Chaiwon Kim

Follow-the-Perturbed-Leader for Decoupled Bandits: Best-of-Both-Worlds and Practicality

We study the decoupled multi-armed bandit problem, where the learner selects one arm for exploration and one arm for exploitation separately at each round. In this setting, the loss of the explored arm is observed but not incurred, whereas the loss of the exploited arm is incurred without being obse…