Search Results for author: Kyoungseok Jang

Found 5 papers, 1 papers with code

Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Bandits

no code implementations17 Feb 2024 Kyoungseok Jang, Chicheng Zhang, Kwang-Sung Jun

Assuming access to the distribution of the covariates, we propose a novel low-rank matrix estimation method called LowPopArt and provide its recovery guarantee that depends on a novel quantity denoted by B(Q) that characterizes the hardness of the problem, where Q is the covariance matrix of the measurement distribution.

Computational Efficiency Efficient Exploration +2

Fixed Confidence Best Arm Identification in the Bayesian Setting

no code implementations16 Feb 2024 Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki

This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known prior.

Better-than-KL PAC-Bayes Bounds

no code implementations14 Feb 2024 Ilja Kuzborskij, Kwang-Sung Jun, Yulian Wu, Kyoungseok Jang, Francesco Orabona

In this paper, we consider the problem of proving concentration inequalities to estimate the mean of the sequence.

Inductive Bias

Tighter PAC-Bayes Bounds Through Coin-Betting

no code implementations12 Feb 2023 Kyoungseok Jang, Kwang-Sung Jun, Ilja Kuzborskij, Francesco Orabona

We consider the problem of estimating the mean of a sequence of random elements $f(X_1, \theta)$ $, \ldots, $ $f(X_n, \theta)$ where $f$ is a fixed scalar function, $S=(X_1, \ldots, X_n)$ are independent random variables, and $\theta$ is a possibly $S$-dependent parameter.

PopArt: Efficient Sparse Regression and Experimental Design for Optimal Sparse Linear Bandits

1 code implementation25 Oct 2022 Kyoungseok Jang, Chicheng Zhang, Kwang-Sung Jun

In this paper, we propose a simple and computationally efficient sparse linear estimation method called PopArt that enjoys a tighter $\ell_1$ recovery guarantee compared to Lasso (Tibshirani, 1996) in many problems.

Decision Making Experimental Design +1

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