Search Results for author: Charles Riou

Found 2 papers, 0 papers with code

The Survival Bandit Problem

no code implementations7 Jun 2022 Charles Riou, Junya Honda, Masashi Sugiyama

For that purpose, we identify two key components in the survival regret: the regret given no ruin (which corresponds to the regret in the MAB), and the probability that the procedure is interrupted, called the probability of ruin.

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