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AC
2003
Springer
16 years 7 days ago
Concentration Inequalities
Concentration inequalities deal with deviations of functions of independent random variables from their expectation. In the last decade new tools have been introduced making it pos...
Stéphane Boucheron, Gábor Lugosi, Ol...
COLT
2003
Springer
16 years 6 days ago
Lower Bounds on the Sample Complexity of Exploration in the Multi-armed Bandit Problem
We consider the Multi-armed bandit problem under the PAC (“probably approximately correct”) model. It was shown by Even-Dar et al. [5] that given n arms, it suffices to play th...
Shie Mannor, John N. Tsitsiklis
COLT
2003
Springer
16 years 6 days ago
Internal Regret in On-Line Portfolio Selection
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
Gilles Stoltz, Gábor Lugosi
ECML
2003
Springer
16 years 6 days ago
Evaluation of Topographic Clustering and Its Kernelization
We consider the topographic clustering task and focus on the problem of its evaluation, which enables to perform model selection: topographic clustering algorithms, from the origin...
Marie-Jeanne Lesot, Florence d'Alché-Buc, G...
ALT
2009
Springer
15 years 11 months ago
The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses
In this paper the sequential prediction problem with expert advice is considered for the case when the losses of experts suffered at each step can be unbounded. We present some mo...
Vladimir V. V'yugin
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