Learning to Optimize via Information-Directed Sampling

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},
}