Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

159318476635 · Jun 202019922001200920172026
48 results for adaptive lower bounds

Study on adaptivity to kernel regularity in bandit problems.

problem Adaptation to unknown kernel regularity in continuum-armed bandit problems.
method Derive adaptivity lower bound and verify with minimax non-adaptive kernelised bandit algorithms.
result Impossibility of achieving optimal cumulative regret in different RKHSs with varying regularities.

New algorithms avoid a dominant lower-order term in heavy-tailed loss settings.

problem Prediction with heavy-tailed losses without prior knowledge.
method Adaptive algorithms that avoid the maximum of losses as a lower-order term in regret.
result Improved regret bounds of O(θTlog(K))\mathcal{O}(\sqrt{θT\log(K)}) and O(θlog(KT)/Δmin)\mathcal{O}(θ\log(KT)/Δ_{\min}).

The study sets limits on how well systems can be controlled adaptively.

problem Learning to control unknown linear Gaussian systems with quadratic costs.
method Combining ideas from experiment design, estimation theory, and perturbation bounds of information matrices.
result Regret lower bounds of the order of T\sqrt{T} in the time horizon TT accurately capture control-theoretic parameters.

In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such adaptively chosen queries. In this paper, we propose a minimax framework for adaptive…

2016-02-13abs ↗pdf ↗

This work sets lower bounds on the number of score queries needed for diffusion sampling.

problem Establishing information-theoretic limits on the number of score evaluations required for diffusion sampling.
method Proving lower bounds on the number of adaptive score queries needed for sampling.
result Any sampling algorithm requires at least \(\widetilde{\Omega}(\sqrt{d})\) adaptive score queries for \(d\)-dimensional distributions.

The paper studies privacy-protected BAI with fixed confidence, deriving lower bounds and proposing an adaptive algorithm.

problem Privacy-protected Best Arm Identification (BAI) in data-sensitive applications.
method Derives lower bounds on sample complexity, proposes AdaP-TT algorithm with Laplace noise, and validates with experiments.
result AdaP-TT matches the sample complexity lower bound up to constants in the high-privacy regime.

We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds and exhibit methods that attain those bounds. Moreover, we show that adaptive estimation is possible in this setting.

2018-04-03abs ↗pdf ↗

Algorithm identifies best policy in MDPs with adaptive sampling.

problem Best policy identification in discounted MDPs with limited samples.
method Derive lower and upper bounds on sample complexity, design KLB-TS algorithm.
result KLB-TS algorithm achieves nearly-optimal sample allocation.

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of the data distribution, and show distribution-specific upper and lower bounds on…

2012-04-05abs ↗pdf ↗

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one population corresponding to distribution P1 with as few samples as possible. The main…

2012-09-06abs ↗pdf ↗

Optimal adaptive experiment for choosing best treatment with binary outcomes.

problem Choosing the best treatment from binary options in an adaptive experiment.
method Adaptive experiment with two phases: treatment allocation and choice. Neyman allocation method used.
result Neyman allocation is minimax and Bayes optimal, matching lower bounds for regret.

The paper addresses privacy-preserving BAI in clinical trials and user studies.

problem Privacy-preserving Best Arm Identification in adaptive clinical trials and user studies.
method The paper derives lower bounds on sample complexity for BAI algorithms with differential privacy constraints and proposes private variants of Top Two algorithms.
result Private variants of Top Two algorithms achieve asymptotic optimality in terms of sample complexity for BAI problems under differential privacy constraints.

We present Rotated Adaptive Tetra-iterated Quantizer (RATQ), a fixed-length quantizer for gradients in first order stochastic optimization. RATQ is easy to implement and involves only a Hadamard transform computation and adaptive uniform quantization with appropriately chosen dynamic ranges. For noisy gradients with al…

2019-08-22abs ↗pdf ↗

We consider the problem of learning causal networks with interventions, when each intervention is limited in size under Pearl's Structural Equation Model with independent errors (SEM-IE). The objective is to minimize the number of experiments to discover the causal directions of all the edges in a causal graph. Previou…

2015-10-30abs ↗pdf ↗

This work creates a CS for non-negative heavy-tailed data with bounded mean.

problem Constructing a confidence sequence for non-negative heavy-tailed data with bounded mean.
method Non-parametric, non-asymptotic lower confidence sequence construction.
result The constructed CS is efficient and can be converted into a closed-interval CS.

