LeanMachineLearning

2.5. Online.Bandit.Regret🔗

Regret, gap, best arm

Main definitions

  • gap ν a is the gap of an action a, i.e., the difference between the highest mean of the actions and the mean of a.

  • regret ν A t ω is the regret of a sequence of pulls A : ℕ → Ω → 𝓐 at time t for the reward kernel ν : Kernel 𝓐 ℝ and the outcome ω : Ω.

  • bestArm ν is an action with the highest mean.

Module LeanMachineLearning.Online.Bandit.Regret contains 18 exposed declarations.