Tata Institute of Fundamental Research

Adversarial Multi-Armed Bandit and the EXP3 Algorithm.

STCS Student Seminar
Speaker: Vishakha Patil (Indian Institute of Science, Bangalore)
Organiser: Yeshwant Chandrakant Pandit
Date: Friday, 30 Aug 2024, 16:00 to 17:00
Venue: A-201 (STCS Seminar Room)

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Abstract: 

In this talk, we will look at the Adversarial Multi-Armed Bandit problem. In this model, as the name suggests, the rewards are chosen by an adversary. We then present the EXP3 algorithm, a well-known algorithm for regret minimization in Adversarial Bandits, and analyze its regret.