The multi-armed bandit problem with covariates

DOI10.1214/13-AOS1101zbMath1360.62436arXiv1110.6084OpenAlexW3100895096WikidataQ56675681 ScholiaQ56675681MaRDI QIDQ355096

Vianney Perchet, Philippe Rigollet

Publication date: 24 July 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.6084

zbMATH Keywords

nonparametric banditmulti-armed banditregret boundscontextual banditadaptive partitionsequential allocationsuccessive elimination

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Sequential statistical design (62L05) Sequential estimation (62L12)

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Cites Work

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• Some aspects of the sequential design of experiments
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