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switching regret

topic1 events
papersTODAY 04:00 UTC

Optimal Switching Regret Bounds for Multi-Armed Bandits Against Oblivious Adversaries

This paper studies adversarial multi-armed bandit problems in which the benchmark arm sequence may change up to S times over the course of play, a setting known as switching regret. It reviews and develops regret guarantees of order the square root of (S+1)KT, which prior work showed is achievable when S is known in advance. The work aims to pin down the optimal achievable rate under an oblivious adversary.

bandits/theory/online-learning/arxiv