Online Sparse Bandits

L. Saint-Pierre David; Quentin Louveaux; Olivier Teytaud

hal-00642461, version 1

Online Sparse Bandits

L. Saint-Pierre David^a^, 1, Quentin Louveaux^b^, 2, Olivier Teytaud (, ) ^3, 4

The 3rd Asian Conference on Machine Learning (ACML2011) (2011)

Résumé : 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.

a – Departement of Electrical Engineering and Computer Science
b – Department of Electrical Engineering and Computer Science
1 : Department of Electrical Engineering and Computer Science (Institut Montefiore)
Université de Liège
2 : Systems and Modeling Research Unit
Institute Montefiore – Université de Liège
3 : TAO (INRIA Saclay - Ile de France)
INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
4 : Laboratoire de Recherche en Informatique (LRI)
CNRS : UMR8623 – Université Paris XI - Paris Sud

hal-00642461, version 1
http://hal.inria.fr/hal-00642461
oai:hal.inria.fr:hal-00642461
Contributeur : Olivier Teytaud <>
Soumis le : Vendredi 18 Novembre 2011, 08:09:39
Dernière modification le : Mercredi 23 Novembre 2011, 08:36:37

Voir la fiche détaillée

Documents associés

PDF :

Annexes :

Exporter

Bibtex EndNote TEI RefWorks

<?xml version="1.0" encoding="UTF-8"?>
<listBibl xmlns="http://www.tei-c.org/ns/1.0" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:mml="http://www.w3.org/1998/Math/MathML">
<listBibl type="article"><head>Communications sans actes</head>
<biblStruct type="article" xml:id="hal-00642461"><analytic>
<author><persName><forename>L. Saint-Pierre</forename><surname>David</surname></persName>
<affiliation>
<orgName type="laboratory">Institut Montefiore</orgName>
<orgName type="team">Department of Electrical Engineering and Computer Science</orgName>
<country>BE</country>
<orgName type="institution">Université de Liège</orgName>
</affiliation>
</author>
<author><persName><forename>Quentin</forename><surname>Louveaux</surname></persName>
<affiliation>
<orgName type="team">Systems and Modeling Research Unit</orgName>
<country>BE</country>
<orgName type="institution">Institute Montefiore</orgName>
<orgName type="institution">Université de Liège</orgName>
</affiliation>
</author>
<author><persName><forename>Olivier</forename><surname>Teytaud</surname></persName>
<affiliation>
<orgName type="laboratory">INRIA Saclay - Ile de France</orgName>
<orgName type="team">TAO</orgName>
<country>FR</country>
<orgName type="institution">INRIA</orgName>
<orgName type="institution">CNRS : UMR8623</orgName>
<orgName type="institution">Université Paris XI - Paris Sud</orgName>
</affiliation>
<affiliation>
<orgName type="laboratory">LRI</orgName>
<orgName type="team">Laboratoire de Recherche en Informatique</orgName>
<country>FR</country>
<orgName type="institution">CNRS : UMR8623</orgName>
<orgName type="institution">Université Paris XI - Paris Sud</orgName>
</affiliation>
</author>
<title type="main" level="a">Online Sparse Bandits</title></analytic><monogr><meeting>The 3rd Asian Conference on Machine Learning (ACML2011)</meeting><imprint><pubPlace><settlement>Taoyuan</settlement><country>Taïwan, Province De Chine</country></pubPlace><biblScope type="publicationDate">2011-00-00</biblScope></imprint></monogr><idno type="HALid">http://hal.inria.fr/hal-00642461</idno><idno type="HALFile">http://hal.inria.fr/hal-00642461/PDF/acmlPoster2.pdf</idno></biblStruct>
</listBibl>
</listBibl>