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In elimination style algorithms data is not reused
round G round This is b c of difficulties w deputerce
Input X
for f 1,2Player Choong x ex Xe closer using cxs.gs
Nature reveals yet 209kt tEe vN 0,1A iid
consider 15
Fe xsxstYfE xsy Ys xstO.ee
o Fixx X.ITxsstlP
cz E o.sse EEkIELexp hLz.E o.s
e Elexplx ftp.xstjtt
xsesWEIR
W L x xi Yxscz.o o.s
I.insites ie
4 Fuse LTs It'm
exPHlz.Iw.es
un.io o
sheTtEEIELiI expHsz.wsesD
Cannot the IEC 3 inside product b c It depends
on SES sct
Xsisindepe.de ofEs
Lea Peta formalized cleaned up literature
on self normalized bonds
Fix Recall from last time E Exacs'T sys
Z G O Fx z.LI xsxstlcE 09
E kztlcz.es i iHO O.llizxsxsy9
This process Td JIMI Highrmb
self normalized because coff 0 12 Essex
Lemming Fix 8 0 Let ye LXt 07 Et
where Et N 0,1 It chosen based on
Ius Ys If GEUM Se where
Ve D Xsxst VI
St XsYs
then
PH t cN oe o.lt VrH04htEHogTNtffIT es
Note to lNt E dlogfdfj.TLif 113411 L for all t
Now we have confidence bound for
arbitrary sequence of Meas Opens
door to new algorithms
Recall UCB from MAB MAB x eitoria
Idea For each XEX algorithm
construct confidence bond arund each X I
a d then pull arm w highest uppercut
bond Intuit If UCB is very high Her
that arm either has very large reward
OR has not been sample enough finesand sampling shrinks co 6 bond
Input Xfor 1,2
construct confidence set Ct OaECE W.p I S htt
UCB FEE LO K
Play Xea UCB x
Nature reveal Yei LKe 07 TEE
Idea Let G 40 110 0711 1E Bt
whee 13 rrllo.lt osEogTNtffIT
Let fld to III xx't VIIGCN EEE Hall a HIT
a d t.eu YoxffH There
fill fld
gal gun
ga Tr ftp.T.xxttrIYIZa xxtH
aeffective dimension
D it 8 0 ow d
Regret of UCB X ears Logo
Therein If KO xe let 11041cL At the
iii II ix ke O t.FILTRem
h Since 13 2 EggsD
Rfa DfTPoot Xe a E mo Lx 07 957 UCBCH
Let It _ofEEE Lae 07
O X I UCB X E UCBCH L Ie Et
O X Xt L 09 7 Lot x
i LO Ke Ie Et
0 01 Xt
Veh O 071,4185 xt
E HO Ethan 11THlyin
Ello felly.int lOt EeHutHE Z Be
E 2 Be 1 24 4185
Recall Kke 071 El htt O Xt X Ez
O X Xt Emin 213 117411yup 2
I 213T min llxtlly.int I
if It Lo so A
E E 2 Rt min l l l Xt llyin I
t T F 72 A min 111 heap I IIT
ftp.FImiF.llxtHvI
FREIHEITNel8 I Ne I 8 l f I t t II