A New Look at Dynamic Regret for Non-Stationary Stochastic Bandits.

Yasin Abbasi-Yadkori András György Nevena Lazic

Published in: CoRR (2022)

Keyphrases

non stationary
fractional brownian motion
regret bounds
adaptive algorithms
multi armed bandit
markov processes
random fields
autoregressive
lower bound
image processing
multi armed bandits
white noise
financial time series
temporal evolution
stock price
concept drift
online learning
upper bound