2021
Indexed Minimum Empirical Divergence for Unimodal Bandits
NeurIPS 2021poster
We consider a stochastic multi-armed bandit problem specified by a set of one-dimensional family exponential distributions endowed with a unimodal structure. The unimodal structure is of practical relevance for several applications. We introduce IMED-UB, an algorithm that exploits provably optimally…