Kwang-Sung Jun

Causal discovery with high dimensional non-Gaussian data & Scalable Generalized Linear Bandits: Online Computation and Hashing

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 …

Top Arm Identification in Multi-Armed Bandits with Batch Arm Pulls and Efficient Bregman Projections onto the Permutahedron and Related Polytopes

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 …