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SUMMARY:Graphical Models for Bandit Problems - Kareem Amin (University of 
 Pennsylvania)
DTSTART:20110704T100000Z
DTEND:20110704T110000Z
UID:TALK31993@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:We introduce a rich class of graphical models for multi-armed 
 bandit problems that permit both the state or context space and the action
  space to be very large. Settings where the number of contexts and actions
  are both large are becoming common in applied settings such as sponsored 
 search and quantitative trading. We then present an algorithm for such mod
 els whose regret is bounded by the number of parameters and whose running 
 time depends only on the treewidth of the graph substructure induced by th
 e action space.
LOCATION:Engineering Department\, CBL Room 438
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