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Beyond UCB: statistical complexity and optimal algorithm for non-linear ridge bandits
September 9, 2022 @ 11:00 am - 12:00 pm
Yanjun Han, MIT
This is based on a recent joint work with Jiantao Jiao, Nived Rajaraman, and Kannan Ramchandran.
Yanjun Han is a Norbert Wiener postdoctoral associate in the Statistics and Data Science Center, mentored by Sasha Rakhlin and Philippe Rigollet. He received his Ph.D. in Electrical Engineering from Stanford University in Aug 2021, under the supervision of Tsachy Weissman. After that, he spent one year as a postdoctoral scholar at the Simons Institute for the Theory of Computing, UC Berkeley. Starting from Sept 2023, he will be an assistant professor of mathematics and data science at the Courant Institute of Mathematical Sciences and the Center for Data Science at NYU. His research interests lie in statistical machine learning, high-dimensional and nonparametric statistics, online learning and bandits, and information theory.