Online learning: A comprehensive survey

SCH Hoi, D Sahoo, J Lu, P Zhao - Neurocomputing, 2021 - Elsevier
Online learning represents a family of machine learning methods, where a learner attempts
to tackle some predictive (or any type of decision-making) task by learning from a sequence …

A tutorial on thompson sampling

DJ Russo, B Van Roy, A Kazerouni… - … and Trends® in …, 2018 - nowpublishers.com
Thompson sampling is an algorithm for online decision problems where actions are taken
sequentially in a manner that must balance between exploiting what is known to maximize …

[图书][B] Bandit algorithms

T Lattimore, C Szepesvári - 2020 - books.google.com
Decision-making in the face of uncertainty is a significant challenge in machine learning,
and the multi-armed bandit model is a commonly used framework to address it. This …

Learning to reinforcement learn

JX Wang, Z Kurth-Nelson, D Tirumala, H Soyer… - arXiv preprint arXiv …, 2016 - arxiv.org
In recent years deep reinforcement learning (RL) systems have attained superhuman
performance in a number of challenging task domains. However, a major limitation of such …

Taking the human out of the loop: A review of Bayesian optimization

B Shahriari, K Swersky, Z Wang… - Proceedings of the …, 2015 - ieeexplore.ieee.org
Big Data applications are typically associated with systems involving large numbers of
users, massive complex software systems, and large-scale heterogeneous computing and …

The empirical status of predictive coding and active inference

R Hodson, M Mehta, R Smith - Neuroscience & Biobehavioral Reviews, 2024 - Elsevier
Research on predictive processing models has focused largely on two specific algorithmic
theories: Predictive Coding for perception and Active Inference for decision-making. While …

Bayesian reinforcement learning: A survey

M Ghavamzadeh, S Mannor, J Pineau… - … and Trends® in …, 2015 - nowpublishers.com
Bayesian methods for machine learning have been widely investigated, yielding principled
methods for incorporating prior information into inference algorithms. In this survey, we …

Regret analysis of stochastic and nonstochastic multi-armed bandit problems

S Bubeck, N Cesa-Bianchi - Foundations and Trends® in …, 2012 - nowpublishers.com
Multi-armed bandit problems are the most basic examples of sequential decision problems
with an exploration-exploitation trade-off. This is the balance between staying with the option …

[PDF][PDF] On the complexity of best-arm identification in multi-armed bandit models

E Kaufmann, O Cappé, A Garivier - The Journal of Machine Learning …, 2016 - jmlr.org
The stochastic multi-armed bandit model is a simple abstraction that has proven useful in
many different contexts in statistics and machine learning. Whereas the achievable limit in …

Analysis of thompson sampling for the multi-armed bandit problem

S Agrawal, N Goyal - Conference on learning theory, 2012 - proceedings.mlr.press
The multi-armed bandit problem is a popular model for studying exploration/exploitation
trade-off in sequential decision problems. Many algorithms are now available for this well …