no code implementations • 5 Feb 2019 • Lilian Besson, Emilie Kaufmann, Odalric-Ambrym Maillard, Julien Seznec
We introduce GLR-klUCB, a novel algorithm for the piecewise iid non-stationary bandit problem with bounded rewards.
no code implementations • 27 Nov 2018 • Julien Seznec, Andrea Locatelli, Alexandra Carpentier, Alessandro Lazaric, Michal Valko
In stochastic multi-armed bandits, the reward distribution of each arm is assumed to be stationary.