亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

We introduce a new setting, optimize-and-estimate structured bandits. Here, a policy must select a batch of arms, each characterized by its own context, that would allow it to both maximize reward and maintain an accurate (ideally unbiased) population estimate of the reward. This setting is inherent to many public and private sector applications and often requires handling delayed feedback, small data, and distribution shifts. We demonstrate its importance on real data from the United States Internal Revenue Service (IRS). The IRS performs yearly audits of the tax base. Two of its most important objectives are to identify suspected misreporting and to estimate the "tax gap" -- the global difference between the amount paid and true amount owed. Based on a unique collaboration with the IRS, we cast these two processes as a unified optimize-and-estimate structured bandit. We analyze optimize-and-estimate approaches to the IRS problem and propose a novel mechanism for unbiased population estimation that achieves rewards comparable to baseline approaches. This approach has the potential to improve audit efficacy, while maintaining policy-relevant estimates of the tax gap. This has important social consequences given that the current tax gap is estimated at nearly half a trillion dollars. We suggest that this problem setting is fertile ground for further research and we highlight its interesting challenges. The results of this and related research are currently being incorporated into the continual improvement of the IRS audit selection methods.

We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are continuously parameterized by their location and depend on some scale parameter. First, we extend previous prediction results for off-the-grid estimators by taking into account here that the scale parameter may vary. The prediction bounds are analogous, but we improve the minimal distance between two consecutive features locations in order to achieve these bounds. Next, we propose a goodness-of-fit test for the model and give non-asymptotic upper bounds of the testing risk and of the minimax separation rate between two distinguishable signals. In particular, our test encompasses the signal detection framework. We deduce upper bounds on the minimal energy, expressed as the 2-norm of the linear coefficients, to successfully detect a signal in presence of noise. The general model considered in this paper is a non-linear extension of the classical high-dimensional regression model. It turns out that, in this framework, our upper bound on the minimax separation rate matches (up to a logarithmic factor) the lower bound on the minimax separation rate for signal detection in the high dimensional linear model associated to a fixed dictionary of features. We also propose a procedure to test whether the features of the observed signal belong to a given finite collection under the assumption that the linear coefficients may vary, but do not change to opposite signs under the null hypothesis. A non-asymptotic upper bound on the testing risk is given. We illustrate our results on the spikes deconvolution model with Gaussian features on the real line and with the Dirichlet kernel, frequently used in the compressed sensing literature, on the torus.

The classification and regression tree (CART) and Random Forest (RF) are arguably the most popular pair of statistical learning methods. However, their statistical consistency can only be proved under very restrictive assumption on the underlying regression function. As an extension of the standard CART, Breiman (1984) suggested using linear combinations of predictors as splitting variables. The method became known as the oblique decision tree (ODT) and has received lots of attention. ODT tends to perform better than CART and requires fewer partitions. In this paper, we further show that ODT is consistent for very general regression functions as long as they are continuous. We also prove the consistency of ODT-based random forests (ODRF) that uses either fixed-size or random-size subset of features in the features bagging, the latter of which is also guaranteed to be consistent for general regression functions, but the former is consistent only for functions with specific structures. After refining the existing computer packages according to the established theory, our numerical experiments also show that ODRF has a noticeable overall improvement over RF and other decision forests.

We develop the first fully dynamic algorithm that maintains a decision tree over an arbitrary sequence of insertions and deletions of labeled examples. Given $\epsilon > 0$ our algorithm guarantees that, at every point in time, every node of the decision tree uses a split with Gini gain within an additive $\epsilon$ of the optimum. For real-valued features the algorithm has an amortized running time per insertion/deletion of $O\big(\frac{d \log^3 n}{\epsilon^2}\big)$, which improves to $O\big(\frac{d \log^2 n}{\epsilon}\big)$ for binary or categorical features, while it uses space $O(n d)$, where $n$ is the maximum number of examples at any point in time and $d$ is the number of features. Our algorithm is nearly optimal, as we show that any algorithm with similar guarantees uses amortized running time $\Omega(d)$ and space $\tilde{\Omega} (n d)$. We complement our theoretical results with an extensive experimental evaluation on real-world data, showing the effectiveness of our algorithm.

We introduce an information-maximization approach for the Generalized Category Discovery (GCD) problem. Specifically, we explore a parametric family of loss functions evaluating the mutual information between the features and the labels, and find automatically the one that maximizes the predictive performances. Furthermore, we introduce the Elbow Maximum Centroid-Shift (EMaCS) technique, which estimates the number of classes in the unlabeled set. We report comprehensive experiments, which show that our mutual information-based approach (MIB) is both versatile and highly competitive under various GCD scenarios. The gap between the proposed approach and the existing methods is significant, more so when dealing with fine-grained classification problems. Our code: \url{//github.com/fchiaroni/Mutual-Information-Based-GCD}.

