3 research outputs found
Partitioning Relational Matrices of Similarities or Dissimilarities using the Value of Information
In this paper, we provide an approach to clustering relational matrices whose
entries correspond to either similarities or dissimilarities between objects.
Our approach is based on the value of information, a parameterized,
information-theoretic criterion that measures the change in costs associated
with changes in information. Optimizing the value of information yields a
deterministic annealing style of clustering with many benefits. For instance,
investigators avoid needing to a priori specify the number of clusters, as the
partitions naturally undergo phase changes, during the annealing process,
whereby the number of clusters changes in a data-driven fashion. The
global-best partition can also often be identified.Comment: Submitted to the IEEE International Conference on Acoustics, Speech,
and Signal Processing (ICASSP
An Analysis of the Value of Information when Exploring Stochastic, Discrete Multi-Armed Bandits
In this paper, we propose an information-theoretic exploration strategy for
stochastic, discrete multi-armed bandits that achieves optimal regret. Our
strategy is based on the value of information criterion. This criterion
measures the trade-off between policy information and obtainable rewards. High
amounts of policy information are associated with exploration-dominant searches
of the space and yield high rewards. Low amounts of policy information favor
the exploitation of existing knowledge. Information, in this criterion, is
quantified by a parameter that can be varied during search. We demonstrate that
a simulated-annealing-like update of this parameter, with a sufficiently fast
cooling schedule, leads to an optimal regret that is logarithmic with respect
to the number of episodes.Comment: Entrop