Search Results for author: Gi-Soo Kim

Found 8 papers, 1 papers with code

GBOSE: Generalized Bandit Orthogonalized Semiparametric Estimation

no code implementations20 Jan 2023 Mubarrat Chowdhury, Elkhan Ismayilzada, Khalequzzaman Sayem, Gi-Soo Kim

In this work we propose a new algorithm with a semi-parametric reward model with state-of-the-art complexity of upper bound on regret amongst existing semi-parametric algorithms.

Decision Making Management +1

Robust Tests in Online Decision-Making

no code implementations21 Aug 2022 Gi-Soo Kim, Hyun-Joon Yang, Jane P. Kim

In this work, we propose a modified actor-critic algorithm which is robust to critic misspecification and derive a novel testing procedure for the actor parameters in this case.

Decision Making

Doubly Robust Thompson Sampling with Linear Payoffs

no code implementations NeurIPS 2021 Wonyoung Kim, Gi-Soo Kim, Myunghee Cho Paik

A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing.

Thompson Sampling

Doubly robust Thompson sampling for linear payoffs

no code implementations1 Feb 2021 Wonyoung Kim, Gi-Soo Kim, Myunghee Cho Paik

A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing.

Thompson Sampling

Doubly-Robust Lasso Bandit

1 code implementation NeurIPS 2019 Gi-Soo Kim, Myunghee Cho Paik

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.

Multi-Armed Bandits Recommendation Systems

Contextual Multi-armed Bandit Algorithm for Semiparametric Reward Model

no code implementations31 Jan 2019 Gi-Soo Kim, Myunghee Cho Paik

We prove that the high-probability upper bound of the regret incurred by the proposed algorithm has the same order as the Thompson sampling algorithm for linear reward models.

Recommendation Systems Thompson Sampling

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