23 citations · 94 across the 23 of their papers we have counts for
4 papers · 1 filter
Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements
Emmanouil-Vasileios Vlatakis-Gkaragkounis, Angeliki Giannou, Yudong Chen +1
For min-max optimization and variational inequalities problems (VIP) encountered in diverse machine learning tasks, Stochastic Extragradient (SEG) and Stochastic Gradient Descent A…
SPEED: Experimental Design for Policy Evaluation in Linear Heteroscedastic Bandits
Subhojyoti Mukherjee, Qiaomin Xie, Josiah Hanna +1
In this paper, we study the problem of optimal data collection for policy evaluation in linear bandits. In policy evaluation, we are given a target policy and asked to estimate the…
Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes
Dongyan Huo, Yudong Chen, Qiaomin Xie
We consider Linear Stochastic Approximation (LSA) with a constant stepsize and Markovian data. Viewing the joint process of the data and LSA iterate as a time-homogeneous Markov ch…
Non-Asymptotic Analysis of Monte Carlo Tree Search
Devavrat Shah, Qiaomin Xie, Zhi Xu
In this work, we consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of infinite-hori…