Traditional statistical analysis requires that the analysis process and data are independent. By contrast, the new field of adaptive data analysis hopes to understand and provide algorithms and accuracy guarantees for research as it is commonly performed in practice, as an iterative process of interacting repeatedly wi…

2016-04-08abs ↗pdf ↗

The paper sets bounds on how much regret is unavoidable in adaptive LQR with unknown B-matrix.

problem Understanding the limits of adaptive LQR with unknown B-matrix.
method Local asymptotic minimax regret lower bounds using van Trees' inequality and Bellman error representation.
result Logarithmic regret is impossible if the parametrization induces an uninformative optimal policy.

New algorithm reduces interventional strategy complexity for causal graph discovery.

problem Designing efficient interventional strategies for causal graph discovery.
method Developed an r-adaptive algorithm for causal graph discovery that minimizes the number of interventions.
result Achieved an approximation of O(min{r, log n} * n^{1/min{r, log n}}) for the verification number.

Algorithm aggregates rewards from multiple players to learn related tasks in online bandit learning.

problem Learning related but slightly different tasks in an online setting with heterogeneous feedback.
method RobustAgg(ε)(ε) algorithm that aggregates rewards from different players.
result Achieves instance-dependent regret guarantees and nearly matching lower bounds.

Improved regret bounds for contextual bandits considering variance sequences.

problem Establishing lower bounds for contextual bandits with variance-dependent regret.
method Developed variance-dependent lower bounds for linear contextual bandits under two settings: fixed and adaptive variance sequences.
result Lower bounds match upper bounds of SAVE algorithm up to logarithmic factors.

We show that for the problem of testing if a matrix AFn×nA \in F^{n \times n} has rank at most dd, or requires changing an εε-fraction of entries to have rank at most dd, there is a non-adaptive query algorithm making O~(d2/ε)\widetilde{O}(d^2/ε) queries. Our algorithm works for any field FF. This improves upon the previous…

2018-10-18abs ↗pdf ↗

The paper tackles adaptive questioning to classify candidate ability.

problem Designing an optimal sequence of adaptive questions to classify candidate ability.
method Develops lower bounds and geometrical insights for sequential questioning strategies, and arrives at algorithms that match these bounds.
result Asymptotically, any candidate needs to be asked questions at most at two levels, facilitating endogenous exploration.

We derive upper and lower bounds for the policy regret of TT-round online learning problems with graph-structured feedback, where the adversary is nonoblivious but assumed to have a bounded memory. We obtain upper bounds of O~(T2/3)\widetilde O(T^{2/3}) and O~(T3/4)\widetilde O(T^{3/4}) for strongly-observable and weakly-observab…

2018-04-01abs ↗pdf ↗

The study examines conditions for achieving a simple lower bound in estimating mean from samples.

problem Achieving a simple lower bound for estimating the mean of a distribution.
method Analyzes conditions for nearly attaining Le Cam's two-point testing lower bound for mean estimation.
result An algorithm nearly attains the two-point testing rate for mixtures of symmetric, log-concave distributions with a common mean.

Dictionary learning is the problem of estimating the collection of atomic elements that provide a sparse representation of measured/collected signals or data. This paper finds fundamental limits on the sample complexity of estimating dictionaries for tensor data by proving a lower bound on the minimax risk. This lower …

2016-05-17abs ↗pdf ↗

Estimates time-series drifts from i.i.d. data using a direct Nadaraya-Watson plug-in method.

problem Nonparametric estimation of Schrödinger bridge drifts from single time interval data.
method Direct Nadaraya-Watson plug-in estimator based on kernelized numerator and denominator terms.
result Uniform non-asymptotic bound, CLT under undersmoothing, and adaptive bandwidth selector.

Detecting a planted submatrix in random matrices with non-asymptotic methods.

problem Detecting a planted submatrix in random matrices with non-zero entries.
method Established minimax lower bounds and derived optimal tests for distinguishing the null and alternative hypotheses.
result Non-asymptotic upper and lower bounds match for any configuration of matrix dimensions.