2014
COLT
COLT 2014
Most Correlated Arms Identification
Abstract
We study the problem of finding the most mutually correlated arms among many arms. We show that adaptive arms sampling strategies can have significant advantages over the non-adaptive uniform sampling strategy. Our proposed algorithms rely on a novel correlation estimator. The use of this accurate estimator allows us to get improved results for a wide range of problem instances.
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Interdisciplinary Bridge
— Machine Learning and Mathematics & Optimization
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Keyword Pioneer
— correlation estimation
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Hot Topic Early Bird
— multi-armed bandit
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Cross-Pollinator
— Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Interdisciplinary, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning