In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.

[Q]: Abstract: We often encounter situations in which an experimenter wants to find, by sequential experimentation, xmax = arg maxx f(x), where f(x) is a (possibly unknown) function of a well controllable variable x. Taking inspiration from physics and engineering, we have designed a new method to address this problem. In this paper, we first introduce the method in continuous time, and then present two algorithms for use in sequential experiments. Through a series of simulation studies, we show that the method is effective for finding maxima of unknown functions by experimentation, even when the maximum of the functions drifts or when the signal to noise ratio is low.
[A]: Thompson sampling with the online bootstrap


[Q]: A Verbal Autopsy is the record of an interview about the circumstances of an uncertified death. In developing countries, if a death occurs away from health facilities, a field-worker interviews a relative of the deceased about the circumstances of the death; this Verbal Autopsy can be reviewed offsite. We report on a comparative study of the processes involved in Text Classification applied to classifying Cause of Death: feature value representation; machine learning classification algorithms; and feature reduction strategies in order to identify the suitable approaches applicable to the classification of Verbal Autopsy text. We demonstrate that normalised term frequency and the standard TFiDF achieve comparable performance across a number of classifiers. The results also show Support Vector Machine is superior to other classification algorithms employed in this research. Finally, we demonstrate the effectiveness of employing a ’locally-semisupervised’ feature reduction strategy in order to increase performance accuracy.
[A]: A Comparative Study of Machine Learning Methods for Verbal Autopsy Text Classification


[Q]: In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that addresses some of the shortcomings of the well-known variance-related risk measures, and because of its computational efficiencies has gained popularity in finance and operations research. In this paper, we consider the mean-CVaR optimization problem in MDPs. We first derive a formula for computing the gradient of this risk-sensitive objective function. We then devise policy gradient and actor-critic algorithms that each uses a specific method to estimate this gradient and updates the policy parameters in the descent direction. We establish the convergence of our algorithms to locally risk-sensitive optimal policies. Finally, we demonstrate the usefulness of our algorithms in an optimal stopping problem.
[A]:
Algorithms for CVaR Optimization in MDPs