Department of Computer Science | Institute of Theoretical Computer Science | CADMO

Prof. Emo Welzl and Prof. Bernd Gärtner

Mittagsseminar Talk Information |

**Date and Time**: Thursday, May 30, 2013, 12:15 pm

**Duration**: 30 minutes

**Location**: OAT S15/S16/S17

**Speaker**: Sebastian Stich

A multi-armed bandit problem is a sequential resource allocation problem defined by a set of actions. In every round, a unit resource is allocated to one action and some observable payoff is obtained. The goal of the player is to maximize her total payoff obtained in a sequence of rounds. In order to achieve this goal, the player must find the optimal trade-off between playing actions that did well in the past and exploring unknown actions that might give higher payoffs in the future.

In this talk, we will focus on the stochastic version of this problem where the actions are given by a set of probability distributions. Auer, Cesa-Bianchi, Fischer (2002) presented an elegant algorithm (UCB) that tackles the exploration/exploitation trade-off by estimating probabilistic upper bounds on the future performance of each action. These upper confidence bounds (UCB) follow from Chernoff's inequality.

If time permits, we will also discuss some variations and applications of this problem.

Upcoming talks | All previous talks | Talks by speaker | Upcoming talks in iCal format (beta version!)

Previous talks by year: 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996

Information for students and suggested topics for student talks

Automatic MiSe System Software Version 1.4803M | admin login