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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2403.18127 |
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| _version_ | 1866909152244137984 |
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| author | Feng, Shi Xiong, Nuoya Zhang, Zhijie Chen, Wei |
| author_facet | Feng, Shi Xiong, Nuoya Zhang, Zhijie Chen, Wei |
| contents | Pseudo log-likelihood is a type of maximum likelihood estimation (MLE) method used in various fields including contextual bandits, influence maximization of social networks, and causal bandits. However, in previous literature \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}, the log-likelihood function may not be bounded, which may result in the algorithm they proposed not well-defined. In this paper, we give a counterexample that the maximum pseudo log-likelihood estimation fails and then provide a solution to correct the algorithms in \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_18127 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Correction of Pseudo Log-Likelihood Method Feng, Shi Xiong, Nuoya Zhang, Zhijie Chen, Wei Machine Learning Statistics Theory Pseudo log-likelihood is a type of maximum likelihood estimation (MLE) method used in various fields including contextual bandits, influence maximization of social networks, and causal bandits. However, in previous literature \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}, the log-likelihood function may not be bounded, which may result in the algorithm they proposed not well-defined. In this paper, we give a counterexample that the maximum pseudo log-likelihood estimation fails and then provide a solution to correct the algorithms in \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}. |
| title | A Correction of Pseudo Log-Likelihood Method |
| topic | Machine Learning Statistics Theory |
| url | https://arxiv.org/abs/2403.18127 |