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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.

168,695 papers · 148 categories

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214428642856 · Jun 202019922001200920172026
48 results for minimax sample complexity

Proves minimax sample complexity for turn-based stochastic games.

problem Proving theoretical guarantees for reinforcement learning in turn-based stochastic games.
method Developing absorbing TBSG and reward perturbation techniques to handle statistical dependence.
result Empirical Nash equilibrium strategy approximates true Nash equilibrium in turn-based stochastic games.

A new decentralized method solves minimax problems with reduced communication and sample complexity.

problem Solving minimax optimization problems in a distributed setting.
method Decentralized stochastic gradient descent ascent with variance reduction.
result Achieved optimal sample and communication complexities for nonconvex-strongly-concave problems.

The study establishes minimax bounds for estimating operators from noisy samples.

problem Estimating unknown operators between Hilbert spaces from noisy data.
method Developed a minimax theory for uniformly bounded Lipschitz operators, proving lower and upper bounds.
result Sharp characterizations of minimax risk for generic Lipschitz operators, showing a curse of sample complexity.

Q-learning requires more samples than minimax bounds suggest for optimal Q-function approximation.

problem Understanding the sample complexity of Q-learning in synchronous settings.
method Analyzing Q-learning in synchronous MDPs with state and action spaces, proving minimax optimal sample complexity for TD learning and Q-learning under certain conditions.
result Q-learning requires more samples than minimax bounds suggest, revealing strict sub-optimality when action space is more than one.

Study nonparametric estimator for Markov chain transition matrices in offline setting.

problem Estimating transition matrices of finite controlled Markov chains from logged data.
method Developed sample complexity bounds and conditions for minimaxity.
result Achieving certain statistical risk requires balancing mixing properties and sample size.

New algorithms reduce rejection sampling complexity for shape-constrained distributions.

problem Generating exact samples from shape-constrained distributions efficiently.
method Sublinear query complexity algorithms for rejection sampling.
result Sublinear complexity algorithms for sampling from shape-constrained distributions.

Paper overcomes sample size barrier in reinforcement learning with generative models.

problem Sample efficiency in reinforcement learning with generative models.
method Developed two algorithms to certify minimax optimality of sample complexity.
result Achieved minimax-optimal guarantees for a wide range of sample sizes.

The paper analyzes generalization bounds for NC-SC/NC-C stochastic minimax optimization.

problem Generalization analysis of nonconvex-(strongly)-concave stochastic minimax optimization.
method Established algorithm-agnostic and algorithm-dependent generalization bounds via uniform convergence and stability arguments.
result Sample complexities and generalization bounds for NC-SC and NC-C settings.

Optimal sample complexity for learning Gaussian DAG models established.

problem Learning the structure of Gaussian DAG models from observational data.
method Established minimax optimal sample complexity for two settings: equal variances without ordering knowledge and general linear models with ordering knowledge.
result Optimal sample complexity nqlog(d/q)n\asymp q\log(d/q) for both settings, matching undirected graphical models under equal variances.

This work optimizes signal estimation for sparse MRA with collision-free signals.

problem Recovering an unknown signal from repeated observations under cyclic isometries with high noise.
method Investigates minimax optimality for collision-free signals in the MRA model.
result The minimax optimal rate of estimation is \( \sigma^2/\sqrt{n} \) for sparse MRA.

We resolve the open problem of optimal sample complexity for multicalibration and deterministic predictors.

problem Optimal sample complexity for multicalibration and deterministic predictors
method Minimax-optimal multicalibration algorithm and generalization to OI predictors
result Minimax-optimal multicalibration algorithm and deterministic predictors with optimal sample complexity

Study tests uniformity of categorical data against missing-ball alternatives, finding chi-squared test outperforms.

problem Testing uniformity of categorical data against missing-ball alternatives.
method Characterizes minimax risk, uses collisions and chi-squared test, reduces to structured subset of alternatives.
result Minimax test outperforms chi-squared test under least favorable alternative.

Study binary hypothesis testing with privacy and communication constraints.

problem Binary hypothesis testing under local differential privacy and communication constraints.
method Qualifies results as minimax or instance optimal, develops instance-optimal algorithms.
result Achieves minimum possible sample complexity under both privacy and communication constraints.

New algorithms test independence with fewer samples by using predictive information.

problem Testing independence of distributions with limited samples.
method Augmented distribution testing framework that incorporates predictive information.
result Optimal sample complexity achieved, matching lower bounds.

