PAC-Bayesian aggregation and multi-armed bandits

This habilitation thesis presents several contributions to (1) the PAC-Bayesian analysis of statistical learning, (2) the three aggregation problems: given d functions, how to predict as well as (i) the best of these d functions (model selection type aggregation), (ii) the best convex combination of...

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Bibliographic Details
Main Author: Audibert, Jean-Yves
Language:ENG
Published: Université Paris-Est 2010
Subjects:
Online Access:http://tel.archives-ouvertes.fr/tel-00843972
http://tel.archives-ouvertes.fr/docs/00/84/39/72/PDF/10hdr.pdf