human: Given a node-centered hypergraph: <hypergraph>, where nodes represent papers and hyperedges represent sets of papers co-cited by a source paper.

Details of the hypergraph:
Center node: "weighted bandits or how bandits learn distorted values that are not expected"
  Abstract: Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the cost distributions: the classic $K$-armed bandit and the linearly parameterized bandit. In both settings, we propose algorithms that are inspired by Upper Confidence Bound (UCB), incorporate cost distortions, and exhibit sublinear regret assuming \holder continuous weight distortion functions. For the $K$-armed setting, we show that the algorithm, called W-UCB, achieves problem-dependent regret $O(L^2 M^2 \log n/ \Delta^{\frac{2}{\alpha}-1})$, where $n$ is the number of plays, $\Delta$ is the gap in distorted expected value between the best and next best arm, $L$ and $\alpha$ are the H\"{o}lder constants for the distortion function, and $M$ is an upper bound on costs, and a problem-independent regret bound of $O((KL^2M^2)^{\alpha/2}n^{(2-\alpha)/2})$. We also present a matching lower bound on the regret, showing that the regret of W-UCB is essentially unimprovable over the class of H\"{o}lder-continuous weight distortions. For the linearly parameterized setting, we develop a new algorithm, a variant of the Optimism in the Face of Uncertainty Linear bandit (OFUL) algorithm called WOFUL (Weight-distorted OFUL), and show that it has regret $O(d\sqrt{n} \; \mbox{polylog}(n))$ with high probability, for sub-Gaussian cost distributions. Finally, numerical examples demonstrate the advantages resulting from using distortion-aware learning algorithms.

Connected through hyperedge HE-1 (induced by source paper "risk sensitive reinforcement learning a constrained optimization viewpoint"):
  with members:
    - "policy gradient for coherent risk measures"
    - "cumulative prospect theory meets reinforcement learning prediction and control"
    - "policy gradients with variance related risk criteria"
    - "infinite horizon policy gradient estimation"

Question: Please tell me which class the center node belongs to. The 40 classes are: cs.NA(Numerical Analysis), cs.MM(Multimedia), cs.LO(Logic in Computer Science), cs.CY(Computers and Society), cs.CR(Cryptography and Security), cs.DC(Distributed, Parallel, and Cluster Computing), cs.HC(Human-Computer Interaction), cs.CE(Computational Engineering, Finance, and Science), cs.NI(Networking and Internet Architecture), cs.CC(Computational Complexity), cs.AI(Artificial Intelligence), cs.MA(Multiagent Systems), cs.GL(General Literature), cs.NE(Neural and Evolutionary Computing), cs.SC(Symbolic Computation), cs.AR(Hardware Architecture), cs.CV(Computer Vision and Pattern Recognition), cs.GR(Graphics), cs.ET(Emerging Technologies), cs.SY(Systems and Control), cs.CG(Computational Geometry), cs.OH(Other Computer Science), cs.PL(Programming Languages), cs.SE(Software Engineering), cs.LG(Machine Learning), cs.SD(Sound), cs.SI(Social and Information Networks), cs.RO(Robotics), cs.IT(Information Theory), cs.PF(Performance), cs.CL(Computation and Language), cs.IR(Information Retrieval), cs.MS(Mathematical Software), cs.FL(Formal Languages and Automata Theory), cs.DS(Data Structures and Algorithms), cs.OS(Operating Systems), cs.GT(Computer Science and Game Theory), cs.DB(Databases), cs.DL(Digital Libraries), cs.DM(Discrete Mathematics). Directly output the class name.

gpt: cs.LG(Machine Learning)