论文标题
PDE在部分监测下的遗憾界限方法
A PDE approach for regret bounds under partial monitoring
论文作者
论文摘要
在本文中，我们研究了一个学习问题，其中预报器仅观察部分信息。通过适当地重新确定问题，我们在Wasserstein空间上启发了一个有限的PDE，它表征了预报员遗憾的渐近行为。使用验证类型参数，我们表明，可以通过找到此抛物线PDE的适当平滑的子/超溶液来解决遗憾界限和有效算法的问题。
In this paper, we study a learning problem in which a forecaster only observes partial information. By properly rescaling the problem, we heuristically derive a limiting PDE on Wasserstein space which characterizes the asymptotic behavior of the regret of the forecaster. Using a verification type argument, we show that the problem of obtaining regret bounds and efficient algorithms can be tackled by finding appropriate smooth sub/supersolutions of this parabolic PDE.
