Zobrazeno 1 - 6 of 6 pro vyhledávání: '"S. V. Garbar"'
3
Dependency of regret on accuracy of variance estimation for different versions of UCB strategy for Gaussian multi-armed bandits
Autor: S V Garbar
Publikováno v: Journal of Physics: Conference Series. 2052:012013
We consider two variations of upper confidence bound strategy for Gaussian two-armed bandits. Rewards for the arms are assumed to have unknown expected values and unknown variances. It is demonstrated that expected regret values for both discussed st
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f118c2069c78965f89b972093ffa5eac
https://doi.org/10.1088/1742-6596/2052/1/012013
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4
Notes about symmetric m-adic complexity of generalized cyclotomic sequences of order two with period pq
Autor: V A Edemskiy, S V Garbar
Publikováno v: Journal of Physics: Conference Series. 2052:012007
In this paper, we consider binary generalized cyclotomic sequences with period pq, where p and q are two distinct odd primes. These sequences derive from generalized cyclotomic classes of order two modulo pq. We investigate the generalized binary cyc
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::25ebf04387eb0fce4650721fd4845ce7
https://doi.org/10.1088/1742-6596/2052/1/012007
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5
Invariant description for batch version of UCB strategy for multi-armed bandit
Autor: S. V. Garbar
Publikováno v: Journal of Physics: Conference Series. 1658:012015
We consider a variation of upper confidence bound strategy for multi-armed bandit in batch processing setting. Invariant descriptions with the unit control horizon are obtained for upper bounds in the strategy and for regret. A set of Monte-Carlo sim
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a9aaec5ddb18c4ecae5766bb872cfeba
https://doi.org/10.1088/1742-6596/1658/1/012015
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6
Modification of ARMA (1, 1) model to simulate strictly stationary random series with uniform distribution
Autor: S V Garbar
Publikováno v: Journal of Physics: Conference Series. 1352:012020
We consider a problem of simulating strictly stationary random series. A modification of an autoregressive–moving-average model of orders 1, 1 is proposed. Proposed algorithm allows to simulate stationary random series with uniform distribution. Pr
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ce996ce5c348888acd4d5892cada019d
https://doi.org/10.1088/1742-6596/1352/1/012020
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