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.
We consider online learning in an adversarial, non-convex setting under the assumption that the learner has an access to an offline optimization oracle. In the general setting of prediction with expert advice, Hazan et al. (2016) established that in the optimization-oracle model, online learning requires exponentially …
Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…
We suggest a general oracle-based framework that captures different parallel stochastic optimization settings described by a dependency graph, and derive generic lower bounds in terms of this graph. We then use the framework and derive lower bounds for several specific parallel optimization settings, including delayed …
A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of realizability-based approaches combined with the flexibility of agnostic methods. Our algorit…
We develop theory for using heuristics to solve computationally hard problems in differential privacy. Heuristic approaches have enjoyed tremendous success in machine learning, for which performance can be empirically evaluated. However, privacy guarantees cannot be evaluated empirically, and must be proven --- without…
We study the problem of interactively learning a binary classifier using noisy labeling and pairwise comparison oracles, where the comparison oracle answers which one in the given two instances is more likely to be positive. Learning from such oracles has multiple applications where obtaining direct labels is harder bu…
We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and require only poly-logarithmically many calls to the approximation oracle per it…
Paper addresses online alignment of large language models under uncertain preference feedback.
problem Online alignment of large language models with misspecified preference feedback.
method Formulates an oracle-robust objective as a worst-case optimization problem for log-linear policies, and develops projected stochastic composite updates.
result Shows that the robust objective admits an exact closed-form decomposition and achieves O(ε−2) oracle complexity.
GPE algorithm optimizes nonparametric contextual bandits with efficient regret bounds.
problem Optimizing nonparametric contextual bandits with efficient regret bounds.
method Inspired by Policy Elimination, GPE uses oracle-efficient techniques for nonparametric classes with infinite VC-dimension.
result GPE is regret-optimal for policy classes with integrable entropy, and for larger entropy, it provides an ε-greedy algorithm with matching regret bounds.
We consider the problem of minimizing the sum of submodular set functions assuming minimization oracles of each summand function. Most existing approaches reformulate the problem as the convex minimization of the sum of the corresponding Lovász extensions and the squared Euclidean norm, leading to algorithms requiring …
We consider the problem of adaptively PAC-learning a probability distribution P's mode by querying an oracle for information about a sequence of i.i.d. samples X1,X2,… generated from P. We consider two different query models: (a) each query is an index i for which the oracle reveals…
A generative model may generate utter nonsense when it is fit to maximize the likelihood of observed data. This happens due to "model error," i.e., when the true data generating distribution does not fit within the class of generative models being learned. To address this, we propose a model of active distribution lear…
Oracle inequalities and variable selection properties for the Lasso in linear models have been established under a variety of different assumptions on the design matrix. We show in this paper how the different conditions and concepts relate to each other. The restricted eigenvalue condition (Bickel et al., 2009) or the…
The aim of this paper is to provide some theoretical understanding of quasi-Bayesian aggregation methods non-negative matrix factorization. We derive an oracle inequality for an aggregated estimator. This result holds for a very general class of prior distributions and shows how the prior affects the rate of convergenc…
We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and va…
In this paper, we propose to combine imitation and reinforcement learning via the idea of reward shaping using an oracle. We study the effectiveness of the near-optimal cost-to-go oracle on the planning horizon and demonstrate that the cost-to-go oracle shortens the learner's planning horizon as function of its accurac…
Semi-supervised active clustering (SSAC) utilizes the knowledge of a domain expert to cluster data points by interactively making pairwise "same-cluster" queries. However, it is impractical to ask human oracles to answer every pairwise query. In this paper, we study the influence of allowing "not-sure" answers from a w…
Probabilistic Bisection Algorithm performs root finding based on knowledge acquired from noisy oracle responses. We consider the generalized PBA setting (G-PBA) where the statistical distribution of the oracle is unknown and location-dependent, so that model inference and Bayesian knowledge updating must be performed s…