3 papers
stat.ML2025
GL-LowPopArt: A Nearly Instance-Wise Minimax-Optimal Estimator for Generalized Low-Rank Trace Regression
Junghyun Lee, Kyoungseok Jang, Kwang-Sung Jun +2
We present `GL-LowPopArt`, a novel Catoni-style estimator for generalized low-rank trace regression. Building on `LowPopArt` (Jang et al., 2024), it employs a two-stage approach: n…
stat.ML2024
A Unified Confidence Sequence for Generalized Linear Models, with Applications to Bandits
Junghyun Lee, Se-Young Yun, Kwang-Sung Jun
We present a unified likelihood ratio-based confidence sequence (CS) for any (self-concordant) generalized linear model (GLM) that is guaranteed to be convex and numerically tight.…
stat.ML2023
Improved Regret Bounds of (Multinomial) Logistic Bandits via Regret-to-Confidence-Set Conversion
Junghyun Lee, Se-Young Yun, Kwang-Sung Jun
Logistic bandit is a ubiquitous framework of modeling users' choices, e.g., click vs. no click for advertisement recommender system. We observe that the prior works overlook or neg…