图 书 馆
可接近性，快速和缓慢Approachability, fast and slow |
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| 课程网址: | http://videolectures.net/colt2013_perchet_approachability/ |
| 主讲教师: | Vianney Perchet |
| 开课单位: | 皮埃尔和玛丽居里大学 |
| 开课时间: | 2013-08-09 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Approachability has become a central tool in the analysis of repeated games and online learning. A player plays a repeated vector-valued game against Nature and her objective is to have her long-term average reward inside some target set. The celebrated results of Blackwell provide a 1/n−√ convergence rate of the expected point-to-set distance if this is achievable, i.e., if the set is approachable. In this paper we provide a characterization for the convergence rates of approachability and show that in some cases a set can be approached with a 1/n rate. Our characterization is solely based on a combination of geometric properties of the set with properties of the repeated game, and not on additional restrictive assumptions on Nature’s behavior. |
| 关 键 词: | 可接近性; 收敛率; 重复博弈 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-03-13：chenxin |
| 阅读次数: | 84 |