no code implementations • 11 Feb 2022 • Vladimir A. Kobzar, Robert V. Kohn
This work addresses a version of the two-armed Bernoulli bandit problem where the sum of the means of the arms is one (the symmetric two-armed Bernoulli bandit).
no code implementations • 5 Dec 2019 • Vladimir A. Kobzar, Robert V. Kohn, Zhilei Wang
To obtain explicit bounds, we construct potentials for the geometric version from potentials used for the fixed horizon version of the problem.
no code implementations • 5 Nov 2019 • Vladimir A. Kobzar, Robert V. Kohn, Zhilei Wang
This work addresses the classic machine learning problem of online prediction with expert advice.