23 citations · 41 across the 7 of their papers we have counts for
7 papers
Towards Automated Confidence Bound Provers and Searchers
My Phan, Erik Learned-Miller
In this work we lay the groundwork for automating the process of finding and proving the validity of lower confidence bounds of the mean. Our key finding is based on the observatio…
Electricity price forecasting across Norway's five bidding zones in the post-crisis era
My Thi Diem Phan, Trung Tuyen Truong, Hoai Phuong Ha +1
Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price fo…
Towards Practical Mean Bounds for Small Samples
My Phan, Philip S. Thomas, Erik Learned-Miller
Historically, to bound the mean for small sample sizes, practitioners have had to choose between using methods with unrealistic assumptions about the unknown distribution (e.g., Ga…
Designing Transportable Experiments
My Phan, David Arbour, Drew Dimmery +1
We consider the problem of designing a randomized experiment on a source population to estimate the Average Treatment Effect (ATE) on a target population. We propose a novel approa…
Regret Balancing for Bandit and RL Model Selection
Yasin Abbasi-Yadkori, Aldo Pacchiano, My Phan
We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the b…
Model Selection in Contextual Stochastic Bandit Problems
Aldo Pacchiano, My Phan, Yasin Abbasi-Yadkori +4
We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base…