| Paper Abstract and Keywords |
| Presentation |
2005-03-18 17:15
Online Allocation with Risk Information
Shigeaki Harada, Eiji Takimoto, Akira Maruoka (Tohoku Univ.) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
We consider the problem of dynamically apportioning resources among a set of options in a worst-case online framework. The model we investigate is a generalization of the well studied online learning model. In particular, we allow the learner to see as additional information how high the risk of each option is. This assumption is natural in many applications like horse-race betting, where gamblers know odds for all options before placing bets. We apply the Aggregating Algorithm to this problem and give a tight performance bound. The bound we give intuitively implies that the algorithm performs better when faced with options of various risks than when faced with options of the same risk. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
online learning / resource allocation / Hedge algorithm / aggregating algorithm / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 104, no. 743, COMP2004-86, pp. 105-110, March 2005. |
| Paper # |
COMP2004-86 |
| Date of Issue |
2005-03-11 (COMP) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
|
| Conference Information |
| Committee |
COMP |
| Conference Date |
2005-03-18 - 2005-03-18 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
Tokyo Institute of Technology |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
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| Paper Information |
| Registration To |
COMP |
| Conference Code |
2005-03-COMP |
| Language |
English (Japanese title is available) |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Online Allocation with Risk Information |
| Sub Title (in English) |
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| Keyword(1) |
online learning |
| Keyword(2) |
resource allocation |
| Keyword(3) |
Hedge algorithm |
| Keyword(4) |
aggregating algorithm |
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| 1st Author's Name |
Shigeaki Harada |
| 1st Author's Affiliation |
Tohoku University (Tohoku Univ.) |
| 2nd Author's Name |
Eiji Takimoto |
| 2nd Author's Affiliation |
Tohoku University (Tohoku Univ.) |
| 3rd Author's Name |
Akira Maruoka |
| 3rd Author's Affiliation |
Tohoku University (Tohoku Univ.) |
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| Speaker |
Author-1 |
| Date Time |
2005-03-18 17:15:00 |
| Presentation Time |
25 minutes |
| Registration for |
COMP |
| Paper # |
COMP2004-86 |
| Volume (vol) |
vol.104 |
| Number (no) |
no.743 |
| Page |
pp.105-110 |
| #Pages |
6 |
| Date of Issue |
2005-03-11 (COMP) |