johnantonn / cash-for-unsupervised-ad

Systematic Evaluation of CASH Search Strategies for Unsupervised Anomaly Detection

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Summary for BwK and Pure Exploration

johnantonn opened this issue · comments

There's this weird assumption in many publications for the distributions of the rewards supporting [0,1]. I don't understand, however, if this is sort of a minimum assumption or a definitive assumption, and if the derived results can support any distribution or not.

https://arxiv.org/pdf/1805.05071.pdf

Support of a real-valued function f is defined by all x's such that f(x) ≠ 0. So, what does this mean for the multi-armed bandit setting and for the problem instance where the distribution of rewards is the AUC score function? I find this to be very important about the assumptions and results on which we're basing our solution..

https://developers.google.com/machine-learning/crash-course/classification/roc-and-auc?fbclid=IwAR0LpPdXLlk_Uv1w1HHiT6mXOc2WBaPtDPaV77wVJpbMvdEIDtgNwzh_4DI