Adaptive sampling results in dramatic improvements in the recovery of sparse signals in white Gaussian noise. A sequential adaptive sampling-and-refinement procedure called Distilled Sensing (DS) is proposed and analyzed. DS is a form of multi-stage experimental design and testing. Because of the adaptive nature of the…
arXiv research
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New study shows non-adaptive trials can be outperformed by adaptive designs in treatment selection.
Study shows rates for Laplacian-eigenmap methods in nonparametric regression.
Study learns random hypergraphs with queries, improving on previous results.
Optimizes group testing for COVID-19 to reduce test numbers.
This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one population corresponding to distribution P1 with as few samples as possible. The main…
Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper studies the sample complexity of identifying the best arm (largest mean) in a m…
We study the problem of finding the most mutually correlated arms among many arms. We show that adaptive arms sampling strategies can have significant advantages over the non-adaptive uniform sampling strategy. Our proposed algorithms rely on a novel correlation estimator. The use of this accurate estimator allows us t…
New findings on complexity limits in fixed budget bandit identification.
Adaptive networks improve model robustness through conditional normalization.
In domain adaptation, classifiers with information from a source domain adapt to generalize to a target domain. However, an adaptive classifier can perform worse than a non-adaptive classifier due to invalid assumptions, increased sensitivity to estimation errors or model misspecification. Our goal is to develop a doma…
Algorithm estimates principal eigenvector with adaptive sensing, improving over non-adaptive methods.
Wedge Sampling improves tensor completion with nearly-linear sample complexity.
New algorithms learn MNL weights efficiently for any slate size.
Sublinear algorithms detect cliques in graphs with high probability.
New protocols show 1-bit mean estimation can be order-optimal without interaction.
Reward-poisoning attacks can force RL agents to learn bad policies, and we categorize and quantify their feasibility.
To train neural machine translation models simultaneously on multiple tasks (languages), it is common to sample each task uniformly or in proportion to dataset sizes. As these methods offer little control over performance trade-offs, we explore different task scheduling approaches. We first consider existing non-adapti…
This paper introduces AdaSDCA: an adaptive variant of stochastic dual coordinate ascent (SDCA) for solving the regularized empirical risk minimization problems. Our modification consists in allowing the method adaptively change the probability distribution over the dual variables throughout the iterative process. AdaSD…
In practice, the data distribution at test time often differs, to a smaller or larger extent, from that of the original training data. Consequentially, the so-called source classifier, trained on the available labelled data, deteriorates on the test, or target, data. Domain adaptive classifiers aim to combat this probl…
New algorithm reduces interventional strategy complexity for causal graph discovery.
We study the problem of sampling k-bandlimited signals on graphs. We propose two sampling strategies that consist in selecting a small subset of nodes at random. The first strategy is non-adaptive, i.e., independent of the graph structure, and its performance depends on a parameter called the graph coherence. On the co…
New method infers viral load from pooled tests.
New algorithm solves stochastic optimization problems with unknown gradients.
This paper studies the problem of adaptively sampling from K distributions (arms) in order to identify the largest gap between any two adjacent means. We call this the MaxGap-bandit problem. This problem arises naturally in approximate ranking, noisy sorting, outlier detection, and top-arm identification in bandits. Th…
Adversarial examples are a pervasive phenomenon of machine learning models where seemingly imperceptible perturbations to the input lead to misclassifications for otherwise statistically accurate models. In this paper we study how the choice of optimization algorithm influences the robustness of the resulting classifie…
Adaptive data analysis is frequently criticized for its pessimistic generalization guarantees. The source of these pessimistic bounds is a model that permits arbitrary, possibly adversarial analysts that optimally use information to bias results. While being a central issue in the field, still lacking are notions of na…
Efficient momentum-based methods for reinforcement learning with improved sample complexity.
Recent breakthrough results in compressive sensing (CS) have established that many high dimensional signals can be accurately recovered from a relatively small number of non-adaptive linear observations, provided that the signals possess a sparse representation in some basis. Subsequent efforts have shown that the perf…
We show that for the problem of testing if a matrix has rank at most , or requires changing an -fraction of entries to have rank at most , there is a non-adaptive query algorithm making queries. Our algorithm works for any field . This improves upon the previous…
We solve non-Markovian optimal switching problems in discrete time on an infinite horizon, when the decision maker is risk aware and the filtration is general, and establish existence and uniqueness of solutions for the associated reflected backward stochastic difference equations. An example application to hydropower …
We study the group testing problem with non-adaptive randomized algorithms. Several models have been discussed in the literature to determine how to randomly choose the tests. For a model , let be the minimum number of tests required to detect at most defectives within items, with su…
Estimators computed from adaptively collected data do not behave like their non-adaptive brethren. Rather, the sequential dependence of the collection policy can lead to severe distributional biases that persist even in the infinite data limit. We develop a general method -- -decorrelation -- for transformi…
This work tackles robust RL in multi-agent settings, improving sample efficiency.
Improved algorithm for selecting a hypothesis locally privately with fewer queries.
New algorithms allocate sampling budget to estimate group means without exploration.
PGAE uses predictions to guide active experimentation.
Optimization lies at the heart of machine learning and signal processing. Contemporary approaches based on the stochastic gradient method are non-adaptive in the sense that their implementation employs prescribed parameter values that need to be tuned for each application. This article summarizes recent research and mo…
Improved online Lasso reduces regret in sparse linear contextual bandits.
AdaGrad-Norm achieves optimal convergence rates for non-convex objectives without tuning.
Paper proposes a 1-bit mean estimation method with near-optimal sample complexity.
pmsims R package uses Gaussian process for flexible sample size estimation in clinical models.
New framework improves learning across multiple distributions.
We consider testing and learning problems on causal Bayesian networks as defined by Pearl (Pearl, 2009). Given a causal Bayesian network on a graph with discrete variables and bounded in-degree and bounded `confounded components', we show that interventions on an unknown causal Bayesian ne…
New research shows fixed-budget best-arm identification cannot match static oracle performance.
We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal distribution is parameterized through Gaussian or Gaussian mixtures with estimated mean…
New algorithms improve online prediction from experts with privacy constraints.
Active inference uses machine learning to prioritize data labeling for more efficient statistical inference.