Daniel Russo, Benjamin Van Roy. Learning to Optimize via Information-Directed Sampling. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 1583-1591, 2014. [doi]
@inproceedings{RussoR14-1, title = {Learning to Optimize via Information-Directed Sampling}, author = {Daniel Russo and Benjamin Van Roy}, year = {2014}, url = {http://papers.nips.cc/paper/5463-learning-to-optimize-via-information-directed-sampling}, researchr = {https://researchr.org/publication/RussoR14-1}, cites = {0}, citedby = {0}, pages = {1583-1591}, booktitle = {Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada}, editor = {Zoubin Ghahramani and Max Welling and Corinna Cortes and Neil D. Lawrence and Kilian Q. Weinberger}, }