This paper shows CEM is a special case of TTM, leading to new proofs and improved sample complexity bounds.

problem Improving sample complexity for reinforcement learning algorithms.
method Viewing CEM as an application of TTM, deriving new proofs and bounds.
result Improved sample complexity bounds for CEM under various conditions.

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 ↗

This work establishes near-minimax optimal guarantees for ODE-based samplers under mild assumptions.

problem Develop rigorous statistical guarantees for ODE-based samplers in generative modeling.
method Proposes a smooth regularized score estimator and refined convergence analysis.
result Achieves minimax rate in total variation distance for ODE-based samplers under mild assumptions.

The paper improves importance sampling and MCMC methods for complex distributions.

problem Improving sampling efficiency for distributions with atoms or heavy tails.
method Develops minimax optimal trial distributions and importance-tempered MCMC.
result Importance-tempered MCMC can be uniformly ergodic for certain distributions.

Paper presents an efficient algorithm for learning minimax risk classifiers with large-scale data.

problem Efficient learning of minimax risk classifiers for large-scale data with multiple classes.
method Combination of constraint and column generation for efficient learning.
result 10x speedup for general large-scale data and 100x speedup with many classes.

Optimizes learning policies in MDPs with weakly communicating structure.

problem Learning optimal policies in weakly communicating MDPs with generative model.
method Span-based approach, reducing to discounted MDPs for analysis.
result First minimax optimal sample complexity bound for weakly communicating MDPs.

New RL method nearly optimally learns policies with generative models.

problem Finding optimal policies in reinforcement learning with generative models.
method Mirror descent value iteration with KL divergence and entropy regularization.
result The method is nearly minimax-optimal for small ε\varepsilon-optimal policies.

We study learning problems in which the underlying class is a bounded subset of LpL_p and the target YY belongs to LpL_p. Previously, minimax sample complexity estimates were known under such boundedness assumptions only when p=p=\infty. We present a sharp sample complexity estimate that holds for any p>4p > 4. It is b…

2020-02-04abs ↗pdf ↗

Two new algorithms solve nonconvex-strongly concave problems efficiently.

problem Solving nonconvex-strongly concave minimax problems.
method Proposed MINIMAX-TR and MINIMAX-TRACE algorithms.
result Find (ε,ε)(ε, \sqrtε)-second order stationary points within O(ε1.5)\mathcal{O}(ε^{-1.5}) iterations.

Paper proposes an algorithm to solve complex minimax problems efficiently.

problem Stochastic nonconvex-concave minimax problems in various fields.
method Accelerated first-order regularized momentum descent ascent algorithm (FORMDA).
result Achieves best-known complexity bound of ildeO(ε6.5) ilde{\mathcal{O}}(\varepsilon ^{-6.5}) for single-loop algorithms.

Gradient Descent with Projection learns low-degree polynomials efficiently.

problem Learning low-degree spherical polynomials with neural networks.
method Over-parameterized two-layer neural network with Gradient Descent with Projection.
result Achieves nearly minimax optimal sample complexity and risk bound.

We introduce and analyze a form of variance-reduced QQ-learning. For γγ-discounted MDPs with finite state space X\mathcal{X} and action space U\mathcal{U}, we prove that it yields an εε-accurate estimate of the optimal QQ-function in the \ell_\infty-norm using $\mathcal{O} \left(\left(\frac{D}{ ε^2 (1-γ)^3} \ri…

2019-06-11abs ↗pdf ↗

In this work we present novel differentially private identity (goodness-of-fit) testers for natural and widely studied classes of multivariate product distributions: Gaussians in Rd\mathbb{R}^d with known covariance and product distributions over {±1}d\{\pm 1\}^{d}. Our testers have improved sample complexity compared to …

2019-05-28abs ↗pdf ↗

Improved MMD test for two-sample testing with random Fourier features.

problem Quadratic-time complexity of MMD test for large-scale analysis.
method Approximated MMD test using random Fourier features, investigating time-power trade-off.
result Sub-quadratic time complexity with same minimax separation rates as MMD test.

The paper explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

Structured prediction can be considered as a generalization of many standard supervised learning tasks, and is usually thought as a simultaneous prediction of multiple labels. One standard approach is to maximize a score function on the space of labels, which decomposes as a sum of unary and pairwise potentials, each d…

2019-06-02abs ↗pdf ↗

Two-layer NN with channel attention learns low-degree spherical polynomials efficiently.

problem Learning low-degree spherical polynomials with over-parameterized neural networks.
method Two-layer neural network with channel attention, vanilla gradient descent, learnable channel selection.
result Minimally improved sample complexity of $n \asymp Θ(d^{\ell_0}/\eps)$ for learning low-degree polynomials.