Wouter M. Koolen

Learn More
Follow-the-Leader (FTL) is an intuitive sequential prediction strategy that guarantees constant regret in the stochastic setting, but has terrible performance for worst-case data. Other hedging strategies have better worst-case guarantees but may perform much worse than FTL if the data are not maximally adversarial. We introduce the FlipFlop algorithm,(More)
For the prediction with expert advice setting, we consider methods to construct algorithms that have low adaptive regret. The adaptive regret of an algorithm on a time interval [t1, t2] is the loss of the algorithm minus the loss of the best expert over that interval. Adaptive regret measures how well the algorithm approximates the best expert locally, and(More)
The genetic code is known to have a high level of error robustness and has been shown to be very error robust compared to randomly selected codes, but to be significantly less error robust than a certain code found by a heuristic algorithm. We formulate this optimization problem as a Quadratic Assignment Problem and use this to formally verify that the code(More)
We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision tasks. We are not satisfied with just guaranteeing minimax regret rates, but we want our algorithms to perform significantly(More)
Kolmogorov Complexity constitutes an integral part of computability theory, information theory, and computational complexity theory— in the discrete setting of bits and Turing machines. Over real numbers, on the other hand, the BSS-machine (aka real-RAM) has been established as a major model of computation. This real realm has turned out to exhibit natural(More)
We study an original problem of pure exploration in a strategic bandit model motivated by Monte Carlo Tree Search. It consists in identifying the best action in a game, when the player may sample random outcomes of sequentially chosen pairs of actions. We propose two strategies for the fixed-confidence setting: Maximin-LUCB, based on lowerand(More)