Exploration by Optimisation in Partial Monitoring
COLT(2020)
摘要
We provide a simple and efficient algorithm for adversarial $k$-action $d$-outcome non-degenerate locally observable partial monitoring games for which the $n$-round minimax regret is bounded by $3(d+1) k^{3/2} \sqrt{8n \log(k)}$, matching the best known information-theoretic upper bounds.
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