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UID:www.tcs.tifr.res.in/event/392
DTSTAMP:20230914T125922Z
SUMMARY:Complex Online Decision Making
DESCRIPTION:Speaker: Aditya Gopalan (Technion - Israel Institute of Technol
 ogy\nFaculty of Electrical Engineering\nHaifa 32000\nIsrael)\n\nAbstract: 
 \nSuppose you want to find the least congested route in an ad hoc network.
  Each link's rate is unknown and stochastic\, and each time you get to see
  the minimum rate (i.e.\, bottleneck) along any route you pick. More gener
 ally\, given such partial feedback\, suppose you want to find the maximum 
 multicommodity flow in a network with stochastic links. A direct approach 
 is to treat this as a standard multi-armed bandit with #arms = #routes\, b
 ut which leads to a potentially huge number of actions. Moreover\, this ig
 nores the structure of the problem -- the actual number of independent par
 ameters (i.e.\, the unknown links) is much smaller.\n\nWe model a very gen
 eral class of such "complex bandit" online problems\, and present the natu
 ral\, Bayesian-inspired Thompson sampling algorithm to solve them. A key c
 ontribution is to provide a general\, frequentist bound on the regret of t
 his algorithm which explicitly encodes the information structure of the co
 mplex bandit. This general bound is used to give non-trivial regret guaran
 tees for a class of complex\, subset selection bandit problems.\n\nBio: Ad
 itya Gopalan received the Ph.D. degree in electrical engineering at The Un
 iversity of Texas at Austin.  He received the B.Tech. and M.Tech. degrees
  in electrical engineering from the Indian Institute of Technology Madras 
 in 2006. He was a summer intern at the Corporate Research and Development 
 Center\, Qualcomm Inc.\, in 2009. His current research interests include m
 achine learning\, network algorithms and stochastic control. He is current
 ly a postdoctoral researcher research fellow in the Faculty of Electrical 
 Engineering at the Technion- Israel Institute of Technology\, Haifa\, Isra
 el.\n
URL:https://www.tcs.tifr.res.in/web/events/392
DTSTART;TZID=Asia/Kolkata:20130807T110000
DTEND;TZID=Asia/Kolkata:20130807T120000
LOCATION:A-212 (STCS Seminar Room)
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