Search Results for author: Chloé Rouyer

Found 2 papers, 0 papers with code

A Near-Optimal Best-of-Both-Worlds Algorithm for Online Learning with Feedback Graphs

no code implementations1 Jun 2022 Chloé Rouyer, Dirk van der Hoeven, Nicolò Cesa-Bianchi, Yevgeny Seldin

The algorithm combines ideas from the EXP3++ algorithm for stochastic and adversarial bandits and the EXP3. G algorithm for feedback graphs with a novel exploration scheme.

Decision Making

An Algorithm for Stochastic and Adversarial Bandits with Switching Costs

no code implementations19 Feb 2021 Chloé Rouyer, Yevgeny Seldin, Nicolò Cesa-Bianchi

In the stochastically constrained adversarial regime, which includes the stochastic regime as a special case, it achieves a regret bound of $O\left(\big((\lambda K)^{2/3} T^{1/3} + \ln T\big)\sum_{i \neq i^*} \Delta_i^{-1}\right)$, where $\Delta_i$ are the suboptimality gaps and $i^*$ is a unique optimal arm.

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