We consider the upper confidence bound strategy for Gaussian multi-armed bandits with known control horizon sizes $N$ and build its limiting description with a system of stochastic differential equations and ordinary differential equations. Rewards for the arms are assumed to have unknown expected values and known variances. A set of Monte-Carlo simulations was performed for the case of close distributions of rewards, when mean rewards differ by the magnitude of order $N^{-1/2}$, as it yields the highest normalized regret, to verify the validity of the obtained description. The minimal size of the control horizon when the normalized regret is not noticeably larger than maximum possible was estimated.
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This paper considers the problem of learning a single ReLU neuron with squared loss (a.k.a., ReLU regression) in the overparameterized regime, where the input dimension can exceed the number of samples. We analyze a Perceptron-type algorithm called GLM-tron (Kakade et al., 2011) and provide its dimension-free risk upper bounds for high-dimensional ReLU regression in both well-specified and misspecified settings. Our risk bounds recover several existing results as special cases. Moreover, in the well-specified setting, we provide an instance-wise matching risk lower bound for GLM-tron. Our upper and lower risk bounds provide a sharp characterization of the high-dimensional ReLU regression problems that can be learned via GLM-tron. On the other hand, we provide some negative results for stochastic gradient descent (SGD) for ReLU regression with symmetric Bernoulli data: if the model is well-specified, the excess risk of SGD is provably no better than that of GLM-tron ignoring constant factors, for each problem instance; and in the noiseless case, GLM-tron can achieve a small risk while SGD unavoidably suffers from a constant risk in expectation. These results together suggest that GLM-tron might be preferable to SGD for high-dimensional ReLU regression.
Recently, Meta-Auto-Decoder (MAD) was proposed as a novel reduced order model (ROM) for solving parametric partial differential equations (PDEs), and the best possible performance of this method can be quantified by the decoder width. This paper aims to provide a theoretical analysis related to the decoder width. The solution sets of several parametric PDEs are examined, and the upper bounds of the corresponding decoder widths are estimated. In addition to the elliptic and the parabolic equations on a fixed domain, we investigate the advection equations that present challenges for classical linear ROMs, as well as the elliptic equations with the computational domain shape as a variable PDE parameter. The resulting fast decay rates of the decoder widths indicate the promising potential of MAD in addressing these problems.
We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply semi-discrete and fully-discrete methods in order to approximate this invariant distribution, using a spectral Galerkin method and an exponential Euler integrator for spatial and temporal discretization respectively. We prove that the considered numerical schemes also admit unique invariant distributions, and we prove error estimates between the approximate and exact invariant distributions, with identification of the orders of convergence. To the best of our knowledge this is the first result in the literature concerning numerical approximation of invariant distributions for stochastic damped wave equations.
This paper proposes novel computational multiscale methods for linear second-order elliptic partial differential equations in nondivergence-form with heterogeneous coefficients satisfying a Cordes condition. The construction follows the methodology of localized orthogonal decomposition (LOD) and provides operator-adapted coarse spaces by solving localized cell problems on a fine scale in the spirit of numerical homogenization. The degrees of freedom of the coarse spaces are related to nonconforming and mixed finite element methods for homogeneous problems. The rigorous error analysis of one exemplary approach shows that the favorable properties of the LOD methodology known from divergence-form PDEs, i.e., its applicability and accuracy beyond scale separation and periodicity, remain valid for problems in nondivergence-form.
This paper is concerned with a finite-horizon inverse control problem, which has the goal of inferring, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a result that enables cost estimation by solving an optimization problem that is convex even when the agent cost is not and when the underlying dynamics is nonlinear, non-stationary and stochastic. To obtain this result, we also study a finite-horizon forward control problem that has randomized policies as decision variables. For this problem, we give an explicit expression for the optimal solution. Moreover, we turn our findings into algorithmic procedures and we show the effectiveness of our approach via both in-silico and experimental validations with real hardware. All the experiments confirm the effectiveness of our approach.
