arXiv Machine Learning
Jun 5

Exploration via linearly perturbed loss minimisation

arXiv:2311. 07565v3 Announce Type: replace Abstract: We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function.

By David Janz, Shuai Liu, Alex Ayoub, Csaba Szepesv\'ari