113 citations · 181 across the 8 of their papers we have counts for
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cs.LG2020★ 2 cited
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection
Wenhao Li, Ningyuan Chen, L. Jeff Hong
We consider a contextual online learning (multi-armed bandit) problem with high-dimensional covariate and decision . The reward function to learn, $f(\math…
math.OC2020★ 113 cited
Review on Ranking and Selection: A New Perspective
L. Jeff Hong, Weiwei Fan, Jun Luo
In this paper, we briefly review the development of ranking-and-selection (R&S) in the past 70 years, especially the theoretical achievements and practical applications in the last…