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Learning in A Changing World: Non-Bayesian Restless Multi-Armed Bandit
Non-Bayesian Multi-Armed Bandit
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2010/11/24
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. In this problem, at each time, a player chooses K out of N (N > K) arms to play. The state of each arm determines the ...
PAC-Bayesian aggregation and multi-armed bandits
PAC-Bayesian aggregation multi-armed bandits
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2010/11/22
This habilitation thesis presents several contributions to (1) the PAC-Bayesian analysis of statistical learning, (2) the three aggregation problems: given d functions, how to predict as well as (i) ...