Tight Bounds on Minimax Regret under Logarithmic Loss via Self-Concordance.

Blair Bilodeau Dylan J. Foster Daniel M. Roy

Published in: ICML (2020)

Keyphrases

tight bounds
minimax regret
upper bound
preference elicitation
utility function
decision problems
stochastic programming
worst case
lower bound
misclassification costs
decision making
data sets
reward function
decision makers
cross validation
cost sensitive