54 citations · 67 across the 14 of their papers we have counts for
Showing stat.MLShow all
2 papers · 1 filter
stat.ML2023
Empirical Risk Minimization for Losses without Variance
Guanhua Fang, Ping Li, Gennady Samorodnitsky
This paper considers an empirical risk minimization problem under heavy-tailed settings, where data does not have finite variance, but only has -th moment with . In…
stat.ML2022
On Penalization in Stochastic Multi-armed Bandits
Guanhua Fang, Ping Li, Gennady Samorodnitsky
We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected re…