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可接近性,快速和缓慢

Approachability, fast and slow
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:
可接近性已成为分析重复游戏和在线学习的核心工具。玩家对自然进行重复矢量值的游戏,她的目标是在一些目标集中获得她的长期平均奖励。如果可以实现的话,Blackwell的着名结果提供了设定距离的预期点的1 / n-√收敛率,即,如果该组是可接近的。在本文中,我们提供了可接近性收敛率的表征,并表明在某些情况下,可以以1 / n的速率接近一组。我们的表征完全基于集合的几何属性与重复博弈的属性的组合,而不是基于对自然行为的额外限制性假设。
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: 77