Dear all,,
This is a reminder that on Thursday august 31 we have Chloé Rouyer in the Statistics and Machine Learning Thematic Seminar. There is also a change in topic.
Chloé Rouyer (University of Kopenhagen, https://sites.google.com/view/chloerouyer/home)
Thursday august 31, 16:00-17:00 In person, at the University of Amsterdam Location: Science park 904 A1.24
Title: A near-optimal best-of-both-worlds algorithm for online learning with feedback graphs
Abstract: In this work, we consider an online learning problem that interpolates between bandits and full information problems: extra observations are granted depending on the action played and the position of that action in a feedback graph, which is known to the learner. While this problem has been widely studied against both adversarial and stochastic environments separately, aiming to obtain best-of-both-worlds guarantees is a challenging problem that has only been studied recently. We propose an algorithm that achieves near-optimal guarantees in both the adversarial and the stochastic regimes simultaneously. Our results are also computationally efficient and can naturally adapt to sequences of feedback graphs that change over time.
Seminar organizers: Tim van Erven Botond Szabo