2018-12-25 | Zheng Wen:Mini-Tutorial on Thompson Sampling and reinforcement learning

2018-12-25   

Abstract

Thompson sampling (TS) and its variants are popular algorithms for reinforcement learning and multi-armed bandits. In this tutorial, we will briefly review the basic concepts of reinforcement learning, bandits, and TS. We will also discuss several practical considerations when applying TS to real-world problems, as well as the high-level insights on how to analyze TS. Preliminary experiment results will also be discussed.

 

Time

1225日(周二)14:00-15:00

 

Speaker

Zheng Wen (温晸) is currently a senior research scientist at Adobe Research, his current research focuses on reinforcement learning, multi-armed bandit, and dynamic programming. Before joining Adobe Research, he worked as a research scientist at Yahoo! Labs. Prior to that, he received a PhD in Electrical Engineering from Stanford University.

 

Venue

信息管理与工程学院102

上海财经大学(第三教学楼西侧)

上海市杨浦区武东路100