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Our upcoming event for the Statistics Department Colloquium Series is scheduled for this Monday, February 13th from 12:00 – 1:00pm (ET) and will be an in-person presentation Science Center Rm. 316. The speaker will be Sasha Rakhlin who is is a Professor at MIT, with appointments in the Statistics & Data Science Center and the Department of Brain and Cognitive Sciences.
Title : Bridging Estimation and Interactive Decision Making
Abstract : In this talk, we will present a unifying framework for interactive decision making. We will examine multi-armed bandits, contextual bandits, structured bandits, general decision making, and reinforcement learning under the same umbrella. We will present (i) sample complexity measures for interactive decision making that are necessary and sufficient for sample-efficient learning, and (ii) unified algorithm design principles that achieve optimal sample complexity.