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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.

168,694 papers · 148 categories

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156311467622 · Jun 202019922001200920172026
48 results for provably efficient

New algorithm finds near-optimal policies efficiently in zero-sum games.

problem Lack of provable efficiency guarantees for policy optimization in zero-sum games.
method Policy optimization algorithm with function approximation.
result Proves efficient convergence to near-optimal policies with polynomial samples and iterations.

Proposes efficient stochastic algorithms for optimizing NDCG with provable convergence guarantees.

problem Efficient and provable stochastic methods for maximizing NDCG in deep learning models.
method Formulates novel compositional optimization problems, develops efficient stochastic algorithms with provable convergence guarantees, and proposes practical strategies.
result Stochastic algorithms with provable convergence guarantees for optimizing NDCG and its top-KK variant.

While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably efficient policy optimization algorithm that incorporates exploration. To bridge su…

2019-12-12abs ↗pdf ↗

Topic models provide a useful method for dimensionality reduction and exploratory data analysis in large text corpora. Most approaches to topic model inference have been based on a maximum likelihood objective. Efficient algorithms exist that approximate this objective, but they have no provable guarantees. Recently, a…

2012-12-19abs ↗pdf ↗

This thesis improves practical reinforcement learning methods with robustness, scalability, and efficiency.

problem Improving reinforcement learning methods for practical applications.
method Analyzes and develops robust, scalable, and efficient reinforcement learning algorithms.
result Proves the efficiency and robustness of new RL methods.

Efficient RL algorithm for multinomial logistic MDPs with provable guarantees.

problem Model-based RL for episodic MDPs with unknown transition probabilities.
method Upper confidence bound-based algorithm for exploration-exploitation balance.
result Achieves ildeO(dH3T) ilde{O}(d \sqrt{H^3 T}) regret bound for multinomial logistic models.

We study the design of computationally efficient algorithms with provable guarantees, that are robust to adversarial (test time) perturbations. While there has been an proliferation of recent work on this topic due to its connections to test time robustness of deep networks, there is limited theoretical understanding o…

2019-11-12abs ↗pdf ↗

We study Imitation Learning (IL) from Observations alone (ILFO) in large-scale MDPs. While most IL algorithms rely on an expert to directly provide actions to the learner, in this setting the expert only supplies sequences of observations. We design a new model-free algorithm for ILFO, Forward Adversarial Imitation Lea…

2019-05-27abs ↗pdf ↗

Proposes a method for obtaining interval bounds in off-policy evaluation.

problem Provides provably correct upper and lower bounds for off-policy evaluation.
method Searches for the maximum and minimum values of the expected reward among Lipschitz Q-functions.
result Introduces a Lipschitz value iteration method to monotonically tighten interval bounds.

We develop efficient algorithms to estimate the stability of Ordinary Least Squares regression results.

problem Measuring the stability of regression conclusions in low dimensions.
method Efficient algorithms for estimating the minimum number of samples that need to be removed to change a regression conclusion.
result We can estimate stability up to a factor of 3 better than the greedy heuristic and certify stability even for dropping a majority of samples.

Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work shows that the eigenspectrum of unknown linear dynamics can be identified without…

2019-08-02abs ↗pdf ↗

Paper analyzes distributional reinforcement learning with value function approximation, introducing Bellman unbiasedness and a new algorithm.

problem Improving reinforcement learning by capturing environmental stochasticity and addressing infinite dimensionality.
method Introduces Bellman unbiasedness and proposes SF-LSVI algorithm for provably efficient distributional reinforcement learning.
result Achieves a tight regret bound of O(d_E H^3/2 √K) for distributional reinforcement learning.

We present a provable, sampling-based approach for generating compact Convolutional Neural Networks (CNNs) by identifying and removing redundant filters from an over-parameterized network. Our algorithm uses a small batch of input data points to assign a saliency score to each filter and constructs an importance sampli…

2019-11-18abs ↗pdf ↗

Paper introduces SPADE method to protect classifiers from OOD and adversarial samples.

problem Protecting classifiers from out-of-distribution and adversarial samples.
method SPADE method based on GEV model in latent space.
result Provable protection against OOD and adversarial samples.

Efficient method for constrained optimization under partial observations with provable convergence.

problem Optimizing under partial and constrained data.
method Improved acquisition functions and Gaussian process embedding for partially observable constraints.
result Empirically validated method outperforms traditional approaches.

Proposes Optimistic Pessimistically Initialised Q-Learning (OPIQ) for better exploration in RL.

problem Pessimistic initialisation of Q-values in deep RL leads to poor exploration performance.
method Augments pessimistically initialised Q-values with count-based bonuses to ensure optimism.
result OPIQ outperforms non-optimistic DQN variants in hard exploration tasks.

