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 present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully overparameterize the class of LDSs by a polylogarithmic factor, in exchange for con…
A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as a payoff. In this paper, we close the problem of computationally and sample effi…
Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is unknown and has to be learned by interacting repeatedly with the environment in the ba…
In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor γ∈(0,1) we provide an algorithm that computes an ε-optimal strategy with high-probability given $\tilde{O}((1 - γ)^{-3}…
We show how to solve a number of problems in numerical linear algebra, such as least squares regression, ℓp-regression for any p≥1, low rank approximation, and kernel regression, in time $T(A) \poly(\log(nd))$, where for a given input matrix A∈Rn×d, T(A) is the time needed to com…
Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an n×n SDDM matrix M, and a constant −1≤p≤1, our algorithm gives efficient access to a…
Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have dimension-independent bounds for the underlying continuous processes under s…
In this paper, we give improved bounds for the computational complexity of computing with planar algebraic curves. More specifically, for arbitrary coprime polynomials f, g∈Z[x,y] and an arbitrary polynomial h∈Z[x,y], each of total degree less than n and with integer coefficients of ab…
In this paper, we study local solutions F=(F1,..,Fn) of a general functional equation of the form F1(U1(x,y))+....+Fn(Un(x,y))=0. A such equation will be called an ``abelian functional equation'' (Afe). We will restrict ourselves to the case when the inner functions Ui's are real rational functions. First we prove that…
Recent theoretical work has guaranteed that overparameterized networks trained by gradient descent achieve arbitrarily low training error, and sometimes even low test error. The required width, however, is always polynomial in at least one of the sample size n, the (inverse) target error 1/ε, and the (inverse) fail…
We introduce the bilinear bandit problem with low-rank structure in which an action takes the form of a pair of arms from two different entity types, and the reward is a bilinear function of the known feature vectors of the arms. The unknown in the problem is a d1 by d2 matrix Θ∗ that defines the reward…
A recent line of research on deep learning focuses on the extremely over-parameterized setting, and shows that when the network width is larger than a high degree polynomial of the training sample size n and the inverse of the target error ε−1, deep neural networks learned by (stochastic) gradient descent enjoy …
The paper analyzes the convergence rates of Q-learning with entropy regularization and linear function approximation.
problem Analyzing the convergence rates of Q-learning with entropy regularization and linear function approximation.
method The paper derives rates of convergence using the high-dimensional central limit theorem, linearization of the soft Bellman recursion, and Gaussian approximation for the leading martingale term.
result The algorithm's last iterate satisfies high-order moment bounds, with a Gaussian approximation bound of order n−1/4.
AdaSDBO solves decentralized bilevel optimization without problem parameters, achieving competitive performance.
problem Decentralized bilevel optimization problems without known parameters.
method AdaSDBO, a fully problem-parameter-free algorithm with adaptive stepsizes.
result AdaSDBO achieves a convergence rate of $\widetilde{\mathcal{O}}\left(\frac{1}{T}
ight)$, matching state-of-the-art methods up to polylogarithmic factors.