
- multiresolution
- video sequences
- multiscale