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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.

168,657 papers · 148 categories

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134268401535 · Jun 202019922001200920172026
48 results for oblivious sampling

The paper tackles pure exploration in multi-armed bandits with low rank structure using oblivious sampling.

problem Pure exploration in multi-armed bandits with low rank reward sequences.
method The approach involves separating the exploration strategy from feedback, using oblivious sampling, and incorporating kernel information of reward vectors.
result Efficient algorithms with regret bound O(d(lnN)/n)O(d\sqrt{(\ln N)/n}) for both time-varying and fixed cases, with a lower bound gap of O(lnN)O(\sqrt{\ln N}).

New insights into variable selection with different model assumptions.

problem Sparse recovery with \ell_\infty error guarantees in variable selection.
method Separation between oblivious and adaptive models of \ell_\infty sparse recovery.
result Proves a surprising contrast between oblivious and adaptive models in \ell_\infty sparse recovery.

Study shows efficient algorithms for noiseless linear regression require quadratic sample complexity in contamination rate.

problem Efficient algorithms for noiseless linear regression under Gaussian covariates with oblivious contamination.
method Formal evidence using Statistical Query complexity.
result Any efficient Statistical Query algorithm requires VSTAT complexity at least Ω(d^(1/2)/α^2).

New algorithms for GLMs with oblivious noise, identifying solutions even when half the data is corrupted.

problem Regression for GLMs with additive oblivious noise.
method Distribution-independent algorithms that return accurate estimates or candidate solutions.
result First algorithmic result for GLM regression with oblivious noise, handling more than half corrupted data.

Study non-oblivious adversarial bandits with delayed feedback and propose algorithms with improved regret bounds.

problem Adversarial bandit problem with delayed, composite anonymous feedback.
method Propose wrapper algorithm for non-oblivious delay setting, achieving o(T)o(T) policy regret.
result Achieve o(T)o(T) policy regret for many adversarial bandit problems with bounded memory loss sequences.

New study shows data-oblivious attacks can outperform data-aware ones.

problem Comparing effectiveness of data-oblivious and data-aware poisoning attacks.
method Theoretical study of feature selection with LASSO, focusing on separation between full-information and oblivious attackers.
result Data-oblivious attacks can achieve the same results as full-information attacks for feature selection with LASSO.

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent receives a reward. However, finding an equilibrium (if exists) in this game is often …

2019-05-30abs ↗pdf ↗

Optimal subspace embedding with near-optimal sparsity for high-dimensional data.

problem Efficiently preserving norms of vectors in high-dimensional subspaces.
method Near-optimal sparsity oblivious subspace embedding with decoupling argument and cumulant method.
result Achieved near-optimal sparsity of O~(1/ε)\tilde O(1/ε) non-zeros per column.

Develops efficient estimators for PCA and sparse regression in the presence of oblivious outliers.

problem Estimation of PCA and sparse regression in the presence of a small fraction of corrupted data.
method Designs efficient estimators using Huber loss with non-smooth regularizers like the ℓ1 norm or nuclear norm.
result Achieves consistent estimation error approaching zero as the number of observations grows.

Slow running or straggler tasks can significantly reduce computation speed in distributed computation. Recently, coding-theory-inspired approaches have been applied to mitigate the effect of straggling, through embedding redundancy in certain linear computational steps of the optimization algorithm, thus completing the…

2017-11-14abs ↗pdf ↗

A new data-oblivious sketch for logistic regression reduces data size while maintaining approximation accuracy.

problem Efficiently solving logistic regression in one pass over a data stream.
method Data-oblivious sketching approach that reduces data size to poly(μdlog n) weighted points.
result Sketching reduces data size significantly and provides approximation guarantees.

Study improves privacy-preserving online prediction from experts with speed-ups.

problem Privacy-preserving online prediction from experts with speed-ups.
method Differentially private federated online prediction algorithms.
result Achieves mm-fold regret speed-up with low-loss expert in federated setting.

New algorithm achieves both static and dynamic regret optimally against an oblivious adversary for deterministic losses.

problem Achieving optimal static and dynamic regret simultaneously in adversarial bandits.
method Extends impossibility result to deterministic losses, uses negative static regret and Blackwell approachability.
result First algorithm achieving optimal static and dynamic regret simultaneously against an oblivious adversary.

We investigate the problem of algorithmic fairness in the case where sensitive and non-sensitive features are available and one aims to generate new, `oblivious', features that closely approximate the non-sensitive features, and are only minimally dependent on the sensitive ones. We study this question in the context o…

2020-02-07abs ↗pdf ↗

Nowadays, deep neural networks (DNNs) have become the main instrument for machine learning tasks within a wide range of domains, including vision, NLP, and speech. Meanwhile, in an important case of heterogenous tabular data, the advantage of DNNs over shallow counterparts remains questionable. In particular, there is …

2019-09-13abs ↗pdf ↗

Orthogonal matching pursuit (OMP) is a widely used algorithm for recovering sparse high dimensional vectors in linear regression models. The optimal performance of OMP requires \textit{a priori} knowledge of either the sparsity of regression vector or noise statistics. Both these statistics are rarely known \textit{a p…

2018-06-02abs ↗pdf ↗

New robust regression method works with fewer data points than previous methods.

problem Adversary can corrupt most of the data, making traditional regression models unreliable.
method Developed a Huber loss estimator for robust linear regression with nearly linear sample size and inverse-polynomial inlier fraction.
result The Huber loss estimator is consistent for nearly linear sample size and inverse-polynomial inlier fraction.

