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- W3126780019 abstract "In this paper, we study a non-stationary stochastic bandit problem, which generalizes the switching bandit problem. On top of the switching bandit problem (textbf{Case a}), we are interested in three concrete examples: (textbf{b}) the means of the arms are local polynomials, (textbf{c}) the means of the arms are locally smooth, and (textbf{d}) the gaps of the arms have a bounded number of inflexion points and where the highest arm mean cannot vary too much in a short range. These three settings are very different, but have in common the following: (i) the number of similarly-sized level sets of the logarithm of the gaps can be controlled, and (ii) the highest mean has a limited number of abrupt changes, and otherwise has limited variations. We propose a single algorithm in this general setting, that in particular solves in an efficient and unified way the four problems (a)-(d) mentioned." @default.
- W3126780019 created "2021-02-15" @default.
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- W3126780019 date "2021-02-01" @default.
- W3126780019 modified "2023-09-23" @default.
- W3126780019 title "Generalized non-stationary bandits." @default.
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