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The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits

The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits

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Minimizing Regret<br />

• No explore regret = T<br />

• All exploit regret = T<br />

• Some minimum between those points<br />

Regret<br />

T<br />

Regret<br />

T<br />

Regret<br />

T<br />

T<br />

n<br />

T<br />

n<br />

T<br />

n

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