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High-Probability bounds for Stochastic multi-armed Bandit Problems

This paper gives some high probability results for UCB algorithm of the form, \begin{align} \mathbb{P}(R_{n} > r_0.x) \leq O(n^{-2\rho x + 1} + x^{-2 \rho + 1} ) \end{align} where $\rho$ is a para …
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Problem dependent lower bound for stochastic bandits with full information

Suppose you have a $K$ armed stochastic bandit problem but with full information. There are $K$ arms with mean rewards $\mu_1,...,\mu_K$. At each step we have to select an arm, collect the reward from …
rajatsen91's user avatar