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

2011

Conference Paper

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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

Department(s): Empirical Inference
Bibtex Type: Conference Paper (inproceedings)

Digital: 0
Event Name: ICML 2011 Workshop on Online Trading of Exploration and Exploitation 2
Event Place: Bellevue, WA, USA

Links: PDF
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BibTex

@inproceedings{SeldinCLASP2011,
  title = {PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off},
  author = {Seldin, Y. and Cesa-Bianchi, N. and Laviolette, F. and Auer, P. and Shawe-Taylor, J. and Peters, J.},
  pages = {1-8},
  month = jul,
  year = {2011},
  month_numeric = {7}
}