Algorithm portfolio selection as a bandit problem with unbounded losses (Q408989): Difference between revisions

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+Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
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+The Nonstochastic Multiarmed Bandit Problem
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+Reactive search and intelligent optimization
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+Minimizing Regret With Label Efficient Prediction
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+Learning Theory
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+Machine Learning: ECML 2004
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+Algorithm Survival Analysis
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+Learning dynamic algorithm portfolios
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+Algorithm portfolios
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+Heavy-tailed phenomena in satisfiability and constraint satisfaction problems
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+Nonparametric Estimation from Incomplete Observations
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+Survival analysis. Techniques for censored and truncated data.
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+The weighted majority algorithm
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+Optimal speedup of Las Vegas algorithms
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+Principles and Practice of Constraint Programming – CP 2004
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+Learning parallel portfolios of algorithms
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+Q4315289
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+Some aspects of the sequential design of experiments
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+Combining Multiple Heuristics
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+Q3624141
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