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Online Learning under Partial Feedback

  • Author / Creator
    Wu, Yifan
  • In an online learning problem a player makes decisions in a sequential manner. In each round, the player receives some reward that depends on his action and an outcome generated by the environment while some feedback information about the outcome is revealed. The goal of the player can be various. In this thesis we investigate several variants of online learning problems with different feedback models and objectives. First we consider the pure exploration problem with multi-action probes. We design algorithms that can find the best one or several actions with high probability while using as few probes as possible. Then we study the side observation model in the regret minimization scenario. We derive a novel finite time distribution dependent lower bound and design asymptotically optimal and minimax optimal algorithms. Last we investigate the conservative bandit problem where the objective is to minimize the regret while maintaining the cumulative reward above a baseline. We design algorithms for several variants of the problem and derive a lower bound. In each of the three variants of the online learning problem we consider, our problem setting generalizes some previous work. The theoretical results successfully recover existing results in special cases as well as propose novel perspectives in the more general settings.

  • Subjects / Keywords
  • Graduation date
    2016-06:Fall 2016
  • Type of Item
    Thesis
  • Degree
    Master of Science
  • DOI
    https://doi.org/10.7939/R36970338
  • License
    This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for non-commercial purposes. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.
  • Language
    English
  • Institution
    University of Alberta
  • Degree level
    Master's
  • Department
    • Department of Computing Science
  • Supervisor / co-supervisor and their department(s)
    • Csaba Szepesvari (Computing Science)
    • Andras Gyorgy (Computing Science)
  • Examining committee members and their departments
    • Csaba Szepesvari (Computing Science)
    • Micheal Bowling (Computing Science)
    • Andras Gyorgy (Computing Science)