Almost Optimal Variance-Constrained Best Arm Identification - Lecture 2

Explore the second lecture on "Almost Optimal Variance-Constrained Best Arm Identification" delivered by Vincent Tan as part of the Data Science: Probabilistic and Optimization Methods workshop. Delve into advanced techniques for processing and analyzing large-scale data, focusing on probabilistic and optimization approaches. Gain insights into the cutting-edge methods used in data science, combining model-based and data-driven approaches. Learn about the analytical and algorithmic aspects of data processing, ranging from pure mathematics to practical heuristics. Understand how this field is revolutionizing traditional sciences and engineering, drawing from optimization, linear algebra, probability, and statistics. Benefit from exposure to leading themes in data science and their future directions, presented by experts in the field during this comprehensive workshop organized by the International Centre for Theoretical Sciences.

Almost Optimal Variance-Constrained Best Arm Identification (Lecture 2) by Vincent Tan