Botao Chen

Geometric Resampling in Nearly Linear Time for Follow-the-Perturbed-Leader with Best-of-Both-Worlds Guarantee in Bandit Problems

This paper studies the complexity and optimality of Follow-the-Perturbed-Leader (FTPL) policy in the $K$-armed bandit problems. FTPL is a promising policy that achieves the Best-of-Both-Worlds (BOBW) guarantee without solving an optimization problem unlike Follow-the-Regularized-Leader (FTRL). Howev…