Noise Free Multi-armed Bandit Game.

Atsuyoshi Nakamura,David P. Helmbold,Manfred K. Warmuth

Lecture Notes in Computer Science（2016）

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摘要

We study the loss version of adversarial multi-armed bandit problems with one lossless arm. We show an adversary's strategy that forces any player to suffer K - 1 - O(1/T) loss where K is the number of arms and T is the number of rounds.

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关键词

Algorithmic learning,Online learning,Bandit problem

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