93 citations · 326 across the 39 of their papers we have counts for
41 papers
Best Arm Identification for Bandits with Shifting Means
Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal +2
We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean re…
Acceleration for Affine-coupling problems
Clement Lezane, Sophie Langer, Wouter M. Koolen
Saddle-point problems play an important role in modern machine learning, including robust optimization and algorithmic fairness. We investigate structured convex--concave minimax p…
Optimized projection-free algorithms for online learning: construction and worst-case analysis
Julien Weibel, Pierre Gaillard, Wouter M. Koolen +1
This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely,…
On the Robustness of Kernel Ridge Regression Using the Cauchy Loss Function
Hongwei Wen, Annika Betken, Wouter Koolen
Robust regression aims to develop methods for estimating an unknown regression function in the presence of outliers, heavy-tailed distributions, or contaminated data, which can sev…
A Generalisation of Ville's Inequality to Monotonic Lower Bounds and Thresholds
Wouter M. Koolen, Muriel Felipe Pérez-Ortiz, Tyron Lardy
Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Mar…
Supermartingales for One-Sided Tests: Sufficient Monotone Likelihood Ratios are Sufficient
Peter D. Grünwald, Wouter M. Koolen
The t-statistic is a widely-used scale-invariant statistic for testing the null hypothesis that the mean is zero. Martingale methods enable sequential testing with the t-statistic…