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The study of statistical estimation without distributional assumptions on data values, but with knowledge of data collection methods was recently introduced by Chen, Valiant and Valiant (NeurIPS 2020). In this framework, the goal is to design estimators that minimize the worst-case expected error. Here the expectation is over a known, randomized data collection process from some population, and the data values corresponding to each element of the population are assumed to be worst-case. Chen, Valiant and Valiant show that, when data values are $\ell_{\infty}$-normalized, there is a polynomial time algorithm to compute an estimator for the mean with worst-case expected error that is within a factor $\frac{\pi}{2}$ of the optimum within the natural class of semilinear estimators. However, their algorithm is based on optimizing a somewhat complex concave objective function over a constrained set of positive semidefinite matrices, and thus does not come with explicit runtime guarantees beyond being polynomial time in the input. In this paper we design provably efficient algorithms for approximating the optimal semilinear estimator based on online convex optimization. In the setting where data values are $\ell_{\infty}$-normalized, our algorithm achieves a $\frac{\pi}{2}$-approximation by iteratively solving a sequence of standard SDPs. When data values are $\ell_2$-normalized, our algorithm iteratively computes the top eigenvector of a sequence of matrices, and does not lose any multiplicative approximation factor. We complement these positive results by stating a simple combinatorial condition which, if satisfied by a data collection process, implies that any (not necessarily semilinear) estimator for the mean has constant worst-case expected error.

We investigate a novel scheduling problem where we have $n$ clients, each associated with a single job on each of a set of $m$ different days. On each day, a single machine is available to process the $n$ jobs non-preemptively. The goal is provide an equitable set of schedules for all $m$ days such that the sum of completion times of each client over all days is not greater than some specified equability parameter $k$. The $1\mid\mid\max_j\sum_i C_{i,j}$ problem, as we refer to it in this paper, fits nicely into a new model introduced by Heeger et al. [AAAI '21] that aims at capturing a generic notion of fairness in scheduling settings where the same set of clients repeatedly submit scheduling requests over a fixed period of time. We show that the $1\mid\mid\max_j\sum_i C_{i,j}$ problem is NP-hard even under quite severe restrictions. This leads us to investigating two natural special cases: One where we assume the number of days to be small and one where we consider the number of clients to be small. We present several tractability results for both cases.

As is well known, the stability of the 3-step backward differentiation formula (BDF3) on variable grids for a parabolic problem is analyzed in [Calvo and Grigorieff, \newblock BIT. \textbf{42} (2002) 689--701] under the condition $r_k:=\tau_k/\tau_{k-1}<1.199$, where $r_k$ is the adjacent time-step ratio. In this work, we establish the spectral norm inequality, which can be used to give a upper bound for the inverse matrix. Then the BDF3 scheme is unconditionally stable under a new condition $r_k\leq 1.405$. Meanwhile, we show that the upper bound of the ratio $r_k$ is less than $\sqrt{3}$ for BDF3 scheme. In addition, based on the idea of [Wang and Ruuth, J. Comput. Math. \textbf{26} (2008) 838--855; Chen, Yu, and Zhang, arXiv:2108.02910], we design a weighted and shifted BDF3 (WSBDF3) scheme for solving the parabolic problem. We prove that the WSBDF3 scheme is unconditionally stable under the condition $r_k\leq 1.771$, which is a significant improvement for the maximum time-step ratio. The error estimates are obtained by the stability inequality. Finally, numerical experiments are given to illustrate the theoretical results.

There is a conjecture on $\mathcal{NP}\overset{?}{=}\mathcal{PSPACE}$ in computational complexity. It is a widespread belief that $\mathcal{NP}\neq \mathcal{PSPACE}$. In this paper, we show that $\mathcal{NP}\neq \mathcal{PSPACE}$ via the premise of $NTIME[S(n)]\subseteq DSPACE[S(n)]$, and then by diagonalization over all polynomial-time nondeterministic Turing machines via universal nondeterministic Turing machine $M_0$ running in $O(n^k)$ space for any $k\in \mathbb{N}_1$. Thus we obtain a language $L_d$ not accepted by any polynomial-time nondeterministic Turing machines, but accepted by $M_0$. We further prove that $L_d\in \mathcal{PSPACE}$ hence the result $\mathcal{NP}\neq \mathcal{PSPACE}$ follows.

ByteScheduler partitions and rearranges tensor transmissions to improve the communication efficiency of distributed Deep Neural Network (DNN) training. The configuration of hyper-parameters (i.e., the partition size and the credit size) is critical to the effectiveness of partitioning and rearrangement. Currently, ByteScheduler adopts Bayesian Optimization (BO) to find the optimal configuration for the hyper-parameters beforehand. In practice, however, various runtime factors (e.g., worker node status and network conditions) change over time, making the statically-determined one-shot configuration result suboptimal for real-world DNN training. To address this problem, we present a real-time configuration method (called AutoByte) that automatically and timely searches the optimal hyper-parameters as the training systems dynamically change. AutoByte extends the ByteScheduler framework with a meta-network, which takes the system's runtime statistics as its input and outputs predictions for speedups under specific configurations. Evaluation results on various DNN models show that AutoByte can dynamically tune the hyper-parameters with low resource usage, and deliver up to 33.2\% higher performance than the best static configuration in ByteScheduler.

