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New Frontiers in Model Order Selection
Yevgeny Seldin · Yacov Crammer · Nicolò Cesa-Bianchi · Francois Laviolette · John Shawe-Taylor

Thu Dec 15 10:30 PM -- 11:00 AM (PST) @ Melia Sol y Nieve: Ski
Event URL: http://people.kyb.tuebingen.mpg.de/seldin/fimos.html »

Model order selection, which is a trade-off between model complexity and its empirical data fit, is one of the fundamental questions in machine learning. It was studied in detail in the context of supervised learning with i.i.d. samples, but received relatively little attention beyond this domain. The goal of our workshop is to raise attention to the question of model order selection in other domains, share ideas and approaches between the domains, and identify perspective directions for future research. Our interest covers ways of defining model complexity in different domains, examples of practical problems, where intelligent model order selection yields advantage over simplistic approaches, and new theoretical tools for analysis of model order selection. The domains of interest span over all problems that cannot be directly mapped to supervised learning with i.i.d. samples, including, but not limited to, reinforcement learning, active learning, learning with delayed, partial, or indirect feedback, and learning with submodular functions.

An example of first steps in defining complexity of models in reinforcement learning, applying trade-off between model complexity and empirical performance, and analyzing it can be found in [1-4]. An intriguing research direction coming out of these works is simultaneous analysis of exploration-exploitation and model order selection trade-offs. Such an analysis enables to design and analyze models that adapt their complexity as they continue to explore and observe new data. Potential practical applications of such models include contextual bandits (for example, in personalization of recommendations on the web [5]) and Markov decision processes.

[1] N. Tishby, D. Polani. "Information Theory of Decisions and Actions", Perception-Reason-Action Cycle: Models, Algorithms and Systems, 2010.
[2] J. Asmuth, L. Li, M. L. Littman, A. Nouri, D. Wingate, "A Bayesian Sampling Approach to Exploration in Reinforcement Learning", UAI, 2009.
[3] N. Srinivas, A. Krause, S. M. Kakade, M. Seeger, "Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design", ICML, 2010.
[4] Y. Seldin, N. Cesa-Bianchi, F. Laviolette, P. Auer, J. Shawe-Taylor, J. Peters, "PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off", ICML-2011 workshop on online trading of exploration and exploitation.
[5] A. Beygelzimer, J. Langford, L. Li, L. Reyzin, R. Schapire, "Contextual Bandit Algorithms with Supervised Learning Guarantees", AISTATS, 2011.

Author Information

Yevgeny Seldin (University of Copenhagen)
Yacov Crammer (Technion)
Nicolò Cesa-Bianchi (Università degli Studi di Milano, Italy)
Francois Laviolette (Université Laval)
John Shawe-Taylor (UCL)

John Shawe-Taylor has contributed to fields ranging from graph theory through cryptography to statistical learning theory and its applications. However, his main contributions have been in the development of the analysis and subsequent algorithmic definition of principled machine learning algorithms founded in statistical learning theory. This work has helped to drive a fundamental rebirth in the field of machine learning with the introduction of kernel methods and support vector machines, driving the mapping of these approaches onto novel domains including work in computer vision, document classification, and applications in biology and medicine focussed on brain scan, immunity and proteome analysis. He has published over 300 papers and two books that have together attracted over 60000 citations. He has also been instrumental in assembling a series of influential European Networks of Excellence. The scientific coordination of these projects has influenced a generation of researchers and promoted the widespread uptake of machine learning in both science and industry that we are currently witnessing.

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