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Math @ Duke
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Publications [#356438] of Cynthia D. Rudin
Papers Published
- Wang, T; Rudin, C, Bandits for bmo functions,
37th International Conference on Machine Learning Icml 2020, vol. PartF168147-13
(January, 2020),
pp. 9938-9948, ISBN 9781713821120
(last updated on 2026/01/16)
Abstract: We study the bandit problem where the underlying expected reward is a Bounded Mean Oscillation (BMO) function. BMO functions are allowed to be discontinuous and unbounded, and are useful in modeling signals with infinities in the domain. We develop a toolset for BMO bandits, and provide an algorithm that can achieve poly-log-regret a regret measured against an arm that is optimal after removing a-sized portion of the arm space.
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