Online Learning and Bandits
Follow-the-Leader
WIP (basic baseline) (oscillates in adversarial or worse-case environments)
Follow-the-Regularized-Leader:
WIP (stabilizes previous) (assumes full information)
Exponential-weight Algorithm for Exploration and Exploitation:
WIP (introduce the Bandit setting and the Exploration vs. Exploitation tradeoff) (great for adversarial, explores too aggressively in stochastic settings)
Upper Confidence Bound 1:
WIP (introduces optimism in the face of uncertainty) (context-free, assume static set of arms)
Linear Upper Confidence Bound:
WIP (introduces Contextual Bandit Setting)