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

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

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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).

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-BB28-1 Version Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-BB29-0

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Seldin, Y¹, Author
Cesa-Bianchi N, Laviolette F, Auer P, Shawe-Taylor, J, Author
Peters, J^{1, 2}, Author

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1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795
2Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society, ou_1497647

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Abstract: 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.

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Dates: Date issued: 2011-07

Publication Status: Issued

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Identifiers: URI: http://explo.cs.ucl.ac.uk/workshop/contributed-papers/
BibTex Citekey: SeldinCLASP2011

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Title: ICML 2011 Workshop on Online Trading of Exploration and Exploitation 2

Place of Event: Bellevue, WA, USA

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Title: ICML 2011 Workshop on Online Trading of Exploration and Exploitation 2

Source Genre: Proceedings

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Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 1 - 8 Identifier: -