Book contents
- Frontmatter
- Contents
- Preface
- Notation
- Part I Bandits, Probability and Concentration
- Part II Stochastic Bandits with Finitely Many Arms
- Part III Adversarial Bandits with Finitely Many Arms
- Part IV Lower Bounds for Bandits with Finitely Many Arms
- Part V Contextual and Linear Bandits
- Part VI Adversarial Linear Bandits
- 26 Foundations of Convex Analysis
- 27 Exp3 for Adversarial Linear Bandits
- 28 Follow-the-regularised-Leader and Mirror Descent
- 29 The Relation between Adversarial and Stochastic Linear Bandits
- Part VII Other Topics
- Part VIII Beyond Bandits
- Bibliography
- Index
28 - Follow-the-regularised-Leader and Mirror Descent
from Part VI - Adversarial Linear Bandits
Published online by Cambridge University Press: 04 July 2020
- Frontmatter
- Contents
- Preface
- Notation
- Part I Bandits, Probability and Concentration
- Part II Stochastic Bandits with Finitely Many Arms
- Part III Adversarial Bandits with Finitely Many Arms
- Part IV Lower Bounds for Bandits with Finitely Many Arms
- Part V Contextual and Linear Bandits
- Part VI Adversarial Linear Bandits
- 26 Foundations of Convex Analysis
- 27 Exp3 for Adversarial Linear Bandits
- 28 Follow-the-regularised-Leader and Mirror Descent
- 29 The Relation between Adversarial and Stochastic Linear Bandits
- Part VII Other Topics
- Part VIII Beyond Bandits
- Bibliography
- Index
Summary
- Type
- Chapter
- Information
- Bandit Algorithms , pp. 286 - 305Publisher: Cambridge University PressPrint publication year: 2020