{"paper":{"title":"Two-Armed Bandit Problem, Data Processing, and Parallel Version of the Mirror Descent Algorithm","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Alexander Kolnogorov, Alexander Nazin, Dmitry Shiyan","submitted_at":"2017-05-28T18:51:12Z","abstract_excerpt":"We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unknown efficiencies. One should determine the most effective method and provide its predominant application. To this end we use the mirror descent algorithm (MDA). It is well-known that corresponding minimax risk has the order $N^{1/2}$ with $N$ being the number of processed data. We improve significantly the theoretical estimate of the factor using Monte-Carlo simulations. Then we propose a parallel version of the MDA w"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1705.09977","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}