Dear all,
Happy Easter!
This Friday, April 22, we have Tor Lattimore from DeepMind speaking in the thematic seminar.
*Tor Lattimore *(DeepMind, http://tor-lattimore.com)
*Friday April 22*, 16h00-17h00 Online on Zoom: *https://uva-live.zoom.us/j/88233925917* Meeting ID: 882 3392 5917
*Minimax Regret for Partial Monitoring: Infinite Outcomes and Rustichini's Regret *
The information ratio developed by Russo and Van Roy (2014) is a powerful tool that was recently used to derive upper bounds on the regret for challenging sequential decision-making problems. I will talk about how a generalised version of this machinery can be used to derive lower bounds and give an application showing that a version of mirror descent is minimax optimal for partial monitoring using Rustichini's definition of regret.
Seminar organizers: Tim van Erven Botond Szabo
https://mschauer.github.io/StructuresSeminar/
*Upcoming talks:
*Jun. 10,***Julia Olkhovskaya https://sites.google.com/view/julia-olkhovskaya/home*, Vrije Universiteit