Matches in SemOpenAlex for { <https://semopenalex.org/work/W3036260055> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W3036260055 abstract "We study regret minimization in a stochastic multi-armed bandit setting and establish a fundamental trade-off between the regret suffered under an algorithm, and its statistical robustness. Considering broad classes of underlying arms' distributions, we show that bandit learning algorithms with logarithmic regret are always inconsistent and that consistent learning algorithms always suffer a super-logarithmic regret. This result highlights the inevitable statistical fragility of all `logarithmic regret' bandit algorithms available in the literature---for instance, if a UCB algorithm designed for $sigma$-subGaussian distributions is used in a subGaussian setting with a mismatched variance parameter, the learning performance could be inconsistent. Next, we show a positive result: statistically robust and consistent learning performance is attainable if we allow the regret to be slightly worse than logarithmic. Specifically, we propose three classes of distribution oblivious algorithms that achieve an asymptotic regret that is arbitrarily close to logarithmic." @default.
- W3036260055 created "2020-06-25" @default.
- W3036260055 creator A5023982586 @default.
- W3036260055 creator A5035450475 @default.
- W3036260055 creator A5037150671 @default.
- W3036260055 creator A5074256692 @default.
- W3036260055 date "2020-06-22" @default.
- W3036260055 modified "2023-09-27" @default.
- W3036260055 title "Bandit algorithms: Letting go of logarithmic regret for statistical robustness." @default.
- W3036260055 cites W1514890731 @default.
- W3036260055 cites W1984332158 @default.
- W3036260055 cites W2061753713 @default.
- W3036260055 cites W2116942894 @default.
- W3036260055 cites W2808828826 @default.
- W3036260055 cites W2963677275 @default.
- W3036260055 cites W2971208674 @default.
- W3036260055 cites W3038074265 @default.
- W3036260055 cites W35251828 @default.
- W3036260055 hasPublicationYear "2020" @default.
- W3036260055 type Work @default.
- W3036260055 sameAs 3036260055 @default.
- W3036260055 citedByCount "0" @default.
- W3036260055 crossrefType "posted-content" @default.
- W3036260055 hasAuthorship W3036260055A5023982586 @default.
- W3036260055 hasAuthorship W3036260055A5035450475 @default.
- W3036260055 hasAuthorship W3036260055A5037150671 @default.
- W3036260055 hasAuthorship W3036260055A5074256692 @default.
- W3036260055 hasConcept C104317684 @default.
- W3036260055 hasConcept C11413529 @default.
- W3036260055 hasConcept C119857082 @default.
- W3036260055 hasConcept C121955636 @default.
- W3036260055 hasConcept C126255220 @default.
- W3036260055 hasConcept C134306372 @default.
- W3036260055 hasConcept C144133560 @default.
- W3036260055 hasConcept C185592680 @default.
- W3036260055 hasConcept C196083921 @default.
- W3036260055 hasConcept C33923547 @default.
- W3036260055 hasConcept C39927690 @default.
- W3036260055 hasConcept C41008148 @default.
- W3036260055 hasConcept C50817715 @default.
- W3036260055 hasConcept C55493867 @default.
- W3036260055 hasConcept C63479239 @default.
- W3036260055 hasConceptScore W3036260055C104317684 @default.
- W3036260055 hasConceptScore W3036260055C11413529 @default.
- W3036260055 hasConceptScore W3036260055C119857082 @default.
- W3036260055 hasConceptScore W3036260055C121955636 @default.
- W3036260055 hasConceptScore W3036260055C126255220 @default.
- W3036260055 hasConceptScore W3036260055C134306372 @default.
- W3036260055 hasConceptScore W3036260055C144133560 @default.
- W3036260055 hasConceptScore W3036260055C185592680 @default.
- W3036260055 hasConceptScore W3036260055C196083921 @default.
- W3036260055 hasConceptScore W3036260055C33923547 @default.
- W3036260055 hasConceptScore W3036260055C39927690 @default.
- W3036260055 hasConceptScore W3036260055C41008148 @default.
- W3036260055 hasConceptScore W3036260055C50817715 @default.
- W3036260055 hasConceptScore W3036260055C55493867 @default.
- W3036260055 hasConceptScore W3036260055C63479239 @default.
- W3036260055 hasLocation W30362600551 @default.
- W3036260055 hasOpenAccess W3036260055 @default.
- W3036260055 hasPrimaryLocation W30362600551 @default.
- W3036260055 hasRelatedWork W2123681024 @default.
- W3036260055 hasRelatedWork W2604278489 @default.
- W3036260055 hasRelatedWork W2804585439 @default.
- W3036260055 hasRelatedWork W2809357850 @default.
- W3036260055 hasRelatedWork W2931399366 @default.
- W3036260055 hasRelatedWork W2953359952 @default.
- W3036260055 hasRelatedWork W2963147981 @default.
- W3036260055 hasRelatedWork W2963635789 @default.
- W3036260055 hasRelatedWork W2966311383 @default.
- W3036260055 hasRelatedWork W3035359810 @default.
- W3036260055 hasRelatedWork W3037952574 @default.
- W3036260055 hasRelatedWork W3045352457 @default.
- W3036260055 hasRelatedWork W3124229194 @default.
- W3036260055 hasRelatedWork W3152479033 @default.
- W3036260055 hasRelatedWork W3158925485 @default.
- W3036260055 hasRelatedWork W3166202383 @default.
- W3036260055 hasRelatedWork W3173494639 @default.
- W3036260055 hasRelatedWork W3175531466 @default.
- W3036260055 hasRelatedWork W3209936076 @default.
- W3036260055 hasRelatedWork W3211217353 @default.
- W3036260055 isParatext "false" @default.
- W3036260055 isRetracted "false" @default.
- W3036260055 magId "3036260055" @default.
- W3036260055 workType "article" @default.