Statistics

Improved Regret Bounds of (Multinomial) Logistic Bandits via Regret-to-Confidence-Set Conversion featured image

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 system. We observe that the prior works overlook or …

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Junghyun Lee
Fair Streaming Principal Component Analysis: Statistical and Algorithmic Viewpoint featured image

Fair Streaming Principal Component Analysis: Statistical and Algorithmic Viewpoint

Proposes a framework for performing fair PCA in memory limited, streaming setting. Sample complexity results and empirical discussions show the superiority of our approach compared …

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Junghyun Lee
Nearly Optimal Latent State Decoding in Block MDPs featured image

Nearly Optimal Latent State Decoding in Block MDPs

First theoretical analysis of model estimation and reward-free RL of block MDP, without resorting to function approximation frameworks. Lower bounds and algorithms with …

yassir-jedra
Fast and Efficient MMD-based Fair PCA via Optimization over Stiefel Manifold featured image

Fast and Efficient MMD-based Fair PCA via Optimization over Stiefel Manifold

Proposes a new MMD-based definition of fairness for PCA, then formulate fair PCA as an optimization over the Stiefel manifold. Various theoretical and empirical discussions show …

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Junghyun Lee