Implement the C&P algorithm from arXiv:1902.08036 #184
Labels
enhancement
I have to improve something which already works not too badly
multi-player
For multi-player bandits simulations
new algo
I have to implement a new algorithm! Yay!
non-stationary
For non-stationary bandits simulations
Cf. #169, #183.
The recent paper [Multi-Player Bandits: The Adversarial Case, by Pragnya Alatur, Kfir Y. Levy, Andreas Krause, arXiv:1902.08036] proposes an efficient algorithm for the adversarial case of multi-player MAB.
Their algorithm seems to also be efficient for piece-wise stationary problem (and not only adversarial problems)
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