Junghyun Lee
Junghyun Lee
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Probability Theory
Heavy-tail behaviour of SGD - Part 1
Event Weekly OSI Lab Seminar Short summary In this seminar, I will talk about a recent line of works that propose to analyze SGD under heavy-tail noise assumptions. Abstract One of the popular ways of analyzing the behavior of SGD and SGDm(SGD with momentum) is by considering it as a discretization of Langevin-type SDE.
Aug 14, 2020
Improved Regret Bounds of (Multinomial) Logistic Bandits via Regret-to-Confidence-Set Conversion
Logistic bandit is a ubiquitous framework of modeling users’ choices, e.g., click vs. no click for advertisement recommender …
Junghyun Lee
,
Se-Young Yun
,
Kwang-Sung Jun
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Deep Learning Theory - Optimization
specific topics tbd
Junghyun Lee
Likelihood Loss-based Confidence Sequence
Aim to derive tight likelihood loss-based confidence sequence with time-uniform guarantees, with applications to sequential decision making and RL.
Junghyun Lee
Sample Complexity of Learning in Structured Markov Chains and MDPs
(tbd)
Junghyun Lee
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