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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.…
Fair Streaming Principal Component Analysis: Statistical and Algorithmic Viewpoint
Junghyun Lee, Hanseul Cho, Se-Young Yun +1
Fair Principal Component Analysis (PCA) is a problem setting where we aim to perform PCA while making the resulting representation fair in that the projected distributions, conditi…
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…