Speaker: Wouter Koolen-Wijkstra (CWI)
Title: On Optimisation Problems arising in Pure Exploration
We will broadcast the talk via zoom for remote viewers. The zoom link is:
https://cwi-nl.zoom.us/j/87542191297?pwd=QTIxYlNQUmQ5UTFKb0NSaVVsbGFJZz09
Meeting ID: 875 4219 1297
Passcode: 149707
Abstract:
a primer on Pure Exploration, starting with the fundamental Best Arm Identification problem. In particular, I'll review the Track-and-Stop template for algorithm design, and I'll point out the challenges coming from statistics and from optimization. We'll then turn to more recent work where the optimisation component is not yet resolved satisfactorily, ending with an open invitation to combine forces.
