Doctoral Thesis: Interactions between learning and decision making

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Event Speaker: 

Theja Tulabhandhula

Event Location: 

32-D463 (Star Room)

Event Date/Time: 

Thursday, August 7, 2014 - 1:00pm

Abstract: We quantify the effects of learning and decision making on
each other. In the first study, we look at how knowledge about
decision making can influence learning. Let decision cost be the
amount spent by the practitioner in executing a policy. If we have
prior knowledge about the decision cost, for instance that it should
be low, then this knowledge can help restrict the hypothesis space for
learning, which can help with its generalization. We derive a suite of
theoretical generalization bounds and an algorithm for this setting.
In the second study, we look at how knowledge about learning can
influence decision making. We study this in the context of robust
optimization. Taking uncertainty of learning the right model into
account, we derive probabilistic guarantees on the robustness of the
resulting policy.
 
Thesis Supervisor: Cynthia Rudin