The Knowledge Gradient with Logistic Belief Models for Binary Classification

8 Oct 2015Yingfei WangChu WangWarren Powell

We consider sequential decision making problems for binary classification scenario in which the learner takes an active role in repeatedly selecting samples from the action pool and receives the binary label of the selected alternatives. Our problem is motivated by applications where observations are time consuming and/or expensive, resulting in small samples... (read more)

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