Bandit Algorithms for Best Arm Identification and Game Tree Search - VVSOR - VVSOR

Vereniging voor Statistiek en Operations Research
23 February 2018

Bandit Algorithms for Best Arm Identification and Game Tree Search

We cordially invite you to the next meeting of the Thematic Statistics Seminar with current focus on Machine Learning from a statistical perspective.

Wouter Koolen (CWI): Bandit Algorithms for Best Arm Identification and Game Tree Search

Time: 15:00-16:00, February 23, 2018
Location: UvA, Science Park 904, room D1.115

Abstract: Sequential allocation problems with partial feedback (aka Bandit problems) have a rich tradition including applications to drug testing, online advertisement and more recently min-max game tree search. We will start by looking at the fundamental statistical identification problem. In particular, we will see how sample complexity lower bounds can be “inverted” to derive matching optimal algorithms. We will then look at extensions of the framework suitable for finding the optimal move in min-max game trees. Throughout, the talk will focus on the main statistical and computational challenges and ideas.

For the list of upcoming talks and further information about the seminar please visit the seminar webpage:
https://mschauer.github.io/StructuresSeminar/