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 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 give nearly matching upper and lower bounds on the oracle complexity of finding ε-stationary points (∥∇F(x)∥≤ε) in stochastic convex optimization. We jointly analyze the oracle complexity in both the local stochastic oracle model and the global oracle (or, statistical learning) model. This allows u…
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of "2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization" by V. Koltchinskii [arXiv:0708.0083]
We provide tight upper and lower bounds on the complexity of minimizing the average of m convex functions using gradient and prox oracles of the component functions. We show a significant gap between the complexity of deterministic vs randomized optimization. For smooth functions, we show that accelerated gradient de…
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 …
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…
We note that known methods achieving the optimal oracle complexity for first order convex optimization require quadratic memory, and ask whether this is necessary, and more broadly seek to characterize the minimax number of first order queries required to optimize a convex Lipschitz function subject to a memory constra…
SARAH and SPIDER are two recently developed stochastic variance-reduced algorithms, and SPIDER has been shown to achieve a near-optimal first-order oracle complexity in smooth nonconvex optimization. However, SPIDER uses an accuracy-dependent stepsize that slows down the convergence in practice, and cannot handle objec…
Relative to the large literature on upper bounds on complexity of convex optimization, lesser attention has been paid to the fundamental hardness of these problems. Given the extensive use of convex optimization in machine learning and statistics, gaining an understanding of these complexity-theoretic issues is importa…
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.
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…
Pairwise "same-cluster" queries are one of the most widely used forms of supervision in semi-supervised clustering. However, it is impractical to ask human oracles to answer every query correctly. In this paper, we study the influence of allowing "not-sure" answers from a weak oracle and propose an effective algorithm …
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…
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 …
New research shows fixed-budget best-arm identification cannot match static oracle performance.
problem Fixed-budget best-arm identification's performance limitations.
method Analysis of various adaptive and static algorithms for best-arm identification.
result For any algorithm, there exists at least one instance where the error decay rate is at most \((1 + \frac{\log(K)}{8})^{-1}\) times that of the static oracle.
We develop two new stochastic Gauss-Newton algorithms for solving a class of non-convex stochastic compositional optimization problems frequently arising in practice. We consider both the expectation and finite-sum settings under standard assumptions, and use both classical stochastic and SARAH estimators for approxima…
We investigate the computational complexity of several basic linear algebra primitives, including largest eigenvector computation and linear regression, in the computational model that allows access to the data via a matrix-vector product oracle. We show that for polynomial accuracy, Θ(d) calls to the oracle are nece…