Inbunden, Engelska, 2020

Bandit Algorithms

Av Tor Lattimore, Csaba Szepesvári, Csaba Szepesvári

710 kr

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Beskrivning

Decision-making in the face of uncertainty is a significant challenge in machine learning, and the multi-armed bandit model is a commonly used framework to address it. This comprehensive and rigorous introduction to the multi-armed bandit problem examines all the major settings, including stochastic, adversarial, and Bayesian frameworks. A focus on both mathematical intuition and carefully worked proofs makes this an excellent reference for established researchers and a helpful resource for graduate students in computer science, engineering, statistics, applied mathematics and economics. Linear bandits receive special attention as one of the most useful models in applications, while other chapters are dedicated to combinatorial bandits, ranking, non-stationary problems, Thompson sampling and pure exploration. The book ends with a peek into the world beyond bandits with an introduction to partial monitoring and learning in Markov decision processes.

Produktinformation

Utgivningsdatum: 2020-07-16
Mått: 182 x 252 x 32 mm
Vikt: 1 070 g
Format: Inbunden
Språk: Engelska
Antal sidor: 536
Förlag: Cambridge University Press
ISBN: 9781108486828

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Mer om författaren

Tor Lattimore is a research scientist at DeepMind. His research is focused on decision making in the face of uncertainty, including bandit algorithms and reinforcement learning. Before joining DeepMind he was an assistant professor at Indiana University and a postdoctoral fellow at the University of Alberta. Csaba Szepesvári is a Professor in the Department of Computing Science at the University of Alberta and a Principal Investigator of the Alberta Machine Intelligence Institute. He also leads the 'Foundations' team at DeepMind. He has co-authored a book on nonlinear approximate adaptive controllers and authored a book on reinforcement learning, in addition to publishing over 200 journal and conference papers. He is an action editor of the Journal of Machine Learning Research.

Recensioner i media

'This year marks the 68th anniversary of 'multi-armed bandits' introduced by Herbert Robbins in 1952, and the 35th anniversary of his 1985 paper with me that advanced multi-armed bandit theory in new directions via the concept of 'regret' and a sharp asymptotic lower bound for the regret. This vibrant subject has attracted important multidisciplinary developments and applications. Bandit Algorithms gives it a comprehensive and up-to-date treatment, and meets the need for such books in instruction and research in the subject, as in a new course on contextual bandits and recommendation technology that I am developing at Stanford.' Tze L. Lai, Stanford University

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