We study the problem of online tree exploration by a deterministic mobile agent. Our main objective is to establish what features of the model of the mobile agent and the environment allow linear exploration time. We study agents that, upon entering to a node, do not receive as input the edge via which they entered. In such a model, deterministic memoryless exploration is infeasible, hence the agent needs to be allowed to use some memory. The memory can be located at the agent or at each node. The existing lower bounds show that if the memory is either only at the agent or only at the nodes, then the exploration needs superlinear time. We show that tree exploration in dual-memory model, with constant memory at the agent and logarithmic at each node is possible in linear time when one of two additional features is present: fixed initial state of the memory at each node (so called clean memory) or a single movable token. We present two algorithms working in linear time for arbitrary trees in these two models. On the other hand, in our lower bound we show that if the agent has a single bit of memory and one bit is present at each node, then exploration may require quadratic time on paths, if the initial memory at nodes could be set arbitrarily (so called dirty memory). This shows that having clean node memory or a token allows linear exploration of trees in the model with two types of memory, but having neither of those features may lead to quadratic exploration time even on a simple path.

This paper is concerned with the sample efficiency of reinforcement learning, assuming access to a generative model (or simulator). We first consider $\gamma$-discounted infinite-horizon Markov decision processes (MDPs) with state space $\mathcal{S}$ and action space $\mathcal{A}$. Despite a number of prior works tackling this problem, a complete picture of the trade-offs between sample complexity and statistical accuracy is yet to be determined. In particular, all prior results suffer from a severe sample size barrier, in the sense that their claimed statistical guarantees hold only when the sample size exceeds at least $\frac{|\mathcal{S}||\mathcal{A}|}{(1-\gamma)^2}$. The current paper overcomes this barrier by certifying the minimax optimality of two algorithms -- a perturbed model-based algorithm and a conservative model-based algorithm -- as soon as the sample size exceeds the order of $\frac{|\mathcal{S}||\mathcal{A}|}{1-\gamma}$ (modulo some log factor). Moving beyond infinite-horizon MDPs, we further study time-inhomogeneous finite-horizon MDPs, and prove that a plain model-based planning algorithm suffices to achieve minimax-optimal sample complexity given any target accuracy level. To the best of our knowledge, this work delivers the first minimax-optimal guarantees that accommodate the entire range of sample sizes (beyond which finding a meaningful policy is information theoretically infeasible).

Solving the time-dependent Schr\"odinger equation is an important application area for quantum algorithms. We consider Schr\"odinger's equation in the semi-classical regime. Here the solutions exhibit strong multiple-scale behavior due to a small parameter $\hbar$, in the sense that the dynamics of the quantum states and the induced observables can occur on different spatial and temporal scales. Such a Schr\"odinger equation finds many applications, including in Born-Oppenheimer molecular dynamics and Ehrenfest dynamics. This paper considers quantum analogues of pseudo-spectral (PS) methods on classical computers. Estimates on the gate counts in terms of $\hbar$ and the precision $\varepsilon$ are obtained. It is found that the number of required qubits, $m$, scales only logarithmically with respect to $\hbar$. When the solution has bounded derivatives up to order $\ell$, the symmetric Trotting method has gate complexity $\mathcal{O}\Big({ (\varepsilon \hbar)^{-\frac12} \mathrm{polylog}(\varepsilon^{-\frac{3}{2\ell}} \hbar^{-1-\frac{1}{2\ell}})}\Big),$ provided that the diagonal unitary operators in the pseudo-spectral methods can be implemented with $\mathrm{poly}(m)$ operations. When physical observables are the desired outcomes, however, the step size in the time integration can be chosen independently of $\hbar$. The gate complexity in this case is reduced to $\mathcal{O}\Big({\varepsilon^{-\frac12} \mathrm{polylog}( \varepsilon^{-\frac3{2\ell}} \hbar^{-1} )}\Big),$ with $\ell$ again indicating the smoothness of the solution.

The use of mathematical models to make predictions about tumor growth and response to treatment has become increasingly more prevalent in the clinical setting. The level of complexity within these models ranges broadly, and the calibration of more complex models correspondingly requires more detailed clinical data. This raises questions about how much data should be collected and when, in order to minimize the total amount of data used and the time until a model can be calibrated accurately. To address these questions, we propose a Bayesian information-theoretic procedure, using a gradient-based score function to determine the optimal data collection times for model calibration. The novel score function introduced in this work eliminates the need for a weight parameter used in a previous study's score function, while still yielding accurate and efficient model calibration using even fewer scans on a sample set of synthetic data, simulating tumors of varying levels of radiosensitivity. We also conduct a robust analysis of the calibration accuracy and certainty, using both error and uncertainty metrics. Unlike the error analysis of the previous study, the inclusion of uncertainty analysis in this work|as a means for deciding when the algorithm can be terminated|provides a more realistic option for clinical decision-making, since it does not rely on data that will be collected later in time.

We consider the dynamic pricing problem with covariates under a generalized linear demand model: a seller can dynamically adjust the price of a product over a horizon of $T$ time periods, and at each time period $t$, the demand of the product is jointly determined by the price and an observable covariate vector $x_t\in\mathbb{R}^d$ through an unknown generalized linear model. Most of the existing literature assumes the covariate vectors $x_t$'s are independently and identically distributed (i.i.d.); the few papers that relax this assumption either sacrifice model generality or yield sub-optimal regret bounds. In this paper we show that a simple pricing algorithm has an $O(d\sqrt{T}\log T)$ regret upper bound without assuming any statistical structure on the covariates $x_t$ (which can even be arbitrarily chosen). The upper bound on the regret matches the lower bound (even under the i.i.d. assumption) up to logarithmic factors. Our paper thus shows that (i) the i.i.d. assumption is not necessary for obtaining low regret, and (ii) the regret bound can be independent of the (inverse) minimum eigenvalue of the covariance matrix of the $x_t$'s, a quantity present in previous bounds. Furthermore, we discuss a condition under which a better regret is achievable and how a Thompson sampling algorithm can be applied to give an efficient computation of the prices.