Posts Tagged ‘multi-armed bandit’
Ruihao Zhu — Hedging the Drift: Learning to Optimize under Non-Stationarity
Abstract: We introduce general data-driven decision-making algorithms that achieve state-of-the-art dynamic regret bounds for non-stationary bandit settings. They capture applications such as advertisement allocation and dynamic pricing in changing environments.…
Read MoreRuihao Zhu — Hedging the Drift: Learning to Optimize under Non-Stationarity
Abstract: We introduce general data-driven decision-making algorithms that achieve state-of-the-art dynamic regret bounds for non-stationary bandit settings. They capture applications such as advertisement allocation and dynamic pricing in changing environments.…
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