no code implementations • 1 Oct 2022 • Mohsen Bayati, Junyu Cao, Wanning Chen
Next, we design two-phase bandit algorithms that first use subsampling and low-rank matrix estimation to obtain a substantially smaller targeted set of products and then apply a UCB procedure on the target products to find the best one.
no code implementations • 21 Oct 2021 • Wanning Chen, Mohsen Bayati
Utilizing this observation, we introduce a new optimization problem to select a weight matrix that minimizes the upper bound on the prediction error.