2 papers
cs.LG2025
Optimizing Shortfall Risk Metric for Learning Regression Models
Harish G. Ramaswamy, L. A. Prashanth
We consider the problem of estimating and optimizing utility-based shortfall risk (UBSR) of a loss, say , in the context of a regression problem. Empirical risk min…
cs.LG2025
Minimum mean-squared error estimation with bandit feedback
Ayon Ghosh, L. A. Prashanth, Dipayan Sen +1
We consider the problem of sequentially learning to estimate, in the mean squared error (MSE) sense, a Gaussian -vector of unknown covariance by observing only of its en…