Wouter Koolen-Wijkstra
- Full Name
- Dr. W.M. Koolen-Wijkstra
- Function(s)
- Scientific Staff Member
- W.M.Koolen-Wijkstra@cwi.nl
- Telephone
- +31 20 592 4009
- Room
- L132
- Department(s)
- Machine Learning
- Homepage
- http://wouterkoolen.info/
Biography
Wouter M. Koolen specialises in the foundations of sequential decision making. His contributions includes efficient adaptive learning algorithms that interpolate between adversarial and statistical models of learning, learning at the optimal rate in each case. His current research is focused on statistical and computational trade-offs in structured multi-armed bandit problems. Wouter is funded by a NWO Veni grant, and he is an inaugural member of the ACM Future of Computing Academy.Research
I work on topics in machine learning and related areas, including game theory, information theory, statistics and optimisation.
My current projects are
- Game tree search
- Learning faster from easy data
- Online learning beyond experts
- Minimax square loss prediction
- Online Finance
- Switching Experts
- Non-uniform regret analysis
- Robust statistics
- Algorithmic information theory
Publications
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van Ommen, M, Koolen-Wijkstra, W.M, & Grünwald, P.D. (2019). Efficient algorithms for minimax decisions under tree-structured incompleteness. In Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence (pp. 336–347). doi:10.1007/978-3-030-29765-7_28
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Mhammedi, Z, Koolen-Wijkstra, W.M, & van Erven, T.A.L. (2019). Lipschitz Adaptivity with Multiple Learning Rates in Online Learning. In Proceedings of Machine Learning Research (pp. 1–22).
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Degenne, R.R.B.P, Koolen-Wijkstra, W.M, & Ménard, P. (2019). Non-Asymptotic Pure Exploration by Solving Games. In Advances in meural information processing systems.
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Degenne, R.R.B.P, & Koolen-Wijkstra, W.M. (2019). Pure Exploration with Multiple Correct Answers. In Advances in meural information processing systems.
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Kaufmann, E, Koolen-Wijkstra, W.M, & Garivier, A. (2018). Sequential test for the lowest mean: From Thompson to Murphy sampling. In Advances in Neural Information Processing Systems (pp. 6332–6342).
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Kaufmann, E, & Koolen-Wijkstra, W.M. (2017). Monte-Carlo tree search by best arm identification. In Advances in Neural Information Processing Systems (pp. 4898–4907).
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Kotłowski, W, Koolen-Wijkstra, W.M, & Malek, A. (2017). Random permutation online isotonic regression. In Advances in Neural Information Processing Systems 30 (NIPS 2017) (pp. 4181–4190).
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Koolen-Wijkstra, W.M, Grünwald, P.D, & van Erven, T.A.L. (2016). Combining adversarial guarantees and stochastic fast rates in online learning. In Advances in Neural Information Processing Systems (pp. 4457–4465).
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van Erven, T.A.L, & Koolen-Wijkstra, W.M. (2016). MetaGrad: multiple learning rates in online learning. In Advances in Neural Information Processing Systems (pp. 3666–3674).
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Koolen-Wijkstra, W.M. (2016). Robust and adaptive methods for sequential decision making. ERCIM News, 107, 24–25.
Professional activities
- Committee member: Area Chair for Neural Information Processing Systems (NeurIPS)
- Committee member: Area Chair for International Conference on Machine Learning (ICML)
- Committee member: Program Committee for Conference on Learning Theory (COLT)
Grants
- Veni Learning at the Intrinsic Task Pace 2015 (2015)
- Queensland University of Technology Vice-Chancellor's research fellowship The Versatile Multitask Learner (2013)
- Rubicon - Game-Theoretically Optimal Online Learning: From Conflicting Advice to High-Quality Decisions (2010)