Online Learning and Bandits - Part 2

Online Learning and Bandits - Part 2

Simons Institute via YouTube Direct link

Adversarial Protocol

5 of 24

5 of 24

Adversarial Protocol

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Online Learning and Bandits - Part 2

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  1. 1 Intro
  2. 2 The Basic Bandit Game
  3. 3 Bandits are Super Simple MDP
  4. 4 The Regret
  5. 5 Adversarial Protocol
  6. 6 Algorithm Design Principle: Exponential Weights
  7. 7 Exp3: Abridged Analysis
  8. 8 Exp3: Analysis
  9. 9 Upgrades
  10. 10 Warm-up: Explore-Then-Commit
  11. 11 Algorithm Design Principle: OFU
  12. 12 UCB Illustration
  13. 13 UCB: Analysis
  14. 14 Algorithm Design Principle: Probability Matching
  15. 15 Thompson Sampling: Overview
  16. 16 Thompson Sampling: Upper Bound
  17. 17 Thompson Sampling: Proof Outline
  18. 18 Best of Both Worlds
  19. 19 Two Settings
  20. 20 Algorithm Design Principle: Action Elimination
  21. 21 Successive Elimination Analysis
  22. 22 Bonus: Linear Contextual Bandits
  23. 23 Algorithm Design Principle: Optimism
  24. 24 Review

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