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Optimistic knowledge gradient : ウィキペディア英語版
Optimistic knowledge gradient

In statistics The optimistic knowledge gradient〔() Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling Xi Chen, Qihang Lin, Dengyong Zhou; 16(Jan):1−46, 2015.〕 is a new approximation policy proposed by Xi Chen, Qihang Lin and Dengyong Zhou in 2013. This policy is created to solve the challenge of computationally intractable of large size of optimal computing budget allocation problem in binary/multi-class crowd labeling where each label from the crowd has a certain cost.〔() Proceedings of the 30-th International Conference on Machine Learning, Atlanta, Georgia, USA, 2013. JMLR:W&CP volume 28. Xi Chen, Qihang Lin, Dengyong Zhou〕
==Motivation==
The optimal computing budget allocation problem is formulated as a Bayesian Markov decision process
*(Learning to Solve Markovian Decision Processes ) by (Satinder P. Singh )〕(MDP) and is solved by using the dynamic programming (DP) algorithm where the Optimistic knowledge gradient policy is used to solve the computationally intractable of the dynamic programming〔(An Introduction to Dynamic Programming )〕 (DP) algorithm.
Consider a budget allocation issue in crowdsourcing. The particular crowdsourcing problem we considering is crowd labeling. Crowd labeling is a large amount of labeling tasks which are hard to solve by machine, turn out to easy to solve by human beings, then we just outsourced to an unidentified group of random people in a distributed environment.

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