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Found 5 papers, 1 papers with code
Adaptive maximization of social welfare
This implies that (i) welfare maximization is harder than the multi-armed bandit problem (with a rate of $T^{1/2}$ for finite policy sets), and (ii) our algorithm achieves the optimal rate.
Optimal Pre-Analysis Plans: Statistical Decisions Subject to Implementability
We show that implementation requires pre-analysis plans.
Adaptive Combinatorial Allocation
We consider settings where an allocation has to be chosen repeatedly, returns are unknown but can be learned, and decisions are subject to constraints.
Approximate Cross-validation: Guarantees for Model Assessment and Selection
Cross-validation (CV) is a popular approach for assessing and selecting predictive models.
The Risk of Machine Learning
To address (ii), we show that data-driven choices of regularization parameters, based on Stein's unbiased risk estimate or on cross-validation, yield estimators with risk uniformly close to the risk attained under the optimal (unfeasible) choice of regularization parameters.
