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Jun, 2020
针对随机线性赌博机的问题复杂度自适应模型选择
Problem-Complexity Adaptive Model Selection for Stochastic Linear Bandits
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Avishek Ghosh, Abishek Sankararaman, Kannan Ramchandran
TL;DR
本文旨在解决两个流行的随机线性赌博机问题的模型选择问题,并提出了一种算法来适应未知的问题复杂性,其利用参数范数作为线性赌博机模型选择的标准,以帮助选择正确的模型。
Abstract
We consider the problem of
model selection
for two popular
stochastic linear bandit
settings, and propose algorithms that adapts to the unknown
p
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