This volume contains the papers presented at the 13th Annual Conference on Algorithmic Learning Theory (ALT 2002), which was held in Lub ] eck (Germany) during November 24-26, 2002. The main objective of the conference was to p- vide an interdisciplinary forum discussing the theoretical foundations of machine learning as well as their relevance to practical applications. The conference was colocated with the Fifth International Conference on Discovery Science (DS 2002). The volume includes 26 technical contributions which were selected by the program committee from 49 submissions. It also...

A multi-armed bandit problem - or, simply, a bandit problem - is a sequential allocation problem defined by a set of actions. At each time step, a unit resource is allocated to an action and some observable payoff is obtained. The goal is to maximize the total payoff obtained in a sequence of allocations. The name bandit refers to the colloquial term for a slot machine (a one-armed bandit in American slang). In a casino, a sequential allocation problem is obtained when the player is facing many slot machines at once (a multi-armed bandit), and must repeatedly choose where to insert the next...