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Rémy Degenne

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Adaptive Testing: Bandits find correct answers fast

Was
  • FDM-Seminar
Wann 16.06.2023
von 12:00 bis 13:00
Termin übernehmen vCal
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Abstract

Testing is the task of finding out which of several possible actions leads to the best outcome by repeatedly trying actions and observing their random effects. A company may want to find which web page A or B generates the most interaction with its clients. Clinical trials try to determine which drug quantity has the best efficiency-toxicity trade-off.

In the sequential testing framework, an agent repeatedly selects one of the actions and observes a random outcome. The agent wants to find the action with the best mean outcome as quickly as possible and with high certainty. A simple strategy is to try each action in turn until enough information is gathered. Bandit algorithms instead select their future actions based on past observations: they adapt to the data as it comes. This adaptive behavior makes them stop faster.

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