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Alexey Kroshnin

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#machine learning Preprint Oct 2025

Managing Self-Learning Experts under Per-Round Budget Constraints

This paper proposes a novel UCB-type algorithm, M-LCB, designed to manage a pool of self-learning experts in a stochastic environment while accounting for a limited per-round learning budget and derives anytime regret bounds for M-LCB that scale with the individual regrets of the experts.

Ilgam Latypov, A. Suvorikova, Alexey Kroshnin et al. · 1 citation

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