Networks and Optimization Seminar: Wouter Koolen

On topics in machine learning theory and related areas, including game theory, information theory, statistics and optimisation

1 Mar 2023 from 11 a.m. to 1 Mar 2023 noon CET (GMT+0100)
Room L017, CWI, Science Park 123 Amsterdam

Speaker: Wouter Koolen-Wijkstra (CWI)
Title: On Optimisation Problems arising in Pure Exploration

We will broadcast the talk via zoom for remote viewers. The zoom link is:
Meeting ID: 875 4219 1297
Passcode: 149707


a primer on Pure Exploration, starting with the fundamental Best Arm Identification problem. In particular, I'll review the Track-and-Stop template for algorithm design, and I'll point out the challenges coming from statistics and from optimization. We'll then turn to more recent work where the optimisation component is not yet resolved satisfactorily, ending with an open invitation to combine forces.