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PAC-Bayesian analysis of the exploration-exploitation trade-off
| Venue: | In On-line Trading of Exploration and Exploitation 2, ICML-2011 workshop |
| Citations: | 3 - 0 self |
BibTeX
@INPROCEEDINGS{Seldin_pac-bayesiananalysis,
author = {Yevgeny Seldin and Nicolò Cesa-bianchi and François Laviolette and Université Laval Québec and Peter Auer and John Shawe-taylor},
title = {PAC-Bayesian analysis of the exploration-exploitation trade-off},
booktitle = {In On-line Trading of Exploration and Exploitation 2, ICML-2011 workshop},
year = {},
pages = {2011}
}
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Abstract
We develop a coherent framework for integrative simultaneous analysis of the explorationexploitation and model order selection tradeoffs. We improve over our preceding results on the same subject (Seldin et al., 2011) by combining PAC-Bayesian analysis with Bernstein-type inequality for martingales. Such a combination is also of independent interest for studies of multiple simultaneously evolving martingales. 1.
