Model Selection in Exploration
Jan 25, 2012 4081 views 
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I will discuss model selection in 4 settings: {Selective Sampling, Partial Feedback} x {Agnostic,Realizable}. In selective sampling, you choose on which examples to acquire a label. In partial feedback, you choose on which label (or action) to discover a reward (or loss). In the agnostic setting, your goal is simply competing a set of predictors. In the realizable setting, one of your predictors is perfect, for varying definitions of perfect.