Deep neural networks (DNNs) are powerful nonlinear architectures that are known to be robust to random perturbations of the input. However, these models are vulnerable to adversarial perturbations--small input changes crafted explicitly to fool the model. In this paper, we ask whether a DNN can distinguish adversarial …

2017-03-01abs ↗pdf ↗

Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of information about the data. In this paper, we provide a computationally light way to extra…

2019-06-22abs ↗pdf ↗

Sparse OSEs achieve optimal embedding dimension of O(d).

problem Achieving optimal embedding dimension for sparse OSEs.
method Random sparsified matrix with m(1+θ)dm \geq (1+θ)d non-zeros per column.
result Sparse OSEs can achieve embedding dimension m=O(d)m=O(d), improving on previous m=O(dlog(d))m=O(d\log(d)).

New algorithm recovers sparse signals robustly against Gaussian noise and adaptive adversaries.

problem Designing efficient estimators for sparse linear regression in the presence of two adversaries.
method Polynomial-time algorithms using sum-of-squares relaxations and weighted Huber loss minimization.
result Achieves error o(ε)o(\sqrt{\varepsilon}) for various distributions and adversaries.

Study the tradeoffs of bandit feedback in multiclass classification.

problem The price of using bandit feedback in multiclass classification.
method Mistake bound model, analysis of variants, and comparison of learners and adversaries.
result The optimal mistake bound under bandit feedback is at most O(k)O(k) times higher than in full information, with a tight bound of O(k)O(k).

We study the problem of maximizing a monotone set function subject to a cardinality constraint kk in the setting where some number of elements ττ is deleted from the returned set. The focus of this work is on the worst-case adversarial setting. While there exist constant-factor guarantees when the function is submodu…

2018-02-20abs ↗pdf ↗

Bandit algorithms struggle with consistent performance and robustness.

problem Achieving consistent and robust performance in stochastic multi-armed bandit settings.
method Analyzing regret minimization trade-offs and proposing distribution-oblivious algorithms.
result Logarithmic regret is inconsistent and super-logarithmic regret is necessary for consistent learning.

In this paper we investigate the problem of estimating the cluster tree for a density ff supported on or near a smooth dd-dimensional manifold MM isometrically embedded in RD\mathbb{R}^D. We analyze a modified version of a kk-nearest neighbor based algorithm recently proposed by Chaudhuri and Dasgupta. The main res…

2013-07-24abs ↗pdf ↗

We give a fast oblivious L2-embedding of ARnxdA\in \mathbb{R}^{n x d} to BRrxdB\in \mathbb{R}^{r x d} satisfying (1ε)Ax22Bx22<=(1+ε)Ax22.(1-\varepsilon)\|A x\|_2^2 \le \|B x\|_2^2 <= (1+\varepsilon) \|Ax\|_2^2. Our embedding dimension rr equals dd, a constant independent of the distortion ε\varepsilon. We use as a black-box any L2-embedding $Π…

2019-09-27abs ↗pdf ↗

Improved upper bound for online calibrated forecasting of binary sequences.

problem Online calibrated forecasting of binary sequences.
method Introducing a variant of Qiao & Valiant's sign preservation game called sign preservation with reuse (SPR) and proving its equivalence to calibrated forecasting.
result Improved upper bound of O(T2/3ε)O(T^{2/3 - \varepsilon}) for calibrated forecasting, improving the O(T2/3)O(T^{2/3}) bound of Foster & Vohra.

New algorithm samples matrix rows proportional to their ℓ_p norm in a turnstile data stream.

problem Sampling rows of a dynamic matrix efficiently in a turnstile data stream.
method Develops a novel algorithm for sampling rows proportional to their ℓ_p norm in a turnstile data stream, returning sampled row indexes and approximated sampling probabilities.
result Achieves (1+ε)(1+\varepsilon) approximation for logistic regression in a turnstile data stream with polynomial sketch size.

The paper develops adaptive confidence intervals for Efron's Gaussian two-groups model with unknown contamination.

problem Developing robust uncertainty quantification for Efron's Gaussian two-groups model with unknown contamination fraction.
method The approach involves Fourier-based certification procedures to find minimax-optimal adaptive confidence intervals.
result The minimax-optimal length of adaptive confidence intervals is polynomially worse than when contamination fraction is known.

The paper improves smoothed analysis for online problems with adaptive adversaries.

problem Online prediction, discrepancy minimization, and online optimization with adaptive adversaries.
method General technique to prove smoothed guarantees against adaptive adversaries, reducing to simpler oblivious adversaries.
result Strong smoothed guarantees for three online problems, matching or improving previous results.

In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions her wage only on possible outcomes. In this work, we consider a model in which t…

2018-11-16abs ↗pdf ↗

Paper introduces a new IS scheme for estimating distribution tails of complex models.

problem Scalability and feasibility issues in traditional IS schemes for rich models.
method Develops a self-structuring IS approach guided by large deviations principles.
result First to achieve asymptotically optimal variance reduction across various multivariate distributions.

Self-supervised learning excels in topic modeling by being less model-specific.

problem How self-supervised learning discovers useful representations in topic models.
method Applying self-supervised learning objectives to topic model-generated data.
result Self-supervised learning objectives can recover useful posterior information for topic models, outperforming misspecified models.

This work improves tensor decomposition methods, especially for large datasets.

problem Lack of efficient methods for estimating Tucker decompositions.
method Applies Johnson-Lindenstrauss type guarantees to Tucker decompositions with random embeddings.
result Effective dimension reduction with minimal error for large tensors.