New algorithm eliminates arms to minimize regret in complex bandit problems.
arXiv research
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Improved elimination strategies for adaptive bandit identification reduce sample complexity and computational burden.
GPE algorithm optimizes nonparametric contextual bandits with efficient regret bounds.
Two new feature selection algorithms improve on RFE.
A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when compared to plate diagrams for directed graphical models. To exploit efficient t…
We simplify Khovanov homology for torus braids using Gaussian elimination.
In this paper, we consider the problem of online learning of Markov decision processes (MDPs) with very large state spaces. Under the assumptions of realizable function approximation and low Bellman ranks, we develop an online learning algorithm that learns the optimal value function while at the same time achieving ve…
We present a provably optimal differentially private algorithm for the stochastic multi-arm bandit problem, as opposed to the private analogue of the UCB-algorithm [Mishra and Thakurta, 2015; Tossou and Dimitrakakis, 2016] which doesn't meet the recently discovered lower-bound of [Shar…
Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to learn which actions not to take. In this work, we propose the Action-Elimination…
A new algorithm optimizes local objectives in federated learning with heterogeneous clients.
Balances and eliminates base algorithms in bandits and RL to bound total regret.
Paper eliminates warm-up phase for PO in linear MDPs, achieving optimal regret.
Robust algorithm optimizes corrupted Gaussian process bandits.
Probabilistic graphical models offer a powerful framework to account for the dependence structure between variables, which is represented as a graph. However, the dependence between variables may render inference tasks intractable. In this paper we review techniques exploiting the graph structure for exact inference, b…
New algorithms identify Pareto optimal sets in multi-objective bandit problems.
This paper clarifies vine copula structures using graph and matrix representations.
The paper tackles best arm identification in contaminated bandits with optimal error guarantees and sample complexity.
An algorithm learns from multiple models to match an oracle's risk.
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed, unknown distribution. The player aims to identify the arm with the largest expe…
New method simplifies optimization landscapes by transforming saddle points.
Unknot recognition is one of the fundamental questions in low dimensional topology. In this work, we show that this problem can be encoded as a validity problem in the existential fragment of the first-order theory of real closed fields. This encoding is derived using a well-known result on SU(2) representations of kno…
Probabilistic inference in graphical models is the task of computing marginal and conditional densities of interest from a factorized representation of a joint probability distribution. Inference algorithms such as variable elimination and belief propagation take advantage of constraints embedded in this factorization …
Study quantile multi-armed bandits for identifying the best arm with a specified quantile level.
Proposes a flexible tournament design combining knockout and round-robin.
SDD improves DD for estimating treatment effects by adjusting for confounding.
Solves selecting the best optimizing system problems.
We consider the related tasks of matrix completion and matrix approximation from missing data and propose adaptive sampling procedures for both problems. We show that adaptive sampling allows one to eliminate standard incoherence assumptions on the matrix row space that are necessary for passive sampling procedures. Fo…
Classification may not be reliable for several reasons: noise in the data, insufficient input information, overlapping distributions and sharp definition of classes. Faced with several possibilities neural network may in such cases still be useful if instead of a classification elimination of improbable classes is done…
Paper tackles non-stationary kernelized bandits with near-optimal algorithm.
In this paper, we first give a new simple proof to the elimination theorem of definite fold by homotopy for generic smooth maps of manifolds of dimension strictly greater than into the --sphere or into the real projective plane. Our new proof has the advantage that it is not only constructive, but is also algori…
A new variable importance measure for DRFs detects broader impacts on output distributions.
We introduce Neural Choice by Elimination, a new framework that integrates deep neural networks into probabilistic sequential choice models for learning to rank. Given a set of items to chose from, the elimination strategy starts with the whole item set and iteratively eliminates the least worthy item in the remaining …
Aims to eliminate domain bias in authentication without domain labels.
BLAE solves batched linear bandits with optimal regret and practical performance.
New algorithm improves best arm identification in Bayesian settings.
A novel approach ODAR detects outliers for clustering.
Discontinuous Finite Element Methods (DFEM) have been widely used for solving radiation transport problems in participative and non-participative media. In the DFEM methodology, the transport equation is discretized into a set of algebraic equations that have to be solved for each spatial cell and angular d…
We introduce a novel algorithm that computes the -sparse principal component of a positive semidefinite matrix . Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional eigen-subspace of . We obtain provable approximation guarantees that depend on t…
New algorithm finds high-reward combinatorial sets with fewest pulls.
Coagent policy gradient algorithms (CPGAs) are reinforcement learning algorithms for training a class of stochastic neural networks called coagent networks. In this work, we prove that CPGAs converge to locally optimal policies. Additionally, we extend prior theory to encompass asynchronous and recurrent coagent networ…
We present an accelerated algorithm for hierarchical density based clustering. Our new algorithm improves upon HDBSCAN*, which itself provided a significant qualitative improvement over the popular DBSCAN algorithm. The accelerated HDBSCAN* algorithm provides comparable performance to DBSCAN, while supporting variable …
We study stochastic multi-armed bandits with many players. The players do not know the number of players, cannot communicate with each other and if multiple players select a common arm they collide and none of them receive any reward. We consider the static scenario, where the number of players remains fixed, and the d…
Algorithm constructs prediction sets with PAC guarantees in label shift settings.
Two new Hie-TAN and Hie-TAN-Lite algorithms improve TAN for hierarchical feature spaces.
How can we control for latent discrimination in predictive models? How can we provably remove it? Such questions are at the heart of algorithmic fairness and its impacts on society. In this paper, we define a new operational fairness criteria, inspired by the well-understood notion of omitted variable-bias in statistic…
New bandit problem for finding best group of arms with worst mean reward.
Improved variational inequality algorithms using adaptive step sizes.
New BE dimension measure reveals rich RL problems with sample-efficient algorithms.