Open problem : adversarial multiarmed bandits with limited advice

Seldin, Yevgeny, Bartlett, Peter L., & Crammer, Koby (2013) Open problem : adversarial multiarmed bandits with limited advice. In Conference on Learning Theory (COLT 2013), June 12-14, 2013, Princeton, NJ.

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Adversarial multiarmed bandits with expert advice is one of the fundamental problems in studying the exploration-exploitation trade-o. It is known that if we observe the advice of all experts on every round we can achieve O(√KTlnN) regret, where K is the number of arms, T is the number of game rounds, and N is the number of experts. It is also known that if we observe the advice of just one expert on every round, we can achieve regret of order O(√NT). Our open problem is what can be achieved by asking M experts on every round, where 1 < M < N.

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ID Code: 70844
Item Type: Conference Paper
Refereed: Yes
Divisions: Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 2013 The Author(s)
Deposited On: 01 May 2014 01:34
Last Modified: 02 May 2014 21:47

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