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            Bandits for BMO Functions
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            Bandits for BMO Functions

            Jul 12, 2020

            Speakers

            TW

            Tianyu Wang

            Speaker · 0 followers

            CR

            Cynthia Rudin

            Speaker · 3 followers

            About

            We study the bandit problem where the underlying expected reward is a Bounded Mean Oscillation (BMO) function. BMO functions are allowed to be discontinuous and unbounded, and are useful in modeling signals with singularities in the domain. For example, BMO functions can model the intensity field of several radioactive emitting sources. A bandit BMO algorithm can help us quickly locate the strongest emitting source. We develop a toolset for BMO bandits, and provide an algorithm that can achieve…

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            ICML 2020

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