1 code implementation • 8 Sep 2020 • My Phan, David Arbour, Drew Dimmery, Anup B. Rao
To reduce the variance of our estimator, we design a covariate balance condition (Target Balance) between the treatment and control groups based on the target population.
Methodology
no code implementations • 9 Jun 2020 • Yasin Abbasi-Yadkori, Aldo Pacchiano, My Phan
Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion.
no code implementations • NeurIPS 2020 • Aldo Pacchiano, My Phan, Yasin Abbasi-Yadkori, Anup Rao, Julian Zimmert, Tor Lattimore, Csaba Szepesvari
Our methods rely on a novel and generic smoothing transformation for bandit algorithms that permits us to obtain optimal $O(\sqrt{T})$ model selection guarantees for stochastic contextual bandit problems as long as the optimal base algorithm satisfies a high probability regret guarantee.
no code implementations • NeurIPS 2019 • My Phan, Yasin Abbasi Yadkori, Justin Domke
We study the effects of approximate inference on the performance of Thompson sampling in the $k$-armed bandit problems.
no code implementations • NeurIPS 2019 • My Phan, Yasin Abbasi-Yadkori, Justin Domke
We study the effects of approximate inference on the performance of Thompson sampling in the $k$-armed bandit problems.