Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…
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48 results for “oracle estimator”
New oracles improve stochastic optimization with noisy or biased measurements.
problem Optimizing functions with noisy or biased measurements.
method Introduced biased gradient oracles for stochastic optimization, analyzed RSG and SGD algorithms with these oracles.
result Derived non-asymptotic bounds for convergence rates of algorithms with biased gradient oracles.
MAMBA learns policies competitive with multiple conflicting oracles.
problem Learning policies from multiple conflicting oracles in reinforcement learning.
method MAMBA uses a gradient estimator in the style of GAE to optimize policies, leveraging demonstrations from multiple weak oracles.
result MAMBA outperforms the state-of-the-art in learning policies competitive with multiple conflicting oracles.
Through the direct study of the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan, Hebiri and Lederer (2017). We then extend the theory to the square root analysis estimator. Finally, we focus on (square root) total variation regularize…
We investigate properties of estimators obtained by minimization of U-processes with the Lasso penalty in high-dimensional settings. Our attention is focused on the ranking problem that is popular in machine learning. It is related to guessing the ordering between objects on the basis of their observed predictors. We p…
Develops new oracle inequalities for Gaussian ranking estimators.
problem Lack of rigorous theoretical support for Gaussian ranking estimators.
method Novel oracle inequalities for regularized pairwise ranking.
result Derives fast learning rates under general dimension assumptions.
Estimates heavy hitters in data streams with queries, balancing accuracy and efficiency.
problem Identifying elements with high probability in i.i.d. samples.
method Sequential estimation algorithms for two query models: index and pair queries.
result Upper and lower bounds on query complexity for different distributions and noise models.
Paper introduces structured sparsity estimators for Generalized Linear Models.
problem Estimating structured sparsity in GLMs with debiased estimators.
method Extends Stucky and van de Geer's results to GLMs with structured sparsity.
result Proves oracle inequalities for structured sparsity estimators in GLMs.
Paper proposes estimators for sparse PCA with oracle property.
problem Estimating sparse principal subspace in high-dimensional settings.
method Semidefinite relaxation with novel regularizations.
result One estimator achieves exact support recovery and statistical rate.
The paper analyzes the efficiency of gradient estimation methods in noisy function evaluations.
problem Estimating gradients of smooth functions using noisy function evaluations.
method Information-theoretic lower bounds and finite difference method analysis.
result The finite difference method is not minimax optimal, suggesting room for improvement in gradient estimation.
We consider the problem of adaptively PAC-learning a probability distribution 's mode by querying an oracle for information about a sequence of i.i.d. samples generated from . We consider two different query models: (a) each query is an index for which the oracle reveals…
Two novel procedures track quantiles efficiently using an oracle.
problem Setting step size and tuning parameters for incremental quantile estimators.
method Estimate MSE, decompose into variance and bias, use oracle to select best estimator.
result Efficient quantile tracking with error close to theoretical optimum.
The paper improves count data regression models for overdispersed data.
problem Improving regression models for overdispersed count data.
method Double -regularized negative binomial regressions.
result Oracle inequalities and consistency for Lasso estimators of partial regression coefficients.
Propose an XMSE-aware mixed estimator for EB that interpolates between ML and EB shrinkage.
problem Kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter.
method An XMSE-aware mixed estimator that interpolates between ML and EB shrinkage.
result Fixed-weight XMSE is a scalar quadratic, yielding a closed-form oracle mixing weight that is no worse than both ML and the base EB estimator at the XMSE scale.
We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that takes the form of convolution of observations with a time-invariant filter. It was shown by Juditsky and Nemirovski (2009) that when the $\ell_2…
An algorithm learns from multiple models to match an oracle's risk.
problem Learning from multiple noisy models to estimate a target parameter.
method Elimination rounds algorithm for adaptive learning.
result Risk of weak-oracle learner matches that of an oracle in multiple source case.
