Grad Student, UW-Madison
Abstract: Confidence sequence provides ways to characterize uncertainty in stochastic environments, which is a widely-used tool for interactive machine learning algorithms and statistical problems including A/B testing, Bayesian optimization, reinforcement learning, and offline learning. In these problems, constructing confidence sequences that are tight without losing correctness is crucial since it …
In this talk, we will consider linear structural equation models which correspond to directed acyclic graphs (DAGs). These models assume that each observed variable is a linear function of the other variables and some error term. It has been previously shown for DAGs, when the error terms in a SEM …
Video: https://vimeo.com/158493334 Talk 1 – Kwang-Sung Jun: Top Arm Identification in Multi-Armed Bandits with Batch Arm Pulls We introduce a new multi-armed bandit (MAB) problem in which arms must be sampled in batches, rather than one at a time. This is motivated by applications in social media monitoring and biological …