Evaluation of sources of intelligence using a multi-armed bandit framework

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• Livia Stark (Lancaster University)
• Wednesday 22 January 2020, 12:00-13:00
• Physics West 103.

If you have a question about this talk, please contact Sergey Sergeev.

Intelligence is the product resulting from the collection, processing, integration, evaluation, analysis and interpretation of available information concerning foreign nations, hostile or potentially hostile forces or elements or areas of actual or potential operations. An issue regarding intelligence is that more data is collected than what can be processed into intelligence, as analytical capabilities lag behind. Our aim is to determine which pieces of information, otherwise known as tips, will provide useful information even before evaluation takes place. That can be achieved by focusing on the sources of the tips, learning their properties and evaluating them in a Bayesian fashion. The novelty of our approach is to model the sources as semi-Markov bandits, where the time between the decision times is random, corresponding to the random evaluation time of a tip. New policies were developed to direct decision making under this modelling assumption.

This talk is part of the Optimisation and Numerical Analysis Seminars series.

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• Optimisation and Numerical Analysis Seminars
• Physics West 103
• School of Mathematics Events

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