Develops new methods to estimate treatment effects in survival data with competing risks.
problem Estimating treatment effects in survival data with competing risks.
method Censoring Unbiased Transformations (CUTs) for survival outcomes with and without competing risks.
result Consistent estimates of heterogeneous cumulative incidence effects and total effects using HTE learners.
CJE calibrates cheap LLM judges against an oracle, achieving high accuracy at a fraction of the cost.
problem Inexpensive LLM judges can produce biased rankings, leading to unreliable outcomes.
method CJE uses a small oracle to calibrate cheap scores, then evaluates at scale with valid uncertainty.
result CJE achieves 99% pairwise ranking accuracy at 14x lower cost compared to a 16x oracle/judge cost ratio.
Algorithm identifies nearest mode in noisy data.
problem Identifying the point with the minimum k-th nearest neighbor distance in unknown multivariate probability density.
method Sequential learning algorithm using noisy oracle queries to adaptively decide which points to query.
result Upper bounds on query complexity show significant improvement over baselines.
EP-learning framework improves causal contrast estimation efficiency.
problem Estimating heterogeneous causal contrasts efficiently and stably.
method EP-learning framework combining T-learning and DR-learning.
result EP-learners are oracle-efficient and outperform competitors.
Paper proposes a method to efficiently estimate structural breaks in cointegrating regressions.
problem Estimating structural breaks in cointegrating regressions is challenging due to inconsistency of group lasso.
method Adaptive group lasso procedure using a first step group lasso estimation of diverging breakpoint candidates to produce weights for a second estimation.
result The adaptive group lasso estimator delivers consistent parameter changes and oracle properties.
Extends covariance estimation with multiple targets for better performance.
problem Improving covariance estimation for multiple targets.
method Combines multiple constant matrices with sample covariance matrix, derives estimators and proves convergence.
result The multi-target linear shrinkage estimator outperforms other estimators in various situations.
Oracle inequality for sparse neural nets adapts to unknown structure.
problem Sparse deep neural nets in nonparametric regression.
method Gibbs posterior distribution with Metropolis-adjusted Langevin algorithms and mixture of uniform priors.
result Oracle inequality showing adaptation to unknown regularity and structure, achieving minimax-optimal rate of convergence.
New algorithm reduces super-arm selection complexity exponentially.
problem Combinatorial multi-armed bandits with cardinality constraint.
method Combination of group-testing and quantized Thompson sampling.
result Achieves same regret order as state-of-the-art algorithms with perfect oracle, but with reduced complexity.
Improved algorithm finds second-order stationary points in non-convex optimization.
problem Minimizing non-convex objectives while preserving training data privacy.
method SpiderBoost framework with two gradient oracles: precise and less precise.
result Improved rates for finding second-order stationary points.
This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when the number of parameters is of a much larger order of magnitude than the sample …
Accelerating Quantum Reinforcement Learning with a Quantum Natural Policy Gradient Based Approachquant-ph
A quantum reinforcement learning algorithm reduces sample complexity.
problem Quantum reinforcement learning under model-free settings with quantum oracle access.
method Quantum Natural Policy Gradient (QNPG) algorithm replacing random sampling with deterministic gradient estimation.
result QNPG achieves a sample complexity of for queries to the quantum oracle, significantly improving classical lower bound.
New algorithm finds k-centers from noisy distance estimates.
problem Finding k-centers in unknown metric spaces with noisy distance queries.
method Active algorithms using UCB, Thompson Sampling, and Track-and-Stop.
result Approximation ratio of two with high probability.
High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we establish strong oracle properties of nonconcave penalized methods for nonpolynomial (N…
The key issue in Dynamic Ensemble Selection (DES) is defining a suitable criterion for calculating the classifiers' competence. There are several criteria available to measure the level of competence of base classifiers, such as local accuracy estimates and ranking. However, using only one criterion may lead to a poor …
This paper consider penalized empirical loss minimization of convex loss functions with unknown non-linear target functions. Using the elastic net penalty we establish a finite sample oracle inequality which bounds the loss of our estimator from above with high probability. If the unknown target is linear this inequali…
A new Bayesian method optimizes time-dependent expensive functions with lookahead.
problem Maximizing a time-dependent, expensive oracle with limited evaluations.
method Recursive, two-step lookahead expected payoff (r2LEY) acquisition function.
result r2LEY outperforms myopic methods in synthetic and real-world datasets.
