Online Decision-Making in General Combinatorial Spaces

NeurIPS 2014 Arun RajkumarShivani Agarwal

We study online combinatorial decision problems, where one must make sequential decisions in some combinatorial space without knowing in advance the cost of decisions on each trial; the goal is to minimize the total regret over some sequence of trials relative to the best fixed decision in hindsight. Such problems have been studied mostly in settings where decisions are represented by Boolean vectors and costs are linear in this representation... (read more)

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