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PAC-Bayesian aggregation and multi-armed bandits

This habilitation thesis presents several contributions to (1) the PAC-Bayesian analysis of statistical learning, (2) the three aggregation problems: given d functions, how to predict as well as (i) the best of these d functions (model selection type aggregation), (ii) the best convex combination of these d functions, (iii) the best linear combination of these d functions, (3) the multi-armed bandit problems.

Identiferoai:union.ndltd.org:CCSD/oai:tel.archives-ouvertes.fr:tel-00536084
Date14 October 2010
CreatorsAudibert, Jean-Yves
PublisherUniversité Paris-Est
Source SetsCCSD theses-EN-ligne, France
LanguageEnglish
Detected LanguageEnglish
Typehabilitation à ¤iriger des recherches

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