Book contents
- Frontmatter
- Contents
- Preface
- Notation
- Part I Bandits, Probability and Concentration
- Part II Stochastic Bandits with Finitely Many Arms
- 6 The Explore-Then-Commit Algorithm
- 7 The Upper Confidence Bound Algorithm
- 8 The Upper Confidence Bound Algorithm: Asymptotic Optimality
- 9 The Upper Confidence Bound Algorithm: Minimax Optimality
- 10 The Upper Confidence Bound Algorithm: Bernoulli Noise
- 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
- Part VII Other Topics
- Part VIII Beyond Bandits
- Bibliography
- Index
7 - The Upper Confidence Bound Algorithm
from Part II - Stochastic Bandits with Finitely Many Arms
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
- 6 The Explore-Then-Commit Algorithm
- 7 The Upper Confidence Bound Algorithm
- 8 The Upper Confidence Bound Algorithm: Asymptotic Optimality
- 9 The Upper Confidence Bound Algorithm: Minimax Optimality
- 10 The Upper Confidence Bound Algorithm: Bernoulli Noise
- 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
- Part VII Other Topics
- Part VIII Beyond Bandits
- Bibliography
- Index
Summary
- Type
- Chapter
- Information
- Bandit Algorithms , pp. 84 - 96Publisher: Cambridge University PressPrint publication year: 2020