In the present paper we initiate the challenging task of building a mathematically sound theory for Adaptive Virtual Element Methods (AVEMs). Among the realm of polygonal meshes, we restrict our analysis to triangular meshes with hanging nodes in 2d -- the simplest meshes with a systematic refinement procedure that preserves shape regularity and optimal complexity. A major challenge in the a posteriori error analysis of AVEMs is the presence of the stabilization term, which is of the same order as the residual-type error estimator but prevents the equivalence of the latter with the energy error. Under the assumption that any chain of recursively created hanging nodes has uniformly bounded length, we show that the stabilization term can be made arbitrarily small relative to the error estimator provided the stabilization parameter of the scheme is sufficiently large. This quantitative estimate leads to stabilization-free upper and lower a posteriori bounds for the energy error. This novel and crucial property of VEMs hinges on the largest subspace of continuous piecewise linear functions and the delicate interplay between its coarser scales and the finer ones of the VEM space. An important consequence for piecewise constant data is a contraction property between consecutive loops of AVEMs, which we also prove. Our results apply to $H^1$-conforming (lowest order) VEMs of any kind, including the classical and enhanced VEMs.

The matrix-based R\'enyi's entropy allows us to directly quantify information measures from given data, without explicit estimation of the underlying probability distribution. This intriguing property makes it widely applied in statistical inference and machine learning tasks. However, this information theoretical quantity is not robust against noise in the data, and is computationally prohibitive in large-scale applications. To address these issues, we propose a novel measure of information, termed low-rank matrix-based R\'enyi's entropy, based on low-rank representations of infinitely divisible kernel matrices. The proposed entropy functional inherits the specialty of of the original definition to directly quantify information from data, but enjoys additional advantages including robustness and effective calculation. Specifically, our low-rank variant is more sensitive to informative perturbations induced by changes in underlying distributions, while being insensitive to uninformative ones caused by noises. Moreover, low-rank R\'enyi's entropy can be efficiently approximated by random projection and Lanczos iteration techniques, reducing the overall complexity from $\mathcal{O}(n^3)$ to $\mathcal{O}(n^2 s)$ or even $\mathcal{O}(ns^2)$, where $n$ is the number of data samples and $s \ll n$. We conduct large-scale experiments to evaluate the effectiveness of this new information measure, demonstrating superior results compared to matrix-based R\'enyi's entropy in terms of both performance and computational efficiency.

Mixed-Integer Linear Programming (MILP) plays an important role across a range of scientific disciplines and within areas of strategic importance to society. The MILP problems, however, suffer from combinatorial complexity. Because of integer decision variables, as the problem size increases, the number of possible solutions increases super-linearly thereby leading to a drastic increase in the computational effort. To efficiently solve MILP problems, a "price-based" decomposition and coordination approach is developed to exploit 1. the super-linear reduction of complexity upon the decomposition and 2. the geometric convergence potential inherent to Polyak's stepsizing formula for the fastest coordination possible to obtain near-optimal solutions in a computationally efficient manner. Unlike all previous methods to set stepsizes heuristically by adjusting hyperparameters, the key novel way to obtain stepsizes is purely decision-based: a novel "auxiliary" constraint satisfaction problem is solved, from which the appropriate stepsizes are inferred. Testing results for large-scale Generalized Assignment Problems (GAP) demonstrate that for the majority of instances, certifiably optimal solutions are obtained. For stochastic job-shop scheduling as well as for pharmaceutical scheduling, computational results demonstrate the two orders of magnitude speedup as compared to Branch-and-Cut (B&C). The new method has a major impact on the efficient resolution of complex Mixed-Integer Programming (MIP) problems arising within a variety of scientific fields.

Existing statistical methods can be used to estimate a policy, or a mapping from covariates to decisions, which can then instruct decision makers. There is great interest in using such data-driven policies in healthcare. In healthcare, however, it is often important to explain to the healthcare provider, and to the patient, how a new policy differs from the current standard of care. This end is facilitated if one can pinpoint the aspects (i.e., parameters) of the policy that change most when moving from the standard of care to the new, suggested policy. To this end, we adapt ideas from Trust Region Policy Optimization. In our work, however, unlike in Trust Region Policy Optimization, the difference between the suggested policy and standard of care is required to be sparse, aiding with interpretability. In particular, we trade off between maximizing expected reward and minimizing the $L_1$ norm divergence between the parameters of the two policies. This yields "relative sparsity," where, as a function of a tuning parameter, $\lambda$, we can approximately control the number of parameters in our suggested policy that differ from their counterparts in the standard of care. We develop our methodology for the observational data setting. We propose a problem-specific criterion for selecting $\lambda$, perform simulations, and illustrate our method with a real, observational healthcare dataset, deriving a policy that is easy to explain in the context of the current standard of care. Our work promotes the adoption of data-driven decision aids, which have great potential to improve health outcomes.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.