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

Theory of Combinatorial Algorithms

Prof. Emo Welzl and Prof. Bernd Gärtner

Mittagsseminar (in cooperation with A. Steger, D. Steurer and B. Sudakov)

Mittagsseminar Talk Information

Date and Time: Tuesday, July 16, 2013, 12:15 pm

Duration: 30 minutes

Location: OAT S15/S16/S17

Speaker: Hemant Tyagi

Continuum armed bandit problem of few variables in high dimensions

In the multi-armed bandit problem, an online algorithm must choose from a given set of strategies S in a sequence of n trials in order to maximize the total cumulative reward. The reward functions r_t: S -> R can change over time and the aim of the algorithm is to minimize the "regret" at not having played constantly the strategy which yields the highest cumulative reward. In this talk, we will focus on the continuum-armed bandit problem where S is a compact subset of R^d. For d > 1, it is well known that any algorithm will incur a worst case regret of Omega(2^d) provided only classical smoothness assumptions (Hölder continuity,differentiability etc.) are made on the reward functions (curse of dimensionality). We will consider the problem where the reward functions depend on an unknown,fixed subset of k coordinate variables and derive upper bounds on the regret for the same. Joint work with Bernd Gärtner.

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