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Chi-Jen Lu

8 accepted papers

2023

Closing the Computational-Statistical Gap in Best Arm Identification for Combinatorial Semi-bandits

NeurIPS 2023poster

We study the best arm identification problem in combinatorial semi-bandits in the fixed confidence setting. We present Perturbed Frank-Wolfe Sampling (P-FWS), an algorithm that (i) runs in polynomial time, (ii) achieves the instance-specific minimal sample complexity in the high confidence regime, a…

2022

Improved analysis of randomized SVD for top-eigenvector approximation

AISTATS 2022poster

Computing the top eigenvectors of a matrix is a problem of fundamental interest to various fields. While the majority of the literature has focused on analyzing the reconstruction error of low-rank matrices associated with the retrieved eigenvectors, in many applications one is interested in finding…

Cited by 1SourcePDFScholar
2016

Rivalry of Two Families of Algorithms for Memory-Restricted Streaming PCA

AISTATS 2016poster

We study the problem of recovering the subspace spanned by the first k principal components of d-dimensional data under the streaming setting, with a memory bound of O(kd). Two families of algorithms are known for this problem. The first family is based on the framework of stochastic gradient descen…

Cited by 40SourcePDFScholar