Search Results for author: Raymond K. W. Wong

Found 14 papers, 4 papers with code

Distributional Off-policy Evaluation with Bellman Residual Minimization

no code implementations2 Feb 2024 Sungee Hong, Zhengling Qi, Raymond K. W. Wong

We consider the problem of distributional off-policy evaluation which serves as the foundation of many distributional reinforcement learning (DRL) algorithms.

Distributional Reinforcement Learning Off-policy evaluation

Implicit Regularization for Group Sparsity

1 code implementation29 Jan 2023 Jiangyuan Li, Thanh V. Nguyen, Chinmay Hegde, Raymond K. W. Wong

We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network.

regression

Extending the Use of MDL for High-Dimensional Problems: Variable Selection, Robust Fitting, and Additive Modeling

no code implementations26 Jan 2022 Zhenyu Wei, Raymond K. W. Wong, Thomas C. M. Lee

In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity.

Additive models Denoising +2

Projected State-action Balancing Weights for Offline Reinforcement Learning

no code implementations10 Sep 2021 Jiayi Wang, Zhengling Qi, Raymond K. W. Wong

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL).

Causal Inference reinforcement-learning +1

Matrix Completion with Model-free Weighting

no code implementations9 Jun 2021 Jiayi Wang, Raymond K. W. Wong, Xiaojun Mao, Kwun Chuen Gary Chan

In particular, the proposed method achieves a stronger guarantee than existing work in terms of the scaling with respect to the observation probabilities, under asymptotically heterogeneous missing settings (where entry-wise observation probabilities can be of different orders).

Matrix Completion

CP Degeneracy in Tensor Regression

no code implementations22 Oct 2020 Ya Zhou, Raymond K. W. Wong, Kejun He

In this article, we provide useful results of CP degeneracy in tensor regression problems.

regression

Median Matrix Completion: from Embarrassment to Optimality

no code implementations ICML 2020 Weidong Liu, Xiaojun Mao, Raymond K. W. Wong

In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix.

Matrix Completion

Benefits of Jointly Training Autoencoders: An Improved Neural Tangent Kernel Analysis

no code implementations27 Nov 2019 Thanh V. Nguyen, Raymond K. W. Wong, Chinmay Hegde

Starting from a randomly initialized autoencoder network, we rigorously prove the linear convergence of gradient descent in two learning regimes, namely: (i) the weakly-trained regime where only the encoder is trained, and (ii) the jointly-trained regime where both the encoder and the decoder are trained.

Matrix Completion under Low-Rank Missing Mechanism

no code implementations19 Dec 2018 Xiaojun Mao, Raymond K. W. Wong, Song Xi Chen

Although missing structure is a key component to any missing data problems, existing matrix completion methods often assume a simple uniform missing mechanism.

Matrix Completion

Autoencoders Learn Generative Linear Models

no code implementations2 Jun 2018 Thanh V. Nguyen, Raymond K. W. Wong, Chinmay Hegde

For each of these models, we prove that under suitable choices of hyperparameters, architectures, and initialization, autoencoders learned by gradient descent can successfully recover the parameters of the corresponding model.

Provably Accurate Double-Sparse Coding

1 code implementation9 Nov 2017 Thanh V. Nguyen, Raymond K. W. Wong, Chinmay Hegde

To our knowledge, our work introduces the first computationally efficient algorithm for double-sparse coding that enjoys rigorous statistical guarantees.

Detecting Abrupt Changes in the Spectra of High-Energy Astrophysical Sources

1 code implementation28 Aug 2015 Raymond K. W. Wong, Vinay L. Kashyap, Thomas C. M. Lee, David A. van Dyk

We embed change points into a marked Poisson process, where photon wavelengths are regarded as marks and both the Poisson intensity parameter and the distribution of the marks are allowed to change.

Applications Instrumentation and Methods for Astrophysics

Matrix Completion with Noisy Entries and Outliers

no code implementations1 Mar 2015 Raymond K. W. Wong, Thomas C. M. Lee

This paper considers the problem of matrix completion when the observed entries are noisy and contain outliers.

Image Inpainting Matrix Completion

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