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Make the Minority Great Again: First-Order Regret Bound for Contextual Bandits

ICML 2018 • Zeyuan Allen-Zhu • Sébastien Bubeck • Yuanzhi Li

Regret bounds in online learning compare the player's performance to $L^*$, the optimal performance in hindsight with a fixed strategy. Typically such bounds scale with the square root of the time horizon $T$... (read more)

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MULTI-ARMED BANDITS

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