This work introduces HACK GPs (Hedge Adaptive Cumulative Kernels), a method that views kernel selection as an online learning with expert advice problem and establishes general guarantees showing that, under a loss-gap condition, the weight concentrates on the best kernel and the resulting acquisition function is close...
Kavin Aravindan, Mani Tej Sriram, Gautam Dasarathy et al.· Performance evaluation (Prin...· 0 citations
The stochastic linear bandit, where actions are represented as vectors and rewards are linear, is a central paradigm for sequential decision making. We study a partially observed variant of this problem in which the learning agent only sees a random subset of coordinates for each action. Such partial observability aris...
Gautam Dasarathy, V. Gattani, Lalit Jain· 0 citations
Gaussian graphical model selection is usually studied under independent sampling, but in many applications the data arise as a single trajectory of a dependent stochastic process. We study exact recovery of the graph from one trajectory of random-scan Gaussian Glauber dynamics. Existing techniques for this problem eith...