Proves efficient learning of hierarchical structure in meta-reinforcement learning.

problem Lack of provable guarantees for learning hierarchical structures in reinforcement learning.
method Analyzed HRL in meta-RL setting with tabular transition dynamics, providing diversity conditions and regret bounds.
result Sample-efficient recovery of natural hierarchical structure with provable guarantees.

POLICE enforces linear constraints on deep neural networks efficiently.

problem Enforcing constraints on deep neural networks without affecting optimization.
method Provably optimal affine constraint enforcement method that minimally modifies DNNs.
result POLICE ensures DNNs fulfill affine constraints during training and testing.

Improves neural network verification by merging abstract domains and Lagrangian methods.

problem Prove provable bounds for neural network outputs given input ranges.
method Uses zonotopes within a Lagrangian decomposition to verify deep neural networks.
result Yields bounds that improve upon existing techniques in both time and tightness.

Novel algorithm accelerates PnP methods for image deblurring and super-resolution.

problem Efficiently solving inverse problems and imaging with provable convergence guarantees.
method Incorporates quasi-Newton steps into provable PnP framework based on proximal denoisers.
result 2--8x faster convergence compared to other provable PnP methods with similar quality.

HySRL improves RL sample efficiency with shifted-dynamics data.

problem Leveraging historical data with shifted dynamics to improve sample efficiency in RL.
method HySRL, a hybrid transfer RL algorithm that uses prior information on dynamics shift to achieve better sample complexity.
result HySRL achieves problem-dependent sample complexity and outperforms pure online RL.

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as functions of the state-visitation frequencies that are induced by how the agent be…

2018-12-06abs ↗pdf ↗

The paper provides fast, sample-efficient algorithms for learning common features in multi-task linear regression.

problem Learning transferable features from multiple related tasks.
method Provably fast, sample-efficient algorithms for multi-task linear regression.
result Theoretical guarantees on sample complexity for learning common features.

We consider distributed on-device learning with limited communication and security requirements. We propose a new robust distributed optimization algorithm with efficient communication and attack tolerance. The proposed algorithm has provable convergence and robustness under non-IID settings. Empirical results show tha…

2019-03-16abs ↗pdf ↗

New framework explains how larger pre-trained models reduce downstream learning sample complexity.

problem Understanding why larger pre-trained models reduce sample complexity in downstream tasks.
method Introducing a novel framework called Caulking inspired by PEFT methods.
result Improved pre-trained models provably decrease downstream task sample complexity.

We prove a lower bound for feature dimension in linear MDPs and propose a novel dynamics aggregation framework.

problem The limitation of feature dimension in linear MDPs and the need for efficient hierarchical reinforcement learning.
method We propose a novel dynamics aggregation framework based on structural dynamics and design a provably efficient hierarchical reinforcement learning algorithm.
result Our algorithm achieves a regret of ildeO(dψ3/2H3/2NT) ilde{O} ( d_ψ^{3/2} H^{3/2}\sqrt{ N T} ) and meets the condition dψ3Nd3d_ψ^3 N \ll d^{3} in most real-world environments.

Efficient RL in partially observable risk-sensitive environments with hindsight observations.

problem Risk-sensitive reinforcement learning in partially observable environments.
method Integrates hindsight observations into POMDP framework, develops novel RL algorithm.
result Achieves polynomial regret with provable efficiency, outperforming existing methods.

Layer-wise preconditioning methods improve neural network optimization and feature learning.

problem Suboptimal feature learning in standard optimization algorithms.
method Layer-wise preconditioning methods that introduce preconditioners per axis of each layer's weight tensors.
result Layer-wise preconditioning is necessary for provable feature learning in linear and single-index models.

Independent component analysis (ICA) is the problem of efficiently recovering a matrix ARn×nA \in \mathbb{R}^{n\times n} from i.i.d. observations of X=ASX=AS where SRnS \in \mathbb{R}^n is a random vector with mutually independent coordinates. This problem has been intensively studied, but all existing efficient algorithms w…

2015-09-02abs ↗pdf ↗

This paper investigates multi-task reinforcement learning in non-Markovian decision making, showing benefits in sample efficiency.

problem Investigating multi-task reinforcement learning in non-Markovian decision making processes.
method Developed a joint model class for tasks and used the ηη-bracketing number to quantify complexity and similarity.
result Multi-task reinforcement learning can improve sample efficiency in non-Markovian decision making processes.

OKRidge solves sparse ridge regression problems for nonlinear systems.

problem Identifying sparse governing equations for nonlinear dynamical systems.
method OKRidge algorithm using saddle point formulation and ADMM-based approach with efficient proximal operators.
result OKRidge achieves provable optimality with significantly faster run times than Gurobi.

New method speeds up learning of complex dynamical systems.

problem Efficiently learning large-scale dynamical systems from finite data.
method Random projections (sketching) to boost kernel-based Koopman operator estimators.
result The proposed estimators maintain accuracy while significantly reducing computation time.