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Daniel Russo

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Adaptivity and Confounding in Multi-armed Bandit ExperimentsQuantifying Uncertainty: Stochastic, Adversarial, and Beyond2022-09-12
Proposes deconfounded Thompson sampling, a simple tweak that samples arms by their posterior chance of being best across the whole population (not just the…
Talk on
On the Global Convergence and Approximation Benefits of Policy Gradient MethodsMathematics of Online Decision Making 20202020-10-23
Shows that gradient descent on parameterized policies avoids suboptimal stationary points when two concrete conditions hold: the policy class is closed under…
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