Bandits: Structured and Constrained

Abstract: I will give an introduction and invitation to Bandits - a very simple, yet central model of sequential decision making under uncertainty. After introducing the central concepts and some of the basic algorithms and results, I'll describe some recent work from our group on some extensions of the basic model which are also useful in applications. Throughout I'll try to show how the subject has close connections to information theory, statistics and optimization.

machine learningprobabilitystatistics theory

Audience: researchers in the discipline

Gothenburg statistics seminar

Series comments: Gothenburg statistics seminar is open to the interested public, everybody is welcome. It usually takes place in MVL14 (http://maps.chalmers.se/#05137ad7-4d34-45e2-9d14-7f970517e2b60, see specific talk). Speakers are asked to prepare material for 35 minutes excluding questions from the audience.