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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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239479718957 · Jun 202019922001200920172026
48 results for COLT open problem

This work accelerates gradient descent with anytime convergence guarantees.

problem Improving the convergence rate of gradient descent methods.
method Proposes a stepsize schedule for gradient descent that achieves anytime convergence rates.
result Gradient descent can achieve convergence rates of O(T1.119)O(T^{-1.119}) for any stopping time TT.

The paper solves open questions in computable PAC learning, providing a complete landscape.

problem Understanding the boundaries and capabilities of computable PAC learning.
method Analyzing and constructing decidable hypothesis classes with different sample complexities and Littlestone dimensions.
result A complete understanding of CPAC learnability, answering open questions and confirming conjectures.

Novel approach to universal online learning for bounded losses, closing open problems.

problem Characterizing processes for universal online learning under non-i.i.d. conditions.
method Characterization of processes admitting strong and weak universal learning, introduction of optimistically universal learning rule.
result Introduction of a novel 1NN algorithm that is optimistically universal for bounded losses.

Learning linear predictors with the logistic loss---both in stochastic and online settings---is a fundamental task in machine learning and statistics, with direct connections to classification and boosting. Existing "fast rates" for this setting exhibit exponential dependence on the predictor norm, and Hazan et al. (20…

2018-03-25abs ↗pdf ↗

CoLT assesses neural posterior estimates by detecting discrepancies across conditioning inputs.

problem Validating neural posterior estimates from limited data.
method Conditional Localization Test (CoLT) learns a localization function to detect strong deviations.
result CoLT provides rigorous guarantees and practical scalability for comparing true and neural posterior distributions.

We study the algorithmic problem of estimating the mean of heavy-tailed random vector in Rd\mathbb{R}^d, given nn i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming that the random vector has bounded mean and covariance. Polynomial-time solutio…

2019-08-13abs ↗pdf ↗

This work proves lower bounds on a greedy teaching set construction algorithm.

problem Characterize the best-case teaching dimension of a concept class.
method A greedy algorithm that iteratively adds points to the teaching set to restrict the concept class the most.
result Lower bounds on the performance of the greedy approach for small k, extending up to k ≤ c*d for small constant c.

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better empirical performance compared to the state of the art methods. In this paper, we …

2012-09-15abs ↗pdf ↗

New algorithm reduces sample complexity for multi-distribution learning.

problem Achieving data-efficient multi-distribution learning with robustness and fairness.
method Proposes a novel algorithm with sample complexity (d+k)/varepsilon^2 for Vapnik-Chervonenkis (VC) dimension d, matching lower bounds.
result Algorithm matches best-known lower bound and resolves open problems in COLT 2023.

New sampling and identity-testing methods for mixtures of distributions that don't satisfy approximate tensorization of entropy.

problem Sampling and identity-testing for mixtures of distributions that don't satisfy approximate tensorization of entropy.
method Fast mixing of Glauber dynamics and efficient identity-testers in the coordinate-conditional sampling access model.
result Efficient identity-testers for mixtures of ATE distributions in the coordinate-conditional sampling access model.

New algorithm reduces regret in online portfolio and quantum state learning.

problem Efficiently learning portfolios and quantum states online with minimal regret.
method BISONS algorithm for online portfolio selection, SCHRODINGER'S BISONS for quantum states, with polylogarithmic regret.
result First efficient algorithm with polylogarithmic regret for online portfolio selection and quantum states.

Quadratic memory is essential for optimal convex optimization queries.

problem Optimal query complexity for convex optimization and feasibility problems.
method Lower bounds on query complexity for convex optimization and feasibility problems.
result Center-of-mass algorithms are Pareto-optimal for both convex optimization and feasibility problems.

Random exploration optimizes Bayesian optimization with optimal error rates and computational efficiency.

problem Optimizing Gaussian Process models in Bayesian optimization.
method Random sampling from a distribution in an infinite dimensional Hilbert space, with domain shrinking and order-optimal regret guarantees.
result Achieves optimal error rates and computational efficiency in both noise-free and noisy settings.

In this paper, we prove a conjecture published in 1989 and also partially address an open problem announced at the Conference on Learning Theory (COLT) 2015. With no unrealistic assumption, we first prove the following statements for the squared loss function of deep linear neural networks with any depth and any widths…

2016-05-23abs ↗pdf ↗

The paper explores how to reduce classification tasks to optimization problems in Euclidean space.

problem Understanding the minimum dimension needed for reducing classification tasks to optimization problems.
method Developed a generalization of the Borsuk-Ulam Theorem to analyze the expressivity of reductions.
result The minimum Euclidean dimension required can be exponentially larger than the VC dimension, even for slightly non-trivial reductions.

