Search Results for author: Yunbei Xu

Found 5 papers, 2 papers with code

Bayesian Design Principles for Frequentist Sequential Learning

1 code implementation1 Oct 2023 Yunbei Xu, Assaf Zeevi

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles.

Multi-Armed Bandits reinforcement-learning

Towards Problem-dependent Optimal Learning Rates

no code implementations NeurIPS 2020 Yunbei Xu, Assaf Zeevi

We study problem-dependent rates, i. e., generalization errors that scale tightly with the variance or the effective loss at the "best hypothesis."

Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory

no code implementations12 Nov 2020 Yunbei Xu, Assaf Zeevi

We introduce a principled framework dubbed "uniform localized convergence," and characterize sharp problem-dependent rates for central statistical learning problems.

Learning Theory Stochastic Optimization

Upper Counterfactual Confidence Bounds: a New Optimism Principle for Contextual Bandits

no code implementations15 Jul 2020 Yunbei Xu, Assaf Zeevi

The principle of optimism in the face of uncertainty is one of the most widely used and successful ideas in multi-armed bandits and reinforcement learning.

counterfactual Multi-Armed Bandits +1

Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures

1 code implementation21 Nov 2018 Yanli Liu, Yunbei Xu, Wotao Yin

They reduce a difficult problem to simple subproblems, so they are easy to implement and have many applications.

Optimization and Control

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