Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10011577155
Persistent link: https://www.econbiz.de/10001929960
Persistent link: https://www.econbiz.de/10003991255
Persistent link: https://www.econbiz.de/10012598373
Persistent link: https://www.econbiz.de/10012602700
Persistent link: https://www.econbiz.de/10012244994
Persistent link: https://www.econbiz.de/10013460999
Persistent link: https://www.econbiz.de/10014266773
Persistent link: https://www.econbiz.de/10011965756
We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the G-MCP-Bandit algorithm asymptotically achieves the...
Persistent link: https://www.econbiz.de/10012897096