PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off

Seldin, Y.; Cesa-Bianchi, N.; Laviolette, F.; Auer, P.; Shawe-Taylor, J.; Peters, J.

Lokale TagsFreigabegeschichteDetailsÜbersicht

PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off

Seldin, Y., Cesa-Bianchi, N., Laviolette, F., Auer, P., Shawe-Taylor, J., & Peters, J. (2011). PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off. In ICML 2011 Workshop on Online Trading of Exploration and Exploitation 2 (pp. 1-8).

Item is Freigegeben

einblenden: alle ausblenden: alle

Basisdaten

einblenden: ausblenden:

Datensatz-Permalink: https://hdl.handle.net/11858/00-001M-0000-0010-4CA5-6 Versions-Permalink: https://hdl.handle.net/11858/00-001M-0000-0028-7FA5-3

Genre: Konferenzbeitrag

ausblenden:

Urheber:
Seldin, Y.¹, Autor
Cesa-Bianchi, N., Autor
Laviolette, F., Autor
Auer, P., Autor
Shawe-Taylor, J., Autor
Peters, J.¹, Autor

Affiliations:
1Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society, ou_1497647

Inhalt

einblenden:

ausblenden:

Schlagwörter: MPI für Intelligente Systeme; Abt. Schölkopf;

Zusammenfassung: 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.