This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization. When the additive errors in linear models have only bounded second moment, we show that iteratively reweighted $\ell_1…
The aim of this paper is to provide some theoretical understanding of quasi-Bayesian aggregation methods non-negative matrix factorization. We derive an oracle inequality for an aggregated estimator. This result holds for a very general class of prior distributions and shows how the prior affects the rate of convergenc…
Sparse-penalized deep neural networks improve performance in weakly dependent processes.
problem Nonparametric regression and classification under weak dependence.
method Sparse-penalized deep neural networks with oracle inequalities and convergence rates established.
result The proposed estimators outperform non-penalized ones in simulations.
Estimates CATEs for structured treatments using a new decomposition method.
problem Estimating conditional average treatment effects for complex data types.
method Generalized Robinson decomposition, isolating causal estimand, arbitrary model plugging, quasi-oracle convergence guarantee.
result Demonstrates superior performance in CATE estimation compared to prior work.
New bound improves on weighted majority vote risk estimation.
problem Improving risk estimation for weighted majority vote.
method Novel Chebyshev-Cantelli inequality and PAC-Bayes-Bennett inequality.
result New bounds improve on existing methods.
New method removes oracle and reduces memory usage for robust MDPs.
problem Applying robust MDPs in practice due to model estimation and oracle requirements.
method Transformed robust MDPs into an alternative form allowing stochastic gradient methods and model-free approach.
result Sample-efficient algorithm with lower storage requirement and no oracle.
Algorithm estimates nonparametric mixtures from grouped data.
problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.
We present a unified framework for low-rank matrix estimation with nonconvex penalties. We first prove that the proposed estimator attains a faster statistical rate than the traditional low-rank matrix estimator with nuclear norm penalty. Moreover, we rigorously show that under a certain condition on the magnitude of t…
With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those effects estimated to be most extreme. Unfortunately naive estimates of these effe…
A new method samples from a target density without initial samples using Monte Carlo estimation of the score.
problem Sampling from a target density without initial samples.
method Monte Carlo estimation of the score using oracle access to the log likelihood.
result Samples can be produced from the target density without needing initial samples.
New algorithm learns POMDPs without computational oracles.
problem Learning near-optimal policies in POMDPs with computationally hard oracles.
method Quasipolynomial-time algorithm using barycentric spanners for policy covers.
result First oracle-free learning algorithm for observable POMDPs.
Quantum method speeds up risk estimation for insurance tail risks.
problem Sample-sparsity in classical Monte Carlo methods for tail risk pricing.
method Quantum Amplitude Estimation (QAE) with Grover amplification.
result Quantum method achieves convergence approaching order reciprocal N, enabling high-resolution tail estimation within practical budgets.
New framework converts offline to online estimation using black-box offline estimators.
problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.
New algorithms estimate matrix norms without matrix multiplication.
problem Estimating matrix norms efficiently in a matrix-free setting.
method Randomized algorithms based on Hutchinson's estimator modifications.
result Oracle complexity bounds for two-to-infinity and one-to-two norms.
Statistical analysis of regularization in continual learning tasks.
problem Understanding how regularization affects model performance in sequential learning.
method Derivation of convergence rates, iterative update formula, and optimal hyperparameters for generalized ℓ2-regularization.
result Optimal hyperparameters balance forward and backward knowledge transfer, improving model performance.
This paper tackles bandit optimization with a new pairwise comparison oracle for unknown strongly concave functions.
problem Maximizing an unknown strongly concave function over T periods with a biased pairwise comparison oracle.
method Introduced a discretization technique and local polynomial approximation to relate the problem to linear bandits. Developed a tournament successive elimination technique to localize the discretized cell and run LinUCB algorithm on cells.
result Established optimal regret bounds and improved state-of-the-art results in operations management problems.