Dear all,
On Friday June 10 we have Julia Olkhovskaya from the VU speaking in the
thematic seminar.
*Julia Olkhovskaya *(Vrije Universiteit,
https://sites.google.com/view/julia-olkhovskaya/home)
*Friday June 10*, 16h00-17h00
Online on Zoom: https://uva-live.zoom.us/j/89796690874
Meeting ID: 897 9669 0874
*Lifting the Information Ratio: An Information-Theoretic Analysis of
Thompson Sampling for Contextual Bandits*
We study the Bayesian regret of the renowned Thompson Sampling algorithm
in contextual bandits with binary losses and adversarially-selected
contexts. We adapt the information-theoretic perspective of Russo and
Van Roy [2016] to the contextual setting by introducing a new concept of
information ratio based on the mutual information between the unknown
model parameter and the observed loss. This allows us to bound the
regret in terms of the entropy of the prior distribution through a
remarkably simple proof, and with no structural assumptions on the
likelihood or the prior. We also extend our results to priors with
infinite entropy under a Lipschitz assumption on the log-likelihood. An
interesting special case is that of logistic bandits with d-dimensional
parameters, K actions, and Lipschitz logits.
This is joint work with Gergely Neu, Matteo Papini and Ludovic Schwartz.
Seminar organizers:
Tim van Erven
Botond Szabo
https://mschauer.github.io/StructuresSeminar/
--
Tim van Erven<tim(a)timvanerven.nl>
www.timvanerven.nl
Dear colleagues,
*Best Paper Award* in Special Issue "Women in Robotics" (500CHF)
https://www.mdpi.com/journal/robotics/awards/1658
Deadline: 31 August 2022
You are welcome to submit articles by at least one female co-author to
this special issue "Women in Robotics"
https://www.mdpi.com/journal/robotics/special_issues/Women_Robotics
Guest editors: Prof. Dr. Naira Hovakimyan, Prof. Dr. Anna Esposito and
Prof. Dr. Sanaz Mostaghim
Deadline for manuscript submissions: 15 June 2022
Each award nominee will be assessed on her paper's originality, quality,
and contribution to the field by the Evaluation Committee. The winner
will receive a certificate, an award of 500 CHF, and an opportunity to
publish her next submission in Robotics free of charge.
If you are interested in this project, please feel free to contact us
via email charlene.dong(a)mdpi.com or robotics(a)mdpi.com within two weeks.
Thanks for your support. Look forward to hearing from you.
Best regards,
Ms. Charlene Dong
Managing Editor
Email: charlene.dong(a)mdpi.com
Robotics (http://www.mdpi.com/journal/robotics/)