Information-directed Exploration in Bandits and Reinforcement Learning

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class="breadcrumb-item active"> Information-directed Exploration in Bandits and Reinforcement Learning </li> </ol> </nav> </div> </div> <article data-history-node-id="37093" role="article" class="node node--type-video node--view-mode-full clearfix node--video-detail"> <header> </header> <div class="node__content clearfix"> <div class="row"> <div class="twocol-default col-md-12 position-relative py-5"> <div class="container"> <div class="layout layout--twocol-section layout--twocol-section--67-33"> <div class="layout__region layout__region--first"> <div class="block block-layout-builder block-field-blocknodevideofield-media-video custom-media"> <div class="content"> <div class="field field--name-field-media-video field--type-entity-reference field--label-hidden field__item"><div> <div class="field field--name-field-media-video-file field--type-file field--label-visually_hidden"> <div class="field__label visually-hidden">Video file</div> <div class="field__item"><video controls="controls" width="640" height="480"> <source src="https://itsoc-prod.s3.us-west-1.amazonaws.com/2021-10/Krause-ITW2020_Plenary5.mp4?VersionId=aKuimzcZOBnahrGrCANKsPqDUhJzD6Pe" type="video/mp4" /> </video> </div> </div> </div> </div> </div> </div> <div class="block block-layout-builder block-field-blocknodevideotitle"> <div class="content"> <span class="field field--name-title field--type-string field--label-hidden">Information-directed Exploration in Bandits and Reinforcement Learning</span> </div> </div> <div class="block block-itsoc-blocks block-video-presenter-information-block"> <div class="content"> <h5>Presenter(s)</h5> <div class="row video--wrap"> <div class="col-lg-6"> <div class="person-award"> <div class="d-flex align-items-center"> <div class="awards-card-img"> <img src="/themes/custom/itsoc/images/tecture-01.svg" alt="Presenter Profile Picture" class="default-profile img-responsive" /> </div> <div class="awards-card-body"> <div class="d-xl-flex"> <div class="awards-body-inner"> <div class="user-name"> Andreas Krause </div> <div class="award-designation"> </div> </div> </div> </div> </div> </div> </div> </div> </div> </div> <div class="block block-layout-builder block-field-blocknodevideofield-video-description"> <div class="content"> <div class="clearfix text-formatted field field--name-field-video-description field--type-text-long field--label-hidden field__item"><div class="tex2jax_process"><p><strong>IEEE ITW 2020, Riva del Garda, Italy</strong><br /> Plenary Lecture</p></div></div> </div> </div> <div class="block block-layout-builder block-field-blocknodevideofield-abstract"> <h2>Abstract</h2> <div class="content"> <div class="clearfix text-formatted field field--name-field-abstract field--type-text-long field--label-hidden field__item"><div class="tex2jax_process"><p>The exploration-exploitation dilemma is a central challenge when making decisions under uncertainty. Most common approaches explore by favouring actions with uncertain outcomes. However, aleatoric uncertainty in the outcomes is different from epistemic uncertainty in the estimation task, thus the resulting observations may not necessarily be informative. In this talk, I will present approaches towards efficient information-directed exploration in stochastic multi-armed bandits, Bayesian optimization, reinforcement learning and a rich family of sequential decision problems called partial monitoring. These approaches use information measures for guiding exploration, and their submodularity allows to establish sublinear regret even in non-parametric settings. I will present the theoretical background, as well as empirical demonstrations on deep reinforcement learning tasks.</p></div></div> </div> </div> <div class="block block-itsoc-blocks block-video-presenter-biography-block"> <div class="content"> </div> </div> </div> <div class="layout__region layout__region--second"> <div class="block block-itsoc-blocks block-related-videos"> <div class="content"> <div> <h5>Related Videos</h5> <div class="views-element-container"><div class="view view-videos view-id-videos view-display-id-related_videos js-view-dom-id-c2c306f5414fbdef3ca11d88623b4f9fcd2c918097b1159e15c172a7e7022cb4"> <div class="container position-relative"> <div class="view-content row"> <div class="col-12 px-md-0 views-row"> <div class="related--videos"> <div class="related--videos--left"> <div class="video--wrap--inner"> <a href="/video/diversity-vs-parallelism-distributed-computing-redundancy"><img loading="lazy" 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Information-directed Exploration in Bandits and Reinforcement Learning | IEEE Information Theory Society