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UID:www.tcs.tifr.res.in/event/1059
DTSTAMP:20230921T105045Z
SUMMARY:Distribution oblivious risk-aware bandit algorithms
DESCRIPTION:Speaker: Jayakrishnan Nair (Indian Institute of Technology Bomb
 ay)\n\nAbstract: \nClassical multi-armed bandit algorithms are tuned to wo
 rk well for a pre-specified class of reward distributions\, defined via th
 eir support\, or moment/tail bounds. In this work\, we consider the proble
 m of oblivious best arm identification\, i.e.\, where the algorithm has no
  prior information about the class of reward distributions. We establish f
 undamental limits on the performance of oblivious algorithms\, and further
  propose algorithms that asymptotically meet these limits. Additionally\, 
 we allow for risk-aware arm selection\, where we balance the expected rewa
 rd associated with an arm with the corresponding risk.\nThis talk is based
  on joint work with Anmol Kagrecha\, Ashutosh Kumar\, and Krishna Jagannat
 han.\n
URL:https://www.tcs.tifr.res.in/web/events/1059
DTSTART;TZID=Asia/Kolkata:20200505T160000
DTEND;TZID=Asia/Kolkata:20200505T170000
LOCATION:A-201 (STCS Seminar Room)
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