图 书 馆
从土匪到专家：更多信息的价值From Bandits to Experts : On the Value of More Information |
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| 课程网址: | http://videolectures.net/explorationexploitation2011_shamir_bandi... |
| 主讲教师: | Ohad Shamir |
| 开课单位: | 魏茨曼科学研究所 |
| 开课时间: | 2011-07-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Learning from Experts and Multi-armed Bandits are two of the most common settings studied in online learning. Whereas the first setting assumes that the performance of all k actions are revealed at the end of each round, the bandit setting assumes that only the performance of the chosen action is revealed, with corresponding √k-degradation in the provable regret guarantee. In this paper, we study a natural setting which interpolates between the experts and the bandits setting, where choosing an action also reveals some side-information on the performance of some of the other actions. We develop practical algorithms with provable regret guarantees, as well as partially-matching lower bounds. The regret depends on non- trivial graph theoretic properties of the information feedback structure, and has an interesting trade-off between regret optimality and computational efficiency. We end by discussing some of the many open questions that remain. |
| 关 键 词: | 多臂武装; 在线学习; 强盗设置假定 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-04-14：lxf |
| 阅读次数: | 32 |