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stat.ML2024
Contextual Linear Optimization with Partial Feedback
Yichun Hu, Nathan Kallus, Xiaojie Mao +1
Contextual linear optimization (CLO) uses predictive contextual features to reduce uncertainty in random cost coefficients in the objective and thereby improve decision-making perf…
stat.ML2020
Fast Rates for Contextual Linear Optimization
Yichun Hu, Nathan Kallus, Xiaojie Mao
Incorporating side observations in decision making can reduce uncertainty and boost performance, but it also requires we tackle a potentially complex predictive relationship. While…
stat.ML2019
Smooth Contextual Bandits: Bridging the Parametric and Non-differentiable Regret Regimes
Yichun Hu, Nathan Kallus, Xiaojie Mao
We study a nonparametric contextual bandit problem where the expected reward functions belong to a Hölder class with smoothness parameter . We show how this interpolates between…