Latest News and Events

The SAMSI-FODAVA Workshop on Interactive Visualization and Analysis of Massive Data will be held on December 10-12, 2012.
Posted: October 02, 2012
The FODAVA Annual Meeting will immediately follow (Dec 12-13) the SAMSI/FODAVA joint workshop at the same location.
Posted: September 05, 2012
Many of the modern data sets such as text and image data can be represented in high-dimensional vector spaces and have benefited from computational methods that utilize advanced techniques from num
Posted: June 30, 2012

Nonparametric Bandits with Covariates

Philippe Rigollet

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward. We derive general lower bounds on the performance of any admissible policy,and develop an algorithm whose performance achieves the order of said lower bound and is hence optimal. This is done by decomposing the global problem into suitably “localized” bandit problems. Techniques blend ideas from nonparametric statistics and traditional methods used in the bandit literature.