Paper shows TD learning without projection converges robustly.

problem Investigate convergence of TD learning with linear approx.
method Simple unprojected TD(0) with novel self-bounding property.
result TD(0) converges with rate O~(1/T)\widetilde{\mathcal{O}}(1/\sqrt{T}).

We study a general online linear optimization problem(OLO). At each round, a subset of objects from a fixed universe of nn objects is chosen, and a linear cost associated with the chosen subset is incurred. To measure the performance of our algorithms, we use the notion of regret which is the difference between the to…

2018-06-12abs ↗pdf ↗

Study on list learning with noisy data, showing limits and some learnable cases.

problem Learning from noisy data in a list learning context.
method Inspired by coding theory, extends list learning model to study sparse conjunctions and parities/majors.
result Sparse conjunctions can be efficiently list learned under certain conditions, but parities and majors cannot be efficiently learned.

New algorithm tackles self-selection bias in estimating linear regressors.

problem Estimating kk linear regressors with self-selection bias in dd dimensions.
method First local convergence algorithm for self-selection, reducing to coarsening problem.
result Improves running time of previous algorithms by a poly(d, k, 1/ε) factor.

Long horizon reinforcement learning is as hard as short horizon learning.

problem Understanding the difficulty of long horizon reinforcement learning problems.
method Introduced new concepts: ε-net for optimal policies and Online Trajectory Synthesis algorithm.
result Proved that sample complexity scales logarithmically with the planning horizon, refuting the conjecture.

New algorithm reduces regret in private online learning with optimal gap-dependent rate.

problem Optimal gap-dependent regret rate for private stochastic decision-theoretic online learning.
method Horizon-free pure-DP algorithm with exponential block partitioning and softmax selection.
result Explicit regret bound of 1000(logKΔmin+logKε)1000 \cdot (\frac{\log K}{Δ_{\min}}+\frac{\log K}{\varepsilon}).

Improved private learning of halfspaces with reduced sample complexity.

problem Private learning of halfspaces with reduced sample complexity.
method Iterative algorithm for solving linear feasibility problem, improving state-of-the-art results.
result Sample complexity reduced to d2.52logGd^{2.5} \cdot 2^{\log^*|G|}, improving d2d^2 factor.

Improved sampling from non-log-concave distributions with polynomial query complexity.

problem Sampling from distributions with non-log-concave densities efficiently.
method Combining Ornstein-Uhlenbeck process assumptions and polynomial moment conditions.
result Polynomial query complexity improvement over previous methods.

Efficiently estimates linear models robust to corrupted data.

problem Learning linear models under adversarial corruption and minimal distributional assumptions.
method Develops a polynomial relaxation of independence to achieve optimal convergence rate.
result Achieves optimal convergence rate of ε22/kε^{2-2/k} for kk-hypercontractive distributions.

A new bandit problem where experiments can be interrupted if results are not promising.

problem Interruptible multi-armed bandit problem with a threshold for cumulative reward.
method Formalized survival regret, identified key components (regret and probability of ruin), derived lower bounds and optimal policies.
result No policy can achieve sublinear survival regret, but optimal policies minimize survival regret in a Pareto sense.

We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted by sub-exponential noise and strives to achieve optimal regret guarantee, witho…

2019-02-05abs ↗pdf ↗

We propose a hypergraph-based active learning scheme which we term HS2HS^2, HS2HS^2 generalizes the previously reported algorithm S2S^2 originally proposed for graph-based active learning with pointwise queries [Dasarathy et al., COLT 2015]. Our HS2HS^2 method can accommodate hypergraph structures and allows one to ask bo…

2018-11-25abs ↗pdf ↗

New bounds show complex neural networks need many queries to learn.

problem Learning non-polynomial activation functions with Gaussian marginals.
method Gradient boosting procedure to amplify lower bounds on SQ dimension of neural networks.
result Statistical-query lower bounds for ReLU regression with 2ncε2^{n^c} ε queries.

New algorithms estimate parameters of Gaussian and non-Gaussian distributions from truncated samples.

problem Estimating distributional parameters from truncated samples.
method Polynomial time algorithms for exponential families and simple sets.
result Efficient algorithms for estimating parameters of various distributions from truncated samples.

New bounds on SGD's final iterate convergence rate in constant dimension.

problem Characterize the convergence rate of SGD's final iterate in constant dimension.
method Proved lower bounds of Ω(logd/T)Ω(\log d/\sqrt{T}) and Ω(logd/T)Ω(\log d/T) for non-smooth Lipschitz convex and strongly convex functions respectively.
result First general dimension dependent lower bound on SGD's final iterate convergence rate.

Study on computing and estimating calibration distance, showing hardness and efficiency.

problem Computing and estimating calibration distance under different assumptions.
method Efficient algorithm for exact computation, polynomial-time approximation scheme; sample-based estimation for upper bounds.
result The problem becomes NP-hard when assumptions are removed, but efficient algorithms exist under certain conditions.