Essays about: "OCBA-m"

Found 1 essay containing the word OCBA-m.

  1. 1. Summary Statistic Selection with Reinforcement Learning

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Iliam Barkino; [2019]
    Keywords : Summary Statistics; Approximate Bayesian Computation; Reinforcement Learning; Machine Learning; Multi-Armed Bandit; Subset Selection; Minimizing Entropy; Approximate Sufficiency; Direct; Halving; SAR; OCBA-m; Racing;

    Abstract : Multi-armed bandit (MAB) algorithms could be used to select a subset of the k most informative summary statistics, from a pool of m possible summary statistics, by reformulating the subset selection problem as a MAB problem. This is suggested by experiments that tested five MAB algorithms (Direct, Halving, SAR, OCBA-m, and Racing) on the reformulated problem and comparing the results to two established subset selection algorithms (Minimizing Entropy and Approximate Sufficiency). READ MORE