PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off
2011
Conference Paper
ei
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) |
Event Name: | ICML 2011 Workshop on Online Trading of Exploration and Exploitation 2 |
Event Place: | Bellevue, WA, USA |
Digital: | 0 |
Links: |
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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}, doi = {}, month_numeric = {7} } |