In many interactive decision-making problems, there is contextual side information that remains fixed within the course of an interaction. This problem has been studied quite extensively under the assumption the conte...
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In many interactive decision-making problems, there is contextual side information that remains fixed within the course of an interaction. This problem has been studied quite extensively under the assumption the context is fully observed, as well as in the opposing limit when the context is unobserved, a special type of POMDP also referred to as a Latent MDP (LMDP). In this work, we consider a class of decision problems that interpolates between the settings, namely, between the case the context is fully observed, and the case the context is unobserved. We refer to this class of decision problems as LMDPs with prospective side information. In such an environment an agent receives additional, weakly revealing, information on the latent context at the beginning of each episode. We show that, surprisingly, this problem is not captured by contemporary POMDP settings and is not solved by RL algorithms designed for partially observed environments. We then establish that any sample efficient algorithm must suffer at least Ω(K2/3)-regret, as opposed to standard Ω(√K) lower bounds. We design an algorithm with a matching upper bound that depends only polynomially on the problem parameters. This establishes exponential improvement in the sample complexity relatively to the existing LMDP lower bound, when prospective information is not given (Kwon et al., 2021). Copyright 2024 by the author(s)
Young Tableaux are combinatorial object which have found utility in areas such as combinatorics, cryptography, representation theory etc. Every application has an inherent need for constructing a Young Tableaux effici...
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The focus of the research is to utilise the XGBoost algorithm in comparison to the K-Means algorithm is to prevent pop-up windows from showing up on a web application. The K-Means algorithm and the XGBoost algorithm a...
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The traditional Beetle Antennae Search (BAS) algorithm exhibits strong randomness in intelligent agent path planning, resulting in issues such as low search efficiency and poor path practicability. To address these is...
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We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a corrupted set of samples from N(µ, Id), where the unknown mean µ ∈ ...
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We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a corrupted set of samples from N(µ, Id), where the unknown mean µ ∈ Rd is constrained to be k-sparse. A series of prior works has developed efficient algorithms for robust sparse mean estimation with sample complexity poly(k, log d, 1/ϵ) and runtime d2poly(k, log d, 1/ϵ), where ϵ is the fraction of contamination. In particular, the fastest runtime of existing algorithms is quadratic in the dimension, which can be prohibitive in high dimensions. This quadratic barrier in the runtime stems from the reliance of these algorithms on the sample covariance matrix, which is of size d2. Our main contribution is an algorithm for robust sparse mean estimation which runs in subquadratic time using poly(k, log d, 1/ϵ) samples, with similar results for robust sparse PCA. Our results build on algorithmic advances in detecting weak correlations, a generalized version of the light-bulb problem by Valiant (Valiant, 2015). Copyright 2024 by the author(s)
We provide a simple and flexible framework for designing differentially private algorithms to find approximate stationary points of non-convex loss functions. Our framework is based on using a private approximate risk...
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We provide a simple and flexible framework for designing differentially private algorithms to find approximate stationary points of non-convex loss functions. Our framework is based on using a private approximate risk minimizer to "warm start" another private algorithm for finding stationary points. We use this framework to obtain improved, and sometimes optimal, rates for several classes of non-convex loss functions. First, we obtain improved rates for finding stationary points of smooth non-convex empirical loss functions. Second, we specialize to quasar-convex functions, which generalize star-convex functions and arise in learning dynamical systems and training some neural nets. We achieve the optimal rate for this class. Third, we give an optimal algorithm for finding stationary points of functions satisfying the Kurdyka-Lojasiewicz (KL) condition. For example, over-parameterized neural networks often satisfy this condition. Fourth, we provide new state-of-the-art rates for stationary points of nonconvex population loss functions. Fifth, we obtain improved rates for non-convex generalized linear models. A modification of our algorithm achieves nearly the same rates for second-order stationary points of functions with Lipschitz Hessian, improving over the previous state-of-the-art for each of the above problems. Copyright 2024 by the author(s)
In this study, we focus on the problem of online bottleneck matching on a star graph. Given m servers fixed on m leaf nodes on the star graph, m requests arrive one by one in an online fashion. Upon the arrival of eac...
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In this paper, we introduce an innovative evolutionary algorithm for the Green Vehicle Routing Problem (GVRP). We use the relative location of the customers with respect to the depot to estimate whether a mutation is ...
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Temporal constraint networks are data structures for representing and reasoning about time (e.g., temporal constraints among actions in a plan). Finding and computing negative cycles in temporal networks is important ...
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The phase retrieval problem is of fundamental importance in various fields including computer science, physics, and engineering, where only the magnitude measurements are variable. For this NP-hard problem, previous w...
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