| dc.contributor.author | Perchet, Vianney | |
| dc.contributor.author | Rigollet, Philippe | |
| dc.contributor.author | Chassang, Sylvain | |
| dc.contributor.author | Snowberg, Erik | |
| dc.date.accessioned | 2015-09-24T12:51:14Z | |
| dc.date.available | 2015-09-24T12:51:14Z | |
| dc.date.issued | 2015-09-24 | |
| dc.identifier.issn | 0090-5364 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/98879 | |
| dc.description.abstract | Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials into a small number of batches. Our results show that a very small number of batches gives close to minimax optimal regret bounds. As a byproduct, we derive optimal policies with low switching cost for stochastic bandits. | en_US |
| dc.description.sponsorship | National Science Foundation (U.S.) (Grant DMS-1317308) | en_US |
| dc.description.sponsorship | National Science Foundation (U.S.) (CAREER-DMS-1053987) | en_US |
| dc.description.sponsorship | Meimaris Family | en_US |
| dc.language.iso | en_US | |
| dc.publisher | Institute of Mathematical Statistics | en_US |
| dc.rights | Creative Commons Attribution-Noncommercial-Share Alike | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | en_US |
| dc.source | arXiv | en_US |
| dc.title | Batched Bandit Problems | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Perchet, Vianney, Philippe Rigollet, Sylvain Chassang, and Erik Snowberg. "Batched Bandit Problems." Annals of Statistics (2015). | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Mathematics | en_US |
| dc.contributor.approver | Rigollet, Philippe | en_US |
| dc.contributor.mitauthor | Rigollet, Philippe | en_US |
| dc.relation.journal | forthcoming in Annals of Statistics | en_US |
| dc.eprint.version | Author's final manuscript | en_US |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | en_US |
| dspace.orderedauthors | Perchet, Vianney; Rigollet, Philippe; Chassang, Sylvain; Snowberg, Erik | en_US |
| dc.identifier.orcid | https://orcid.org/0000-0002-0135-7162 | |
| mit.license | OPEN_ACCESS_POLICY | en_US |
| mit.metadata.status | Complete | |
