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UID:20251108T212416EST-5758kUSAjv@132.216.98.100
DTSTAMP:20251109T022416Z
DESCRIPTION:Title: Follow-the-Perturbed-Leader with Between-Action Dependen
 ce.\n\nAbstract: We present a framework for analyzing Gaussian follow-the-
 perturbed-leader (FTPL) algorithms for full-information online learning pr
 oblems when the perturbation distribution exhibits between-action dependen
 ce. Applications include FTPL algorithms for online learning for i) infini
 te action spaces when the adversary plays bounded Lipschitz reward functio
 ns\, where the perturbations are random functions sampled from a Gaussian 
 process\; and ii) linear polyhedral games\, where the perturbation is a ra
 ndom linear function. We demonstrate how to tightly account for dependence
  between actions in the FTPL analysis and present an ansatz for the select
 ion of the perturbation distribution based on a Bayesian perspective of FT
 PL as a variant of Thompson sampling.\n\nVenue: UQAM Pavillon Président-Ke
 nnedy\, salle PK-5115\, Montréal\n
DTSTART:20251113T203000Z
DTEND:20251113T213000Z
SUMMARY:Jeffrey Negrea (University of Waterloo)
URL:/biology/channels/event/jeffrey-negrea-university-
 waterloo-368796
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