Numerical exploration-exploitation trade-off for large-scale function optimization

author: Rémi Munos, SequeL lab, INRIA Lille - Nord Europe
published: Nov. 7, 2013,   recorded: September 2013,   views: 2538
Categories

Slides

Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Bibliography

Description

I will show how the "optimism in the face of uncertainty" principle developed in multiarmed bandits can be extended to address large scale decision making problems. Initially motivated by the empirical success of the Monte-Carlo tree search (MCTS) methods popularized in computer-go and further extended to many other optimization problems, I will report elements of theory that characterize the complexity of the underlying search problems and describe efficient algorithms with performance guarantees.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: