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» Nonparametric Bandits with Covariates
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COLT
2010
Springer
13 years 2 months ago
Nonparametric Bandits with Covariates
We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random cov...
Philippe Rigollet, Assaf Zeevi
AUTOMATICA
2002
97views more  AUTOMATICA 2002»
13 years 4 months ago
Frequency-domain subspace system identification using non-parametric noise models
- In the general case of non-uniformly spaced frequency domain data and/or arbitrarily colored disturbing noise, the frequency domain subspace identification algorithms described i...
Rik Pintelon
JMLR
2010
125views more  JMLR 2010»
12 years 11 months ago
Regret Bounds for Gaussian Process Bandit Problems
Bandit algorithms are concerned with trading exploration with exploitation where a number of options are available but we can only learn their quality by experimenting with them. ...
Steffen Grünewälder, Jean-Yves Audibert,...
ICML
2008
IEEE
14 years 5 months ago
Gaussian process product models for nonparametric nonstationarity
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
Ryan Prescott Adams, Oliver Stegle
ICML
2010
IEEE
13 years 5 months ago
On Sparse Nonparametric Conditional Covariance Selection
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
Mladen Kolar, Ankur P. Parikh, Eric P. Xing