UCB revisited: improved regret bounds for the stochastic multi-armed bandit problem (Q653803): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | UCB revisited: improved regret bounds for the stochastic multi-armed bandit problem |
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UCB revisited: improved regret bounds for the stochastic multi-armed bandit problem (English)
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19 December 2011
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A modification of the UCB algorithm developed for the stochastic multi-armed bandit problem by \textit{P. Auer, N. Cesa-Bianchi} and \textit{P. Fischer} [Mach. Learn. 47, No. 2--3, 235--256 (2002; Zbl 1012.68093)] is presented, which leads to an improvement of the regret bounds of the original UCB algorithm. Both cases of known as well as unknown horizon T are considered.
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stochastic multi-armed bandit problem
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UCB algorithm
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regret bounds
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