We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…
arXiv research
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Unified framework for combinatorial and rounding algorithms in experimental design.
The paper introduces a new framework for off-policy reinforcement learning.
This work improves algorithm design for structured Pfaffian settings.
Do-AIQ framework evaluates AI algorithms' quality using DOE.
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework includes a number of existing deterministic and variance-reduced algorithms for fun…
Unified framework for model- and value-optimistic reinforcement learning.
SLM Lab is a framework for reproducible RL research with modular algorithms.
Generative framework unifies and improves personalized learning and estimation methods.
Framework for understanding overfitting and underfitting using information theory.
We examine the recovery of block sparse signals and extend the framework in two important directions; one by exploiting signals' intra-block correlation and the other by generalizing signals' block structure. We propose two families of algorithms based on the framework of block sparse Bayesian learning (BSBL). One fami…
Unified framework for MCMC algorithms simplifies their design and application.
We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a non-asymptotic convergence analysis of our framework and derive computational and …
Proposes a falsification framework to test algorithmic discriminant validity.
Framework evaluates privacy cost of non-private pre-processing in DP pipelines.
New framework improves EM algorithm convergence under log-Sobolev inequality.
ProbDR framework interprets DR algorithms as probabilistic inference.
Paper analyzes history-based RL methods for MDPs, introduces a theoretical framework and practical algorithm.
Framework uses human judgment to distinguish algorithmically indistinguishable cases.
Novel framework for Bayesian reinforcement learning infers value function distributions.
New framework ensures valid uncertainty estimates for any data stream changes.
We introduce and analyze stochastic optimization methods where the input to each gradient update is perturbed by bounded noise. We show that this framework forms the basis of a unified approach to analyze asynchronous implementations of stochastic optimization algorithms.In this framework, asynchronous stochastic optim…
An online framework improves investment management by making incremental updates.
Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.
Paper proposes a unified sparsity-based framework for evaluating algorithmic fairness.
This paper presents a unifying framework for reinforcement learning and planning.
We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general case with noisy observations, we show that our algorithm is guaranteed to linearl…
Study identifies high-density anomalies in normal data regions.
Unified framework for analyzing online convex optimization across various settings.
Model-Based Reinforcement Learning (MBRL) is one category of Reinforcement Learning (RL) algorithms which can improve sampling efficiency by modeling and approximating system dynamics. It has been widely adopted in the research of robotics, autonomous driving, etc. Despite its popularity, there still lacks some sophist…
Communication-efficient SGD algorithms, which allow nodes to perform local updates and periodically synchronize local models, are highly effective in improving the speed and scalability of distributed SGD. However, a rigorous convergence analysis and comparative study of different communication-reduction strategies rem…
We describe a framework for deriving and analyzing online optimization algorithms that incorporate adaptive, data-dependent regularization, also termed preconditioning. Such algorithms have been proven useful in stochastic optimization by reshaping the gradients according to the geometry of the data. Our framework capt…
New algorithm expands FTRL framework with improved worst-case regret bounds.
The performance of classification algorithms with a massive and highly imbalanced data stream depends upon efficient balancing strategy. Some techniques of balancing strategy have been applied in the past with Batch data to resolve the class imbalance problem. This paper proposes a new incremental data balancing framew…
We describe a framework for designing efficient active learning algorithms that are tolerant to random classification noise and are differentially-private. The framework is based on active learning algorithms that are statistical in the sense that they rely on estimates of expectations of functions of filtered random e…
This paper provides a unifying theoretical framework for stochastic optimization algorithms by means of a latent stochastic variational problem. Using techniques from stochastic control, the solution to the variational problem is shown to be equivalent to that of a Forward Backward Stochastic Differential Equation (FBS…
A framework for auto-tuning hyper-parameters in contextual bandit algorithms.
In this paper we propose a flexible and efficient framework for handling multi-armed bandits, combining sequential Monte Carlo algorithms with hierarchical Bayesian modeling techniques. The framework naturally encompasses restless bandits, contextual bandits, and other bandit variants under a single inferential model. …
Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper introduces a novel algorithmic framework for designing and analyzing model-based RL algo…
New framework reduces sum-of-squares proof degree, speeding up clustering and robust moment estimation.
Unified framework for high-dimensional bandit problems with low-dimensional structures.
Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms called Uniform-PAC, which is a strengthening of the classical Probably Approximatel…
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that combines belief propagation (BP) and the mean field (MF) approximation and inclu…
The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block correlation in block sparse signals. To exploit this structure, a framework, called block…
A new framework tackles CASH problem with alternating optimization and Rising Bandits.
Optimum-statistical collaboration improves black-box optimization efficiency.
In this technical report we presented a novel approach to machine learning. Once the new framework is presented, we will provide a simple and yet very powerful learning algorithm which will be benchmark on various dataset. The framework we proposed is based on booleen circuits; more specifically the classifier produced…
Proposes a test to ensure predictive algorithms predict intended outcomes better than unintended ones.