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确定最优序贯决策

Identifying Optimal Sequential Decisions
课程网址: http://videolectures.net/uai08_didelez_iosd/  
主讲教师: Vanessa Didelez
开课单位: 布里斯托大学
开课时间: 2008-07-30
课程语种: 英语
中文简介:
我们考虑允许我们从给定数据情况中为顺序决策找到最佳策略的条件。对于所有干预措施都是无条件(原子)的情况,珍珠& amp;罗宾斯(1995)。我们在此认为,最优策略必须是有条件的,即将每个决策点的可用信息考虑在内。我们表明,最佳顺序决策策略的识别更具限制性,因为在原子干预时可能并不总能确定条件干预。我们进一步证明,可以给出一个简单的图形标准,用于确定最优策略的可识别性。
课程简介: We consider conditions that allow us to find an optimal strategy for sequential decisions from a given data situation. For the case where all interventions are unconditional (atomic), identifiability has been discussed by Pearl & Robins (1995). We argue here that an optimal strategy must be conditional, i.e. take the information available at each decision point into account. We show that the identification of an optimal sequential decision strategy is more restrictive, in the sense that conditional interventions might not always be identified when atomic interventions are. We further demonstrate that a simple graphical criterion for the identifiability of an optimal strategy can be given.
关 键 词: 干预措施; 原子; 最优策略
课程来源: 视频讲座网
最后编审: 2020-10-01:yumf
阅读次数: 48