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