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cs.LG2024
Model-free Low-Rank Reinforcement Learning via Leveraged Entry-wise Matrix Estimation
Stefan Stojanovic, Yassir Jedra, Alexandre Proutiere
We consider the problem of learning an -optimal policy in controlled dynamical systems with low-rank latent structure. For this problem, we present LoRa-PI (Low-Rank P…
cs.LG2024
Conformal Predictions under Markovian Data
Frédéric Zheng, Alexandre Proutiere
We study the split Conformal Prediction method when applied to Markovian data. We quantify the gap in terms of coverage induced by the correlations in the data (compared to exchang…
cs.LG2024
Low-Rank Bandits via Tight Two-to-Infinity Singular Subspace Recovery
Yassir Jedra, William Réveillard, Stefan Stojanovic +1
We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair is selected, the learner observes a noisy sample of th…