Exponential Weights

Cambridge University Press eBooks 2026 Book chapter

View at publisher
Authors: Tor Lattimore
DOI: 10.1017/9781009607551.009
Cited by: 0

Abstract

We already saw an application of exponential weights to linear and quadratic bandits in Chapter 7. The same abstract algorithm can also be used for convex bandits but the situation is more complicated. Throughout this chapter we assume the losses are bounded and there is no noise:

Fields of Study & Subjects

Advanced Bandit Algorithms Research Optimization and Search Problems Reinforcement Learning in Robotics

Publication details

Journal / source
Cambridge University Press eBooks
Pages
94–117
Publication date
7 March 2026
Language
EN
Document type
Book chapter