Online Statistical Inference for Contextual Bandits via Stochastic
Gradient Descent

Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent

30 December 2022

Papers citing "Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent"

18 / 18 papers shown

Title
Fast Inference for Quantile Regression with Tens of Millions of Observations S. Lee Yuan Liao M. Seo Youngki Shin 47 6 0 29 Sep 2022
Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process C. Shi Jin Zhu Ye Shen Shuang Luo Hong Zhu R. Song OffRL 83 34 0 22 Feb 2022
Reinforcement Learning with Heterogeneous Data: Estimation and Inference Elynn Y. Chen Rui Song Michael I. Jordan OffRL 51 10 0 31 Jan 2022
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning Pratik Ramprasad Yuantong Li Zhuoran Yang Zhaoran Wang W. Sun Guang Cheng OffRL 76 27 0 08 Aug 2021
Near-optimal inference in adaptive linear regression K. Khamaru Y. Deshpande Tor Lattimore Lester W. Mackey Martin J. Wainwright 50 17 0 05 Jul 2021
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling S. Lee Yuan Liao M. Seo Youngki Shin 25 31 0 06 Jun 2021
Statistical Inference with M-Estimators on Adaptively Collected Data Kelly W. Zhang Lucas Janson Susan Murphy OffRL 40 43 0 29 Apr 2021
Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms Q. Shao Zhuohui Zhang 35 24 0 09 Feb 2021
Statistical Inference for Online Decision Making via Stochastic Gradient Descent Haoyu Chen Wenbin Lu R. Song OffRL 94 27 0 14 Oct 2020
Statistical Inference for Online Decision-Making: In a Contextual Bandit Setting Haoyu Chen Wenbin Lu R. Song OffRL 41 30 0 14 Oct 2020
Statistical Inference of the Value Function for Reinforcement Learning in Infinite Horizon Settings C. Shi Shengyao Zhang W. Lu R. Song OffRL 34 87 0 13 Jan 2020
Bootstrapping Upper Confidence Bound Botao Hao Yasin Abbasi-Yadkori Zheng Wen Guang Cheng 48 52 0 12 Jun 2019
HiGrad: Uncertainty Quantification for Online Learning and Stochastic Approximation Weijie J. Su Yuancheng Zhu 49 38 0 13 Feb 2018
Accurate Inference for Adaptive Linear Models Y. Deshpande Lester W. Mackey Vasilis Syrgkanis Matt Taddy OffRL 57 61 0 18 Dec 2017
Asymptotic Optimality in Stochastic Optimization John C. Duchi Feng Ruan 46 63 0 16 Dec 2016
Statistical Inference for Model Parameters in Stochastic Gradient Descent Xi Chen Jason D. Lee Xin T. Tong Yichen Zhang 51 138 0 27 Oct 2016
Dynamic Pricing with Demand Covariates Sheng Qiang Mohsen Bayati 84 116 0 25 Apr 2016
A Contextual-Bandit Approach to Personalized News Article Recommendation Lihong Li Wei Chu John Langford Robert Schapire 317 2,935 0 28 Feb 2010