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Stochastics and Statistics Seminar Yanjun Han, MIT

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Stochastics and Statistics Seminar Anette "Peko" Hosoi, MIT

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Beyond UCB: statistical complexity and optimal algorithm for non-linear ridge bandits

Yanjun Han, MIT
E18-304

Abstract: Many existing literature on bandits and reinforcement learning assume a linear reward/value function, but what happens if the reward is non-linear? Two curious phenomena arise for non-linear bandits: first, in addition to the "learning phase" with a standard \Theta(\sqrt(T)) regret, there is an "initialization phase" with a fixed cost determined by the reward function; second, achieving the smallest cost of the initialization phase requires new learning algorithms other than traditional ones such as UCB. For a special family of…

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Short Stories about Data and Sports

Anette "Peko" Hosoi, MIT
E18-304

ABSTRACT Recent advances in data collection have made sports an attractive testing ground for new analyses and algorithms, and a fascinating controlled microcosm in which to explore social interactions. In this talk I will describe two studies in this arena: one related to public health and the pandemic and one related to decision-making in basketball.  In the first, I will discuss what can be learned from the natural experiments that were (fortuitously) run in America football stadiums. During the 2020…

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