How can we get most useful information at minimum cost?

This question is fundamental to many domains such as sponsored search, autonomous robotic exploration, design of experiments, sensor placement, understanding human perception, and many others. In this course, we will study some of the fundamental theoretical approaches, including

There will be introductory lectures providing background in the areas, as well as student presentations of relevant research papers. A major focus of this seminar course will be to trace the research frontier and identify important open problems. Students are encouraged to apply the course material to their research in a class project.




Lecture notes


Online decision making and bandit problems

Statistical approaches to active learning

Combinatorial approaches