Combinatorial Partial Monitoring Game with Linear Feedback and Its Applications

@inproceedings{Lin2014CombinatorialPM,
  title={Combinatorial Partial Monitoring Game with Linear Feedback and Its Applications},
  author={Tian Lin and Bruno D. Abrahao and Robert D. Kleinberg and John C. S. Lui and Wei Chen},
  booktitle={ICML},
  year={2014}
}
In online learning, a player chooses actions to play and receives reward and feedback from the environment with the goal of maximizing her reward over time. In this paper, we propose the model of combinatorial partial monitoring games with linear feedback, a model which simultaneously addresses limited feedback, infinite outcome space of the environment and exponentially large action space of the player. We present the Global Confidence Bound (GCB) algorithm, which integrates ideas from both… CONTINUE READING
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