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

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Date(s) - 20/06/2014
14 h 00 min - 15 h 00 min

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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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