Speaker:
Yonathan Efroni, Microsoft Research
Event time:
Wednesday, February 17, 2021 - 1:00pm
Location:
Zoom Meeting ID: 97670014308
Event description:
Abstract: A core element in sequential decision making problems, such as contextual bandits and reinforcement learning, is the feedback on the quality of the performed actions. However, in many real-world applications, such feedback is restricted. In this work, we study decision making problems with querying budget, that is, when the total amount of feedback is restricted by a hard budget and the agent can choose when to query for feedback. We propose a simple algorithmic principle which we refer to as Confidence Budget Matching (CBM), analyze its performance on a variety of sequential budgeted learning problems, and establish its robustness relatively to more naive approaches.
email tatianna.curtis@yale.edu for info.
Event Type:
Applied Mathematics