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Bandit Algorithms
Buch von Tor Lattimore (u. a.)
Sprache: Englisch

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Über den Autor
Tor Lattimore is a research scientist at DeepMind. His research is focused on decision making in the face of uncertainty, including bandit algorithms and reinforcement learning. Before joining DeepMind he was an assistant professor at Indiana University and a postdoctoral fellow at the University of Alberta.
Inhaltsverzeichnis
1. Introduction; 2. Foundations of probability; 3. Stochastic processes and Markov chains; 4. Finite-armed stochastic bandits; 5. Concentration of measure; 6. The explore-then-commit algorithm; 7. The upper confidence bound algorithm; 8. The upper confidence bound algorithm: asymptotic optimality; 9. The upper confidence bound algorithm: minimax optimality; 10. The upper confidence bound algorithm: Bernoulli noise; 11. The Exp3 algorithm; 12. The Exp3-IX algorithm; 13. Lower bounds: basic ideas; 14. Foundations of information theory; 15. Minimax lower bounds; 16. Asymptotic and instance dependent lower bounds; 17. High probability lower bounds; 18. Contextual bandits; 19. Stochastic linear bandits; 20. Confidence bounds for least squares estimators; 21. Optimal design for least squares estimators; 22. Stochastic linear bandits with finitely many arms; 23. Stochastic linear bandits with sparsity; 24. Minimax lower bounds for stochastic linear bandits; 25. Asymptotic lower bounds for stochastic linear bandits; 26. Foundations of convex analysis; 27. Exp3 for adversarial linear bandits; 28. Follow the regularized leader and mirror descent; 29. The relation between adversarial and stochastic linear bandits; 30. Combinatorial bandits; 31. Non-stationary bandits; 32. Ranking; 33. Pure exploration; 34. Foundations of Bayesian learning; 35. Bayesian bandits; 36. Thompson sampling; 37. Partial monitoring; 38. Markov decision processes.
Details
Erscheinungsjahr: 2020
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 536
Inhalt: Gebunden
ISBN-13: 9781108486828
ISBN-10: 1108486827
Sprache: Englisch
Einband: Gebunden
Autor: Lattimore, Tor
Szepesvári, Csaba
Besonderheit: Unsere Aufsteiger
Hersteller: European Community
Maße: 255 x 184 x 34 mm
Von/Mit: Tor Lattimore (u. a.)
Erscheinungsdatum: 10.09.2020
Gewicht: 1,087 kg
preigu-id: 121058560
Über den Autor
Tor Lattimore is a research scientist at DeepMind. His research is focused on decision making in the face of uncertainty, including bandit algorithms and reinforcement learning. Before joining DeepMind he was an assistant professor at Indiana University and a postdoctoral fellow at the University of Alberta.
Inhaltsverzeichnis
1. Introduction; 2. Foundations of probability; 3. Stochastic processes and Markov chains; 4. Finite-armed stochastic bandits; 5. Concentration of measure; 6. The explore-then-commit algorithm; 7. The upper confidence bound algorithm; 8. The upper confidence bound algorithm: asymptotic optimality; 9. The upper confidence bound algorithm: minimax optimality; 10. The upper confidence bound algorithm: Bernoulli noise; 11. The Exp3 algorithm; 12. The Exp3-IX algorithm; 13. Lower bounds: basic ideas; 14. Foundations of information theory; 15. Minimax lower bounds; 16. Asymptotic and instance dependent lower bounds; 17. High probability lower bounds; 18. Contextual bandits; 19. Stochastic linear bandits; 20. Confidence bounds for least squares estimators; 21. Optimal design for least squares estimators; 22. Stochastic linear bandits with finitely many arms; 23. Stochastic linear bandits with sparsity; 24. Minimax lower bounds for stochastic linear bandits; 25. Asymptotic lower bounds for stochastic linear bandits; 26. Foundations of convex analysis; 27. Exp3 for adversarial linear bandits; 28. Follow the regularized leader and mirror descent; 29. The relation between adversarial and stochastic linear bandits; 30. Combinatorial bandits; 31. Non-stationary bandits; 32. Ranking; 33. Pure exploration; 34. Foundations of Bayesian learning; 35. Bayesian bandits; 36. Thompson sampling; 37. Partial monitoring; 38. Markov decision processes.
Details
Erscheinungsjahr: 2020
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 536
Inhalt: Gebunden
ISBN-13: 9781108486828
ISBN-10: 1108486827
Sprache: Englisch
Einband: Gebunden
Autor: Lattimore, Tor
Szepesvári, Csaba
Besonderheit: Unsere Aufsteiger
Hersteller: European Community
Maße: 255 x 184 x 34 mm
Von/Mit: Tor Lattimore (u. a.)
Erscheinungsdatum: 10.09.2020
Gewicht: 1,087 kg
preigu-id: 121058560
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