University of Cambridge > Talks.cam > Statistics > CCIMI Seminar: Kernel-based Methods for Bandit Convex Optimization

  Browse A-Z

Log in

Googledetails Microsoftdetails

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

CCIMI Seminar: Kernel-based Methods for Bandit Convex Optimization

Download to your calendar using vCal

  • UserSébastien Bubeck (Microsoft Research Redmond)
  • ClockWednesday 04 October 2017, 16:00-17:00
  • HouseMR12.

If you have a question about this talk, please contact Quentin Berthet .

A lot of progress has been made in recent years on extending classical multi-armed bandit strategies to very large set of actions. A particularly challenging setting is the one where the action set is continuous and the underlying cost function is convex, this is the so-called bandit convex optimization (BCO) problem. I will tell the story of BCO and explain some of the new ideas that we recently developed to solve it. I will focus on three new ideas from our recent work http://arxiv.org/abs/1607.03084 with Yin Tat Lee and Ronen Eldan: (i) a new connection between kernel methods and the popular multiplicative weights strategy; (ii) a new connection between kernel methods and one of Erdos’ favorite mathematical object, the Bernoulli convolution, and (iii) a new adaptive (and increasing!) learning rate for multiplicative weights. These ideas could be of broader interest in learning/algorithm’s design.

This talk is part of the CCIMI Seminar Series

This talk is part of the Statistics series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Webinar & FW11, Computer Laboratory, William Gates Building. Microsoft Research Ltd, 198 Cambridge Science Park, Milton Road, CB4 0AB HPSS Library, Sir William Hardy Building (First floor, Room 108), Downing Site.

Other talks

Morning Tea and Coffee Ensemble inequivalence for systems with long-range interactions Title to be confirmed The spread of environmental cost-benefit analysis in UK government, c.1966-1995: representing the public in the Anthropocene Title TBC TBC
 

© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity