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Aix-Marseille Université
Institut de Mathématiques de Marseille (I2M) - UMR 7373
Site Saint-Charles : 3 place Victor Hugo, Case 19, 13331 Marseille Cedex 3
Site Luminy : Campus de Luminy - Case 907 - 13288 Marseille Cedex 9

H. Zhong (LIF): A New Efficient Bandit Algorithm Based on Online Passive-Aggressive




Date(s) : 20/06/2014   iCal
14h00 - 15h00

A New Efficient Bandit Algorithm Based on Online Passive-Aggressive\nBy Hongliang Zhong\, LIF.\n\nA new efficient algorithm\, which is a variant of the Online Passive-Aggressive Algorithm\, and it works in the bandit setting. We demonstrate it bound by the similar cumulative loss of PA\, and it owns the same update in expectation. After that\, i will also present some others algorithms in the multi-class case\, for analyzing and comparing them with the new algorithm in bandit setting.

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