Alphabeta Math

Adversarial bandits and importance-weighted feedback

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1 · Prerequisites
Abstract Algebra
Combinatorics
Linear Algebra
Machine Learning Algorithms
Measure Theory
Numerical Linear Algebra and Approximation
Probability
Real Analysis
Set Theory
Topology
2 · Logical flowchart

3 · Items

Lemma

Second-order exponential upper bound on the nonpositive axis

Definition

Bandit importance-weighted estimator

Lemma

Conditional moments of the bandit importance-weighted estimator

Algorithm

Exp3 with importance-weighted loss feedback

Theorem

Exp3 expected regret under bandit feedback

Sources