Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Perturbed-History Exploration in Stochastic Multi-Armed Bandits   We propose an online algorithm for cumulative regret minimization in a
stochastic multi-armed bandit. The algorithm adds $O(t)$ i.i.d. pseudo-rewards
to its history in round $t$ and then pulls the arm with the highest average
reward in its perturbed history. Therefore, we call it perturbed-history
exploration (PHE). The pseudo-rewards are carefully designed to offset
potentially underestimated mean rewards of arms with a high probability. We
derive near-optimal gap-dependent and gap-free bounds on the $n$-round regret
of PHE. The key step in our analysis is a novel argument that shows that
randomized Bernoulli rewards lead to optimism. Finally, we empirically evaluate
PHE and show that it is competitive with state-of-the-art baselines.

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The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
2
The categories of this paper are: math
17
The categories of this paper are: q-fin
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
32
The categories of this paper are: atom-ph
35
The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
19
The categories of this paper are: eess