The multi-armed bandit problem with covariates
From MaRDI portal
Publication:355096
DOI10.1214/13-AOS1101zbMath1360.62436arXiv1110.6084WikidataQ56675681 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
nonparametric bandit; multi-armed bandit; regret bounds; contextual bandit; adaptive partition; sequential allocation; successive elimination
62G08: Nonparametric regression and quantile regression
62H30: Classification and discrimination; cluster analysis (statistical aspects)
68T05: Learning and adaptive systems in artificial intelligence
62L05: Sequential statistical design
62L12: Sequential estimation
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