No internal regret via neighborhood watch

Journal of Machine Learning Research

Volumn 22, Issue , 2012, Pages 382-390

  Foster, Dean P ^a   Rakhlin, Alexander ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; STOCHASTIC SYSTEMS;

GENERAL MODEL; INTERNAL REGRET; LOCAL OBSERVABILITY; NEIGHBORHOOD WATCHES; NON-STOCHASTIC; RANDOM SIGNAL;

CONDITION MONITORING;

EID: 84898035544     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (11)

1. J. Abernethy and A. Rakhlin. Beating the adaptive bandit with high probability. In COLT, 2009.
2. P. Auer, N. Cesa-Bianchi, Y. Freund, and R.E. Schapire. The nonstochastic multiarmed bandit problem. SIAM Journal on Computing, 32(1):48-77, 2003.
3. G. Bartok, D. Pal, and C. Szepesvari. Toward a classification of finite partial-monitoring games. In Algorithmic Learning Theory, pages 224-238. Springer, 2010.
4. G. Bartok, D. Pal, and C. Szepesvari. Mini-max regret of finite partial-monitoring games in stochastic environments. In Conference on Learning Theory, 2011.
5. A. Blum and Y. Mansour. From external to internal regret. Journal of Machine Learning Research, 8(1307-1324):3-8, 2007.
6. N. Cesa-Bianchi, G. Lugosi, and G. Stoltz. Regret minimization under partial monitoring. Mathematics of Operations Research, 31(3):562-580, 2006.
7. D.P. Foster and R.V. Vohra. Calibrated learning and correlated equilibrium. Games and Economic Behavior, 21(1-2):40-55, 1997.
8. G. Lugosi, S. Mannor, and G. Stoltz. Strategies for prediction under imperfect monitoring. Math. Oper. Res, 33:513-528, 2008.
9. V. Perchet. Internal regret with partial monitoring: Calibration-based optimal algorithms. Journal of Machine Learning Research, 12:1893-1921, 2011.
10. A. Piccolboni and C. Schindelhauer. Discrete prediction games with arbitrary feedback and loss. In Computational Learning Theory, pages 208-223. Springer, 2001.
11. A. Rustichini. Minimizing regret: The general case. Games and Economic Behavior, 29(1-2):224-243, 1999.