Browsing by Keywords "Switching bandit"

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    • An efficient bandit algorithm for general weight assignments 

      Gökçesu, Kaan; Ergen, Tolga; Çiftçi, S.; Kozat, Süleyman Serdar (IEEE, 2017)
      In this paper, we study the adversarial multi armed bandit problem and present a generally implementable efficient bandit arm selection structure. Since we do not have any statistical assumptions on the bandit arm losses, ...

    • An online minimax optimal algorithm for adversarial multiarmed bandit problem 

      Gokcesu, K.; Kozat, S. S. (Institute of Electrical and Electronics Engineers, 2018)
      We investigate the adversarial multiarmed bandit problem and introduce an online algorithm that asymptotically achieves the performance of the best switching bandit arm selection strategy. Our algorithms are truly online ...