In this article we propose two finite element schemes for the Navier-Stokes equations, based on a reformulation that involves differential operators from the de Rham sequence and an advection operator with explicit skew-symmetry in weak form. Our first scheme is obtained by discretizing this formulation with conforming FEEC (Finite Element Exterior Calculus) spaces: it preserves the pointwise divergence free constraint of the velocity, its total momentum and its energy, in addition to being pressure robust. Following the broken-FEEC approach, our second scheme uses fully discontinuous spaces and local conforming projections to define the discrete differential operators. It preserves the same invariants up to a dissipation of energy to stabilize numerical discontinuities. For both schemes we use a middle point time discretization which preserve these invariants at the fully discrete level and we analyse its well-posedness in terms of a CFL condition. Numerical test cases performed with spline finite elements allow us to verify the high order accuracy of the resulting numerical methods, as well as their ability to handle general boundary conditions.
We consider a symmetric mixture of linear regressions with random samples from the pairwise comparison design, which can be seen as a noisy version of a type of Euclidean distance geometry problem. We analyze the expectation-maximization (EM) algorithm locally around the ground truth and establish that the sequence converges linearly, providing an $\ell_\infty$-norm guarantee on the estimation error of the iterates. Furthermore, we show that the limit of the EM sequence achieves the sharp rate of estimation in the $\ell_2$-norm, matching the information-theoretically optimal constant. We also argue through simulation that convergence from a random initialization is much more delicate in this setting, and does not appear to occur in general. Our results show that the EM algorithm can exhibit several unique behaviors when the covariate distribution is suitably structured.
Physics-informed neural networks (PINNs) provide a framework to build surrogate models for dynamical systems governed by differential equations. During the learning process, PINNs incorporate a physics-based regularization term within the loss function to enhance generalization performance. Since simulating dynamics controlled by partial differential equations (PDEs) can be computationally expensive, PINNs have gained popularity in learning parametric surrogates for fluid flow problems governed by Navier-Stokes equations. In this work, we introduce RANS-PINN, a modified PINN framework, to predict flow fields (i.e., velocity and pressure) in high Reynolds number turbulent flow regime. To account for the additional complexity introduced by turbulence, RANS-PINN employs a 2-equation eddy viscosity model based on a Reynolds-averaged Navier-Stokes (RANS) formulation. Furthermore, we adopt a novel training approach that ensures effective initialization and balance among the various components of the loss function. The effectiveness of RANS-PINN framework is then demonstrated using a parametric PINN.
Deterministic finite automata (DFA) are a classic tool for high throughput matching of regular expressions, both in theory and practice. Due to their high space consumption, extensive research has been devoted to compressed representations of DFAs that still support efficient pattern matching queries. Kumar~et~al.~[SIGCOMM 2006] introduced the \emph{delayed deterministic finite automaton} (\ddfa{}) which exploits the large redundancy between inter-state transitions in the automaton. They showed it to obtain up to two orders of magnitude compression of real-world DFAs, and their work formed the basis of numerous subsequent results. Their algorithm, as well as later algorithms based on their idea, have an inherent quadratic-time bottleneck, as they consider every pair of states to compute the optimal compression. In this work we present a simple, general framework based on locality-sensitive hashing for speeding up these algorithms to achieve sub-quadratic construction times for \ddfa{}s. We apply the framework to speed up several algorithms to near-linear time, and experimentally evaluate their performance on real-world regular expression sets extracted from modern intrusion detection systems. We find an order of magnitude improvement in compression times, with either little or no loss of compression, or even significantly better compression in some cases.
The emergent behavior of a distributed system is conditioned by the information available to the local decision-makers. Therefore, one may expect that providing decision-makers with more information will improve system performance; in this work, we find that this is not necessarily the case. In multi-agent maximum coverage problems, we find that even when agents' objectives are aligned with the global welfare, informing agents about the realization of the resource's random values can reduce equilibrium performance by a factor of 1/2. This affirms an important aspect of designing distributed systems: information need be shared carefully. We further this understanding by providing lower and upper bounds on the ratio of system welfare when information is (fully or partially) revealed and when it is not, termed the value-of-informing. We then identify a trade-off that emerges when optimizing the performance of the best-case and worst-case equilibrium.
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