Filters








3 Hits in 2.2 sec

Max K-armed bandit: On the ExtremeHunter algorithm and beyond [article]

Mastane Achab, Stephan Clémençon, Aurélien Garivier, Anne Sabourin, Claire Vernade
2017 arXiv   pre-print
This paper is devoted to the study of the max K-armed bandit problem, which consists in sequentially allocating resources in order to detect extreme values. Our contribution is twofold.  ...  We first significantly refine the analysis of the ExtremeHunter algorithm carried out in Carpentier and Valko (2014), and next propose an alternative approach, showing that, remarkably, Extreme Bandits  ...  Acknowledgments This work was supported by a public grant (Investissement d'avenir project, reference ANR-11-LABX-0056-LMH, LabEx LMH) and by the industrial chair Machine Learning for Big Data from Télécom  ... 
arXiv:1707.08820v1 fatcat:opdophrgafdghljmnvvm7x7k7y

Max K-Armed Bandit: On the ExtremeHunter Algorithm and Beyond [chapter]

Mastane Achab, Stephan Clémençon, Aurélien Garivier, Anne Sabourin, Claire Vernade
2017 Lecture Notes in Computer Science  
This paper is devoted to the study of the max K-armed bandit problem, which consists in sequentially allocating resources in order to detect extreme values. Our contribution is twofold.  ...  We first significantly refine the analysis of the ExtremeHunter algorithm carried out in Carpentier and Valko (2014) , and next propose an alternative approach, showing that, remarkably, Extreme Bandits  ...  Acknowledgments This work was supported by a public grant (Investissement d'avenir project, reference ANR-11-LABX-0056-LMH, LabEx LMH) and by the industrial chair Machine Learning for Big Data from Télécom  ... 
doi:10.1007/978-3-319-71246-8_24 fatcat:scxtewvgkvcund34egtfd26724

Multi-Objective Model Selection via Racing

Tiantian Zhang, Michael Georgiopoulos, Georgios C. Anagnostopoulos
2016 IEEE Transactions on Cybernetics  
Recent attempts along this line include metaheuristics optimization, local search-based approaches, sequential model-based methods, portfolio algorithm approaches, and multi-armed bandits.  ...  Moreover, they are offline algorithms in which MS occurs before model deployment and the selected models are optimal in terms of their overall average performances on a validation set of problem instances  ...  A semi-parametric Max K-Armed Bandit algorithm was developed by Carpentier et al. [29] , named ExtremeHunter.  ... 
doi:10.1109/tcyb.2015.2456187 pmid:26277013 fatcat:mvjz67vfk5gzdmz3jclakxpxhi