I am an assistant professor working at Chung-Ang University. Before this, I did my postdoc with Prof. Nicolò Cesa-Bianchi at Università degil Studi di Milano, Prof. Komiyama Junpei at NYU, and Prof. Kwang-Sung Jun at the University of Arizona. I got my Ph.D. in the Department of Mathematical Science at KAIST (Korea Advanced Institute of Science and Technology) with the advisor Wanmo Kang.
My research interests lie in statistical machine-learning problems, such as
Reinforcement learning (bandit)
High-dimensional bandits (sparse, bilinear, etc.)
Best arm identification
Generalization bounds (PAC-Bayes bound)
Generative model (GAN, VAE)
Other probabilistic tools (Stochastic PDE, Random Matrix Theory, etc......)
Title: Online Linear Regression with Paid Stochastic Features
Authors: Nadav Merlis, Kyoungseok Jang, Nicol`o Cesa-Bianchi
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I am looking for students to work with me on research in statistical learning and reinforcement learning.
If you are interested, feel free to contact me at ksjang@cau.ac.kr.
Title: Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Bandits
Authors: Kyoungseok Jang, Chicheng Zhang, Kwang-Sung Jun
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Title: Tighter PAC-Bayes Bounds Through Coin-Betting
Authors: Ilja Kuzborskij, Kwang-Sung Jun, Yulian Wu, Kyoungseok Jang, Francesco Orabona
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