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Conference Papers Year : 2011

Online Sparse Bandits

Abstract

We propose an algorithm for finding sparse Nash equilibria. The algorithm is faster than the state of the art, under the condition that the non-zero coefficients are rare. We have no formal proof, results are experimental only.

Domains

Optimization and Control [math.OC]
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https://inria.hal.science/hal-00642461

Submitted on : Friday, November 18, 2011-8:09:39 AM

Last modification on : Thursday, March 14, 2024-3:09:28 AM

Long-term archiving on: Sunday, February 19, 2012-2:21:21 AM

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Dates and versions

hal-00642461 , version 1 (18-11-2011)

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  • HAL Id : hal-00642461 , version 1

Cite

David L. Saint-Pierre, Quentin Louveaux, Olivier Teytaud. Online Sparse Bandits. The 3rd Asian Conference on Machine Learning (ACML2011), Nov 2011, Taoyuan, Taiwan. ⟨hal-00642461⟩

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