2 papers
stat.ML2026
Refining Covariance Matrix Estimation in Stochastic Gradient Descent Through Bias Reduction
Ziyang Wei, Wanrong Zhu, Jingyang Lyu +1
We study online inference and asymptotic covariance estimation for the stochastic gradient descent (SGD) algorithm. While classical methods (such as plug-in and batch-means estimat…
stat.ML2026
Single Index Bandits: Generalized Linear Contextual Bandits with Unknown Reward Functions
Yue Kang, Mingshuo Liu, Bongsoo Yi +4
Generalized linear bandits have been extensively studied due to their broad applicability in real-world online decision-making problems. However, these methods typically assume tha…