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Bandit Algorithms
A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Bandit Algorithms
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.
Prediction, Learning, and Games
This important text and reference for researchers and students in machine learning, game theory, statistics and information theory offers a comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of individual sequences does not impose any probabilistic assumption on the data-generating mechanism. Yet, prediction algorithms can be constructed that work well for all possible sequences, in the sense that their performance is always nearly as good as the best forecasting strategy in a given reference class. The central theme is the model of prediction using expert advice, a general framework within which many related problems can be cast and discussed. Repeated game playing, adaptive data compression, sequential investment in the stock market, sequential pattern analysis, and several other problems are viewed as instances of the experts' framework and analyzed from a common nonstochastic standpoint that often reveals new and intriguing connections.
Algorithmic Learning Theory
This book constitutes the refereed proceedings of the 22nd International Conference on Algorithmic Learning Theory, ALT 2011, held in Espoo, Finland, in October 2011, co-located with the 14th International Conference on Discovery Science, DS 2011. The 28 revised full papers presented together with the abstracts of 5 invited talks were carefully reviewed and selected from numerous submissions. The papers are divided into topical sections of papers on inductive inference, regression, bandit problems, online learning, kernel and margin-based methods, intelligent agents and other learning models.
Algorithmic Probability and Friends. Bayesian Prediction and Artificial Intelligence
Algorithmic probability and friends: Proceedings of the Ray Solomonoff 85th memorial conference is a collection of original work and surveys. The Solomonoff 85th memorial conference was held at Monash University's Clayton campus in Melbourne, Australia as a tribute to pioneer, Ray Solomonoff (1926-2009), honouring his various pioneering works - most particularly, his revolutionary insight in the early 1960s that the universality of Universal Turing Machines (UTMs) could be used for universal Bayesian prediction and artificial intelligence (machine learning). This work continues to increasingly influence and under-pin statistics, econometrics, machine learning, data mining, inductive inferenc...
Deep Reinforcement Learning
Deep reinforcement learning has attracted considerable attention recently. Impressive results have been achieved in such diverse fields as autonomous driving, game playing, molecular recombination, and robotics. In all these fields, computer programs have taught themselves to understand problems that were previously considered to be very difficult. In the game of Go, the program AlphaGo has even learned to outmatch three of the world’s leading players.Deep reinforcement learning takes its inspiration from the fields of biology and psychology. Biology has inspired the creation of artificial neural networks and deep learning, while psychology studies how animals and humans learn, and how sub...
Machine Learning and Knowledge Discovery in Databases
This three-volume set LNAI 6911, LNAI 6912, and LNAI 6913 constitutes the refereed proceedings of the European conference on Machine Learning and Knowledge Discovery in Databases: ECML PKDD 2011, held in Athens, Greece, in September 2011. The 121 revised full papers presented together with 10 invited talks and 11 demos in the three volumes, were carefully reviewed and selected from about 600 paper submissions. The papers address all areas related to machine learning and knowledge discovery in databases as well as other innovative application domains such as supervised and unsupervised learning with some innovative contributions in fundamental issues; dimensionality reduction, distance and similarity learning, model learning and matrix/tensor analysis; graph mining, graphical models, hidden markov models, kernel methods, active and ensemble learning, semi-supervised and transductive learning, mining sparse representations, model learning, inductive logic programming, and statistical learning. a significant part of the papers covers novel and timely applications of data mining and machine learning in industrial domains.
Patterns, Predictions, and Actions: Foundations of Machine Learning
An authoritative, up-to-date graduate textbook on machine learning that highlights its historical context and societal impacts Patterns, Predictions, and Actions introduces graduate students to the essentials of machine learning while offering invaluable perspective on its history and social implications. Beginning with the foundations of decision making, Moritz Hardt and Benjamin Recht explain how representation, optimization, and generalization are the constituents of supervised learning. They go on to provide self-contained discussions of causality, the practice of causal inference, sequential decision making, and reinforcement learning, equipping readers with the concepts and tools they ...
Machine Learning and Knowledge Discovery in Databases, Part II
This three-volume set LNAI 6911, LNAI 6912, and LNAI 6913 constitutes the refereed proceedings of the European conference on Machine Learning and Knowledge Discovery in Databases: ECML PKDD 2011, held in Athens, Greece, in September 2011. The 121 revised full papers presented together with 10 invited talks and 11 demos in the three volumes, were carefully reviewed and selected from about 600 paper submissions. The papers address all areas related to machine learning and knowledge discovery in databases as well as other innovative application domains such as supervised and unsupervised learning with some innovative contributions in fundamental issues; dimensionality reduction, distance and similarity learning, model learning and matrix/tensor analysis; graph mining, graphical models, hidden markov models, kernel methods, active and ensemble learning, semi-supervised and transductive learning, mining sparse representations, model learning, inductive logic programming, and statistical learning. a significant part of the papers covers novel and timely applications of data mining and machine learning in industrial domains.
Algorithmic Learning Theory
This book constitutes the refereed proceedings of the 27th International Conference on Algorithmic Learning Theory, ALT 2016, held in Bari, Italy, in October 2016, co-located with the 19th International Conference on Discovery Science, DS 2016. The 24 regular papers presented in this volume were carefully reviewed and selected from 45 submissions. In addition the book contains 5 abstracts of invited talks. The papers are organized in topical sections named: error bounds, sample compression schemes; statistical learning, theory, evolvability; exact and interactive learning; complexity of teaching models; inductive inference; online learning; bandits and reinforcement learning; and clustering.
