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| Presentation | 2015-06-23 15:45 A Bridge between Hedge and Exp3 Algorithms Atsuyoshi Nakamura (Hokkaido Univ.)  IBISML2015-13 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Hedge is an online learning algorithm that draws an expert according to a probability distribution which depends on the performance of each expert so far. Hedge works for the {em full-information} setting, in which the rewards of all the experts are revealed. Exp3 is a Hedge-based algorithm modified so as to work for {em bandit} setting, in which only the reward of the selected expert is revealed. In this paper, we consider a new model with parameters ${gamma_i}$ that connect the two settings, and propose HExp3 algorithm that is an extension of both the two algorithms. We show upper and lower bounds of pseudo regret of HExp3. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | online learning / bandit / regret analysis / / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 115, no. 112, IBISML2015-13, pp. 81-86, June 2015. | |
| Paper # | IBISML2015-13 | |
| Date of Issue | 2015-06-16 (IBISML) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2015-13 |
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| Conference Information | |
| Committee | NC IPSJ-BIO IBISML IPSJ-MPS |
| Conference Date | 2015-06-23 - 2015-06-25 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Okinawa Institute of Science and Technology |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Machine Learning Approach to Biodata Mining, and General |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2015-06-NC-BIO-IBISML-MPS |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Bridge between Hedge and Exp3 Algorithms |
| Sub Title (in English) | |
| Keyword(1) | online learning |
| Keyword(2) | bandit |
| Keyword(3) | regret analysis |
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| 1st Author's Name | Atsuyoshi Nakamura |
| 1st Author's Affiliation | Hokkaido University (Hokkaido Univ.) |
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| Speaker | Author-1 |
| Date Time | 2015-06-23 15:45:00 |
| Presentation Time | 25 minutes |
| Registration for | IBISML |
| Paper # | IBISML2015-13 |
| Volume (vol) | vol.115 |
| Number (no) | no.112 |
| Page | pp.81-86 |
| #Pages | 6 |
| Date of Issue | 2015-06-16 (IBISML) |
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