Optimally Confident UCB: Improved Regret for Finite-Armed Bandits

July 28, 2015 ยท Declared Dead ยท ๐Ÿ› arXiv.org

๐Ÿ‘ป CAUSE OF DEATH: Ghosted
No code link whatsoever

"No code URL or promise found in abstract"

Evidence collected by the PWNC Scanner

Authors Tor Lattimore arXiv ID 1507.07880 Category cs.LG: Machine Learning Cross-listed math.OC Citations 48 Venue arXiv.org Last Checked 6 months ago
Abstract
I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and empirically superb. The approach is based on UCB, but with a carefully chosen confidence parameter that optimally balances the risk of failing confidence intervals against the cost of excessive optimism.
Community shame:
Not yet rated
Community Contributions

Found the code? Know the venue? Think something is wrong? Let us know!

๐Ÿ“œ Similar Papers

In the same crypt โ€” Machine Learning

Died the same way โ€” ๐Ÿ‘ป Ghosted