Sample Complexity of Risk-Averse Bandit-Arm Selection.
Jia Yuan YuEvdokia NikolovaPublished in: IJCAI (2013)
Keyphrases
- sample complexity
- risk averse
- theoretical analysis
- risk neutral
- learning problems
- upper bound
- lower bound
- learning algorithm
- decision makers
- special case
- stochastic programming
- utility function
- active learning
- supervised learning
- generalization error
- sample size
- expected utility
- training examples
- feature selection
- random sampling
- learning tasks
- optimal solution
- decision trees