Dear all,
On 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, Vrije
Universiteit
--
Tim van Erven <tim@timvanerven.nl>
www.timvanerven.nl