7 citations · 8 across the 13 of their papers we have counts for
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stat.ML2019★ 1 cited
On Constructing Confidence Region for Model Parameters in Stochastic Gradient Descent via Batch Means
Yi Zhu, Jing Dong
In this paper, we study a simple algorithm to construct asymptotically valid confidence regions for model parameters using the batch means method. The main idea is to cancel out th…
cs.LG2019
Uncertainty Quantification and Exploration for Reinforcement Learning
YI Zhu, Jing Dong, Henry Lam
We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications…