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.
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Dates and versions

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

Identifiers

  • 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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