PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits.

Yevgeny Seldin, Nicoló Cesa-Bianchi, Peter Auer, Francois Laviolette, John Shawe-Taylor

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Translated title of the contribution	PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits.
Original language	English
Title of host publication	Proceedings of the Workshop on On-line Trading of Exploration and Exploitation 2
Pages	98-111
Publication status	Published - 2012

Cite this

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title = "PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits.",

author = "Yevgeny Seldin and Nicol{\'o} Cesa-Bianchi and Peter Auer and Francois Laviolette and John Shawe-Taylor",

year = "2012",

language = "English",

pages = "98--111",

booktitle = "Proceedings of the Workshop on On-line Trading of Exploration and Exploitation 2",

}

TY - GEN

T1 - PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits.

AU - Seldin, Yevgeny

AU - Cesa-Bianchi, Nicoló

AU - Auer, Peter

AU - Laviolette, Francois

AU - Shawe-Taylor, John

PY - 2012

Y1 - 2012

M3 - Conference contribution

SP - 98

EP - 111

BT - Proceedings of the Workshop on On-line Trading of Exploration and Exploitation 2

ER -