Almost Optimal Anytime Algorithm for Batched Multi-Armed Bandits

Tianyuan Jin, Jing Tang, Pan Xu, Keke Huang, Xiaokui Xiao, Quanquan Gu

Abstract: In batched multi-armed bandit problems, the learner can adaptively pull arms and adjust strategy in batches. In many real applications, not only the regret but also the batch complexity need to be ...