# An Information-Theoretic Approach to Minimax Regret in Partial Monitoring

@inproceedings{Lattimore2019AnIA, title={An Information-Theoretic Approach to Minimax Regret in Partial Monitoring}, author={Tor Lattimore and Cs. Szepesvari}, booktitle={COLT}, year={2019} }

We prove a new minimax theorem connecting the worst-case Bayesian regret and minimax regret under partial monitoring with no assumptions on the space of signals or decisions of the adversary. We then generalise the information-theoretic tools of Russo and Van Roy (2016) for proving Bayesian regret bounds and combine them with the minimax theorem to derive minimax regret bounds for various partial monitoring settings. The highlight is a clean analysis of `non-degenerate easy' and `hard' finite… CONTINUE READING

#### Citations

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