论文标题
桥接对抗和非组织的多臂强盗
Bridging Adversarial and Nonstationary Multi-armed Bandit
论文作者
论文摘要
在多武器的匪徒框架中，通常使用两种制剂来处理时变的奖励分布：对抗性匪徒和非机构匪徒。尽管它们的口腔，算法和遗憾分析差异很大，但我们在本文中提供了一个统一的配方，可以平稳地将两者作为特殊情况桥接。该配方使用的是在时间窗口内采用最佳固定臂的甲骨文。根据窗口的大小，它变成了对抗性匪徒的事后看来的甲骨文和非组织匪徒的动态甲骨文。我们提供的算法可以通过匹配的下限获得最佳的遗憾。
In the multi-armed bandit framework, there are two formulations that are commonly employed to handle time-varying reward distributions: adversarial bandit and nonstationary bandit. Although their oracles, algorithms, and regret analysis differ significantly, we provide a unified formulation in this paper that smoothly bridges the two as special cases. The formulation uses an oracle that takes the best-fixed arm within time windows. Depending on the window size, it turns into the oracle in hindsight in the adversarial bandit and dynamic oracle in the nonstationary bandit. We provide algorithms that attain the optimal regret with the matching lower bound.
