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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.

168,694 papers · 148 categories

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215430644859 · Jun 202019922001200920172026
48 results for near-optimal sample complexity

Study on learning sparse fixed-structure Gaussian Bayesian networks with near-optimal sample complexity.

problem Learning a fixed-structure Gaussian Bayesian network up to a bounded error in total variation distance.
method Analysis of node-wise least squares regression and introduction of BatchAvgLeastSquares and CauchyEst algorithms.
result BatchAvgLeastSquares and CauchyEstTree have near-optimal sample complexity.

AE-LSVI identifies near-optimal policies in complex systems with minimal data.

problem Identifying near-optimal policies in complex, costly data acquisition systems.
method Combines optimism and pessimism for active exploration in a generative model setting.
result Proves near-optimal policy identification over entire state spaces with polynomial sample complexity.

Near-optimal algorithms for mean estimation and linear regression with Gaussian covariates and Huber contamination.

problem Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination.
method Near-optimal algorithms with optimal error guarantees, achieving sample complexity n=ildeO(d/ε2)n = ilde{O}(d/ε^2) and almost linear runtime.
result First sample near-optimal and almost linear-time algorithms with optimal error guarantees for both problems.

We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and time-efficient estimators for all sufficiently smooth, symmetric and non-symmetric, …

2019-11-08abs ↗pdf ↗

Improved sample complexity for learning halfspaces with malicious noise.

problem Efficiently learning halfspaces in the presence of malicious noise.
method New analysis of Awasthi et al. algorithm with matrix Chernoff inequality and localization schemes.
result Achieved near-optimal sample complexity of ildeO(d) ilde{O}(d) for isotropic log-concave distributions.

New algorithm achieves near optimal sample complexity for 1-identification problem.

problem Determining if an arm's mean reward is at least a known threshold with high probability.
method Design of Sequential-Exploration-Exploitation (SEE) algorithm with non-asymptotic analysis.
result Achieves near optimality in sample complexity, matching upper and lower bounds up to a polynomial logarithmic factor.

Paper tackles offline CMDP problems with near-optimal algorithm and sample complexity bound.

problem Offline CMDP problems with only offline data available.
method DPDL algorithm using single-policy concentrability coefficient CC^* and deviation control mechanism.
result DPDL algorithm matches sample complexity lower bound with ildeO((1γ)1) ilde{\mathcal{O}}((1-γ)^{-1}) factor.

Improved private agnostic learning with near-optimal sample complexity.

problem Private agnostic learning with arbitrary privacy parameters.
method Near-optimal sample complexity construction.
result Near-optimal extra sample complexity of \(\widetilde{O}(\mathrm{VC}(\mathcal{C})/α^2)\) for any \(\varepsilon \leq 1\).

Algorithm extsc{Pedel} learns near-optimal policies efficiently on specific problems.

problem Learning near-optimal policies in linear MDPs with minimal samples.
method Online experiment design to focus exploration on relevant directions.
result Achieves instance-dependent complexity, outperforming minimax-optimal algorithms.

Paper studies S-rectangular DR-RL models for robust reinforcement learning with near-optimal sample complexity.

problem Addressing distributional discrepancies in reinforcement learning environments.
method Empirical value iteration algorithm for divergence-based S-rectangular DR-RL models.
result Near-optimal sample complexity bound of O(SA(1γ)4ε2)O(|\mathcal{S}||\mathcal{A}|(1-γ)^{-4}\varepsilon^{-2}).

New algorithms estimate and test collision probability with near-optimal sample complexity.

problem Estimating and testing collision probability in discrete distributions.
method Developed algorithms for (α,β)(α, β)-local differential privacy and sequential testing.
result Achieved nearly optimal sample complexity for estimating and testing collision probability.

New bounds for private learning of high-dimensional Gaussian distributions.

problem Learning high-dimensional Gaussian distributions under differential privacy constraints.
method Analytic tools for constructing global covers from local covers, modified hypothesis selection techniques.
result Near-optimal sample complexity bounds for general Gaussians, conjectured to be near-optimal in the general case.

New algorithm learns halfspaces with near-optimal sample complexity in noisy conditions.

problem Learning margin halfspaces with Massart noise.
method Computational efficient algorithm using online SGD on carefully selected convex losses.
result Sample complexity of Θ~(1/(γ2ε2))\widetilde{\Theta}(1/(γ^2 ε^2)), nearly matching lower bound.

Study near-optimal bounds for learning Gaussian halfspaces with random noise.

problem Learning general halfspaces with Gaussian distribution and random classification noise.
method Established nearly-matching algorithmic and SQ lower bounds, developed a computationally efficient learning algorithm.
result Sample complexity of learning algorithm is O(d/ε+d/(max{p,ε})2)O(d/ε + d/(\max\{p, ε\})^2), SQ lower bound is Ω(d1/2/(max{p,ε})2)Ω(d^{1/2}/(\max\{p, ε\})^2).

We decode latent states in Block MDPs and learn near-optimal policies.

problem Model estimation and reward-free learning in Block MDPs.
method Information-theoretical lower bound and efficient model estimation algorithm.
result Our algorithm approaches the information-theoretical limit for latent state decoding and converges to optimal policies.

