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Bandit Optimisation with Large Strategy Sets: Theory and Applications

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Stochastic Processes in Communication Sciences

In this talk, we report recent results on bandit optimisation problems with large strategy (or decision) sets. These problems naturally arise in many contemporary applications found in communication networks, e-commerce, and recommendation systems. We address both stochastic or adversarial settings, depending on the way rewards obtained under various strategies are generated. We provide lower bounds on regret, which provide fundamental performance limits that any online algorithm cannot beat, and develop algorithms that approach these limits. Results are applied to resource allocation in wireless networks, and recommendation systems.

This talk is part of the Isaac Newton Institute Seminar Series series.

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