21 citations · 26 across the 6 of their papers we have counts for
Showing stat.MLShow all
2 papers · 1 filter
stat.ML2024
Approximate Thompson Sampling for Learning Linear Quadratic Regulators with Regret
Yeoneung Kim, Gihun Kim, Jiwhan Park +1
We propose a novel Thompson sampling algorithm that learns linear quadratic regulators (LQR) with a Bayesian regret bound of . Our method leverages Langevin dynamics w…
stat.ML2021
Improved Regret Analysis for Variance-Adaptive Linear Bandits and Horizon-Free Linear Mixture MDPs
Yeoneung Kim, Insoon Yang, Kwang-Sung Jun
In online learning problems, exploiting low variance plays an important role in obtaining tight performance guarantees yet is challenging because variances are often not known a pr…