Search Results for author: Jaehyeok Shin

Found 4 papers, 1 papers with code

On conditional versus marginal bias in multi-armed bandits

no code implementations ICML 2020 Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo

The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature.

Multi-Armed Bandits

Are sample means in multi-armed bandits positively or negatively biased?

no code implementations NeurIPS 2019 Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo

It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean.

Multi-Armed Bandits Selection bias

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