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stat.ML2024
HAVER: Instance-Dependent Error Bounds for Maximum Mean Estimation and Applications to Q-Learning and Monte Carlo Tree Search
Tuan Ngo Nguyen, Jay Barrett, Kwang-Sung Jun
We study the problem of estimating the \emph{value} of the largest mean among K distributions via samples from them (rather than estimating \emph{which} distribution has the larges…
stat.ML2024
Minimum Empirical Divergence for Sub-Gaussian Linear Bandits
Kapilan Balagopalan, Kwang-Sung Jun
We propose a novel linear bandit algorithm called LinMED (Linear Minimum Empirical Divergence), which is a linear extension of the MED algorithm that was originally designed for mu…