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stat.ML2023
Small Total-Cost Constraints in Contextual Bandits with Knapsacks, with Application to Fairness
Evgenii Chzhen, Christophe Giraud, Zhen Li +1
We consider contextual bandit problems with knapsacks [CBwK], a problem where at each round, a scalar reward is obtained and vector-valued costs are suffered. The learner aims to m…
stat.ML2017
Learning Gaussian Graphical Models Using Discriminated Hub Graphical Lasso
Zhen Li, Jingtian Bai, Weilian Zhou
We develop a new method called Discriminated Hub Graphical Lasso (DHGL) based on Hub Graphical Lasso (HGL) by providing prior information of hubs. We apply this new method in two s…