Empirische Inferenz
Conference Paper
2011
PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off
We develop a coherent framework for integrative simultaneous analysis of the exploration-exploitation and model order selection trade-offs. We improve over our preceding results on the same subject (Seldin et al., 2011) by combining PAC-Bayesian analysis with Bernstein-type inequality for martingales. Such a combination is also of independent interest for studies of multiple simultaneously evolving martingales.
| Author(s): | Seldin, Y. and Cesa-Bianchi, N. and Laviolette, F. and Auer, P. and Shawe-Taylor, J. and Peters, J. |
| Pages: | 1-8 |
| Year: | 2011 |
| Month: | July |
| Day: | 0 |
| Bibtex Type: | Conference Paper (inproceedings) |
| Event Name: | ICML 2011 Workshop on Online Trading of Exploration and Exploitation 2 |
| Event Place: | Bellevue, WA, USA |
| Digital: | 0 |
| Electronic Archiving: | grant_archive |
| Links: | |
BibTex
@inproceedings{SeldinCLASP2011,
title = {PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off},
abstract = {We develop a coherent framework for integrative simultaneous analysis of the exploration-exploitation and model order selection trade-offs. We improve over our preceding results on the same subject (Seldin et al., 2011) by combining PAC-Bayesian analysis with Bernstein-type inequality for martingales. Such a combination is also of independent interest for studies of multiple simultaneously evolving martingales.},
pages = {1-8},
month = jul,
year = {2011},
slug = {seldinclasp2011},
author = {Seldin, Y. and Cesa-Bianchi, N. and Laviolette, F. and Auer, P. and Shawe-Taylor, J. and Peters, J.},
month_numeric = {7}
}