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Noise Free Multi-armed Bandit Game

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Language and Automata Theory and Applications (LATA 2016)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9618))

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Abstract

We study the loss version of adversarial multi-armed bandit problems with one lossless arm. We show an adversary’s strategy that forces any player to suffer \(K-1-O(1/T)\) loss where K is the number of arms and T is the number of rounds.

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References

  1. Auer, P., Cesa-Bianchi, N., Freund, Y., Schapire, R.E.: The nonstochastic multiarmed bandit problem. SIAM J. Comput. 32(1), 48–77 (2003)

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  2. Bubeck, S., Cesa-Bianchi, N.: Regret analysis of stochastic and nonstochastic multi-armed bandit problems. Found. Trends Mach. Learn. 5(1), 1–122 (2012)

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  3. Cesa-Bianchi, N., Lugosi, G.: Prediction, Learning, and Games. Cambridge University Press, Cambridge (2006)

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Acknowledgment

We would like to thank anonymous reviewers for helpful comments. This work was partially supported by JSPS KAKENHI Grant Number 25280079.

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Correspondence to Atsuyoshi Nakamura .

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© 2016 Springer International Publishing Switzerland

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Nakamura, A., Helmbold, D.P., Warmuth, M.K. (2016). Noise Free Multi-armed Bandit Game. In: Dediu, AH., Janoušek, J., Martín-Vide, C., Truthe, B. (eds) Language and Automata Theory and Applications. LATA 2016. Lecture Notes in Computer Science(), vol 9618. Springer, Cham. https://doi.org/10.1007/978-3-319-30000-9_32

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  • DOI: https://doi.org/10.1007/978-3-319-30000-9_32

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-29999-0

  • Online ISBN: 978-3-319-30000-9

  • eBook Packages: Computer ScienceComputer Science (R0)

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