4 papers · 1 filter
Halve-Then-Greedy: Adaptive Sampling for Posterior Success with Near-Optimal Instance Dependence
Yinan Li, Kwang-Sung Jun, Kapilan Balagopalan +4
We study fixed-budget adaptive experimentation aimed at maximizing the probability of obtaining sufficient posterior evidence that a recommended design's mean performance exceeds a…
Sign Betting for Misspecified Regression: Variance Adaptivity and Optimal Approximation
Yinan Li, Han Han, Kwang-Sung Jun
We study bounded regression under model misspecification, evaluating a function by its distance to the conditional mean , rather than the…
-Good Action Identification in Fixed-Budget Monte Carlo Tree Search
Yinan Li, Tuan Nguyen, Kwang-Sung Jun
We study the fixed-budget max-min action identification problem in depth-2 max-min trees, an important special case of Monte Carlo Tree Search. A learner sequentially allocates …
Second-Order Bounds for [0,1]-Valued Regression via Betting Loss
Yinan Li, Kwang-Sung Jun
We consider the -valued regression problem in the i.i.d. setting. In a related problem called cost-sensitive classification, \citet{foster21efficient} have shown that the lo…