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural networks, among others. Our approach is to directly estimate the low-rank factor …

2018-02-17abs ↗pdf ↗

Paper establishes first instance-dependent lower bound for PAC reinforcement learning.

problem Identifying near-optimal policies in tabular MDPs with minimal samples.
method Proposes instance-dependent lower bound for sample complexity.
result Lower bound closely matches PEDEL algorithm's sample complexity.

This paper optimizes model-based RL for two-player zero-sum games with near-optimal sample complexity.

problem Optimizing model-based reinforcement learning for two-player zero-sum games with minimal samples.
method Model-based reinforcement learning approach for two-player discounted zero-sum Markov games with a generative model.
result Achieves a sample complexity of ildeO(SAB(1γ)3ε2) ilde O(|S||A||B|(1-γ)^{-3}ε^{-2}) for finding the Nash equilibrium and ε-NE policies.

Pessimistic Q-learning improves sample efficiency in offline reinforcement learning.

problem Insufficient coverage and sample scarcity in offline reinforcement learning datasets.
method Pessimistic Q-learning algorithm for offline reinforcement learning, focusing on variance reduction.
result Near-optimal sample complexity achieved with the proposed algorithm.

Efficiently estimates mean in contaminated Gaussian data with near-optimal sample complexity.

problem Robust mean estimation in the presence of mean-shift contamination.
method First computationally efficient algorithm with near-optimal sample complexity and polynomial-time running.
result Approximates the target mean to any desired accuracy with constant fraction of outliers tolerated.

Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution.

problem Characterizing measurement complexity for signals from any prior distribution, including the entire space.
method Characterization of measurement complexity using posterior sampling estimator for Gaussian measurements and any prior distribution.
result Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution, robust to model mismatch.

Improved linear regression with privacy and robustness guarantees.

problem Private and robust linear regression with adversarial corruption.
method Differentially private stochastic gradient descent with full-batch gradient descent and adaptive clipping.
result Near optimal sample complexity for both private and robust linear regression.

This paper optimizes sampling for least-squares approximation.

problem Optimizing sampling for least-squares approximation in arbitrary linear spaces.
method Introducing the Christoffel function to construct near-optimal random sampling strategies.
result The number of samples scales log-linearly in the dimension of the approximation space.

LinFACT identifies all ε-best arms in linear bandits with near-optimal efficiency.

problem Efficiently identifying multiple optimal candidates in high trial-and-error cost tasks.
method LinFACT algorithm designed for linear bandits, with information-theoretic lower bound and upper bound derivation integration.
result LinFACT achieves instance optimality, matching lower bound up to a logarithmic factor.

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse problems as applied to system identification, we show that near-optimal distributed con…

2019-09-21abs ↗pdf ↗

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true unknown model? Despite numerous empirical studies of transfer reinforcement learning, …

2019-12-06abs ↗pdf ↗

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. For mixtures of a…

2014-02-19abs ↗pdf ↗

Paper solves learning imperfect-information games with fewer episodes.

problem Learning imperfect-information extensive-form games from bandit feedback.
method Balanced Online Mirror Descent and Balanced Counterfactual Regret Minimization algorithms.
result Achieves near-optimal sample complexity for finding approximate Nash equilibria.

Efficiently learns Gaussian tree models with near-optimal sample complexity.

problem Learning tree-structured Gaussian distributions efficiently.
method Conditional mutual information tester for Gaussian variables, near-optimal sample complexity.
result Near-optimal sample complexity for structure learning of Gaussian tree models.

Optimizes sample and round complexity in adaptive sampling from multiple distributions.

problem Adaptive sampling from multiple distributions with limited rounds and samples.
method Introduces OODS framework and analyzes tradeoffs between sample and round complexity.
result Achieves near-optimal sample complexity and sub-polynomial round complexity.

Near-optimal sample complexity for phase retrieval with generative priors.

problem Phase retrieval with magnitude-only measurements and sparse signals.
method Near-optimal sample complexity with i.i.d. Gaussian measurements and generative models.
result O(k log L) samples suffice for phase retrieval with generative priors.

Efficient streaming algorithms for robust statistics with near-optimal memory.

problem High-dimensional robust statistics tasks in streaming model.
method First efficient streaming algorithms with near-optimal memory requirements.
result Near-optimal error guarantees and space complexity nearly-linear in the dimension for robust mean estimation.

Model-based Bayesian Reinforcement Learning (BRL) allows a found formalization of the problem of acting optimally while facing an unknown environment, i.e., avoiding the exploration-exploitation dilemma. However, algorithms explicitly addressing BRL suffer from such a combinatorial explosion that a large body of work r…

2012-06-18abs ↗pdf ↗

New RL method reduces sample complexity for large policy spaces.

problem Large-scale RL with unknown optimal policies and state/action spaces.
method Introduces eluder dimension for policy space, proving near-optimal sample complexity.
result Near-optimal sample complexity upper bound that depends linearly on eluder dimension.