3 citations · 3 across the 7 of their papers we have counts for
4 papers · 1 filter
Scalable LinUCB: Low-Rank Design Matrix Updates for Recommenders with Large Action Spaces
Evgenia Shustova, Marina Sheshukova, Sergey Samsonov +1
In this paper, we introduce PSI-LinUCB, a scalable variant of LinUCB that enables efficient training, inference, and memory usage by representing the inverse regularized design mat…
On the Rate of Gaussian Approximation for Linear Regression Problems
Marat Khusainov, Marina Sheshukova, Alain Durmus +1
In this paper, we consider the problem of Gaussian approximation for the online linear regression task. We derive the corresponding rates for the setting of a constant learning rat…
Statistical inference for Linear Stochastic Approximation with Markovian Noise
Sergey Samsonov, Marina Sheshukova, Eric Moulines +1
In this paper we derive non-asymptotic Berry-Esseen bounds for Polyak-Ruppert averaged iterates of the Linear Stochastic Approximation (LSA) algorithm driven by the Markovian noise…
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
Marina Sheshukova, Sergey Samsonov, Denis Belomestny +4
In this paper, we establish the non-asymptotic validity of the multiplier bootstrap procedure for constructing the confidence sets using the Stochastic Gradient Descent (SGD) algor…