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In this paper, we find a sample complexity bound for learning a simplex from noisy samples. Assume a dataset of size $n$ is given which includes i.i.d. samples drawn from a uniform distribution over an unknown simplex in $\mathbb{R}^K$, where samples are assumed to be corrupted by a multi-variate additive Gaussian noise of an arbitrary magnitude. We prove the existence of an algorithm that with high probability outputs a simplex having a $\ell_2$ distance of at most $\varepsilon$ from the true simplex (for any $\varepsilon>0$). Also, we theoretically show that in order to achieve this bound, it is sufficient to have $n\ge\left(K^2/\varepsilon^2\right)e^{\Omega\left(K/\mathrm{SNR}^2\right)}$ samples, where $\mathrm{SNR}$ stands for the signal-to-noise ratio. This result solves an important open problem and shows as long as $\mathrm{SNR}\ge\Omega\left(K^{1/2}\right)$, the sample complexity of the noisy regime has the same order to that of the noiseless case. Our proofs are a combination of the so-called sample compression technique in \citep{ashtiani2018nearly}, mathematical tools from high-dimensional geometry, and Fourier analysis. In particular, we have proposed a general Fourier-based technique for recovery of a more general class of distribution families from additive Gaussian noise, which can be further used in a variety of other related problems.

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In this paper, we investigate the streaming bandits problem, wherein the learner aims to minimize regret by dealing with online arriving arms and sublinear arm memory. We establish the tight worst-case regret lower bound of $\Omega \left( (TB)^{\alpha} K^{1-\alpha}\right), \alpha = 2^{B} / (2^{B+1}-1)$ for any algorithm with a time horizon $T$, number of arms $K$, and number of passes $B$. The result reveals a separation between the stochastic bandits problem in the classical centralized setting and the streaming setting with bounded arm memory. Notably, in comparison to the well-known $\Omega(\sqrt{KT})$ lower bound, an additional double logarithmic factor is unavoidable for any streaming bandits algorithm with sublinear memory permitted. Furthermore, we establish the first instance-dependent lower bound of $\Omega \left(T^{1/(B+1)} \sum_{\Delta_x>0} \frac{\mu^*}{\Delta_x}\right)$ for streaming bandits. These lower bounds are derived through a unique reduction from the regret-minimization setting to the sample complexity analysis for a sequence of $\epsilon$-optimal arms identification tasks, which maybe of independent interest. To complement the lower bound, we also provide a multi-pass algorithm that achieves a regret upper bound of $\tilde{O} \left( (TB)^{\alpha} K^{1 - \alpha}\right)$ using constant arm memory.

By the MAXSAT problem, we are given a set $V$ of $m$ variables and a collection $C$ of $n$ clauses over $V$. We will seek a truth assignment to maximize the number of satisfied clauses. This problem is $\textit{NP}$-hard even for its restricted version, the 2-MAXSAT problem by which every clause contains at most 2 literals. In this paper, we discuss a polynomial time algorithm to solve this problem. Its time complexity is bounded by O($n^2m^3$). So we believe that $\textit{P}$ = $\textit{NP}$.

Computational efficiency is a major bottleneck in using classic graph-based approaches for semi-supervised learning on datasets with a large number of unlabeled examples. Known techniques to improve efficiency typically involve an approximation of the graph regularization objective, but suffer two major drawbacks - first the graph is assumed to be known or constructed with heuristic hyperparameter values, second they do not provide a principled approximation guarantee for learning over the full unlabeled dataset. Building on recent work on learning graphs for semi-supervised learning from multiple datasets for problems from the same domain, and leveraging techniques for fast approximations for solving linear systems in the graph Laplacian matrix, we propose algorithms that overcome both the above limitations. We show a formal separation in the learning-theoretic complexity of sparse and dense graph families. We further show how to approximately learn the best graphs from the sparse families efficiently using the conjugate gradient method. Our approach can also be used to learn the graph efficiently online with sub-linear regret, under mild smoothness assumptions. Our online learning results are stated generally, and may be useful for approximate and efficient parameter tuning in other problems. We implement our approach and demonstrate significant ($\sim$10-100x) speedups over prior work on semi-supervised learning with learned graphs on benchmark datasets.

We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based sketching paradigm proposed by~\cite{indyk2019learning}, the sketch matrix is found by choosing a random sparse matrix, e.g., CountSketch, and then the values of its non-zero entries are updated by running gradient descent on a training data set. Despite the growing body of work on this paradigm, a noticeable omission is that the locations of the non-zero entries of previous algorithms were fixed, and only their values were learned. In this work, we propose the first learning-based algorithms that also optimize the locations of the non-zero entries. Our first proposed algorithm is based on a greedy algorithm. However, one drawback of the greedy algorithm is its slower training time. We fix this issue and propose approaches for learning a sketching matrix for both low-rank approximation and Hessian approximation for second order optimization. The latter is helpful for a range of constrained optimization problems, such as LASSO and matrix estimation with a nuclear norm constraint. Both approaches achieve good accuracy with a fast running time. Moreover, our experiments suggest that our algorithm can still reduce the error significantly even if we only have a very limited number of training matrices.

We explore the probabilistic partition of unity network (PPOU-Net) model in the context of high-dimensional regression problems and propose a general framework focusing on adaptive dimensionality reduction. With the proposed framework, the target function is approximated by a mixture of experts model on a low-dimensional manifold, where each cluster is associated with a local fixed-degree polynomial. We present a training strategy that leverages the expectation maximization (EM) algorithm. During the training, we alternate between (i) applying gradient descent to update the DNN coefficients; and (ii) using closed-form formulae derived from the EM algorithm to update the mixture of experts model parameters. Under the probabilistic formulation, step (ii) admits the form of embarrassingly parallelizable weighted least-squares solves. The PPOU-Nets consistently outperform the baseline fully-connected neural networks of comparable sizes in numerical experiments of various data dimensions. We also explore the proposed model in applications of quantum computing, where the PPOU-Nets act as surrogate models for cost landscapes associated with variational quantum circuits.

We describe a recursive algorithm that decomposes an algebraic set into locally closed equidimensional sets, i.e. sets which each have irreducible components of the same dimension. At the core of this algorithm, we combine ideas from the theory of triangular sets, a.k.a. regular chains, with Gr\"obner bases to encode and work with locally closed algebraic sets. Equipped with this, our algorithm avoids projections of the algebraic sets that are decomposed and certain genericity assumptions frequently made when decomposing polynomial systems, such as assumptions about Noether position. This makes it produce fine decompositions on more structured systems where ensuring genericity assumptions often destroys the structure of the system at hand. Practical experiments demonstrate its efficiency compared to state-of-the-art implementations.

The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 / \epsilon^2\right)$ over worst case instances of an MDP with state space $S$, action space $A$, and horizon $H$. We consider a class of MDPs for which the associated optimal $Q^*$ function is low rank, where the latent features are unknown. While one would hope to achieve linear sample complexity in $|S|$ and $|A|$ due to the low rank structure, we show that without imposing further assumptions beyond low rank of $Q^*$, if one is constrained to estimate the $Q$ function using only observations from a subset of entries, there is a worst case instance in which one must incur a sample complexity exponential in the horizon $H$ to learn a near optimal policy. We subsequently show that under stronger low rank structural assumptions, given access to a generative model, Low Rank Monte Carlo Policy Iteration (LR-MCPI) and Low Rank Empirical Value Iteration (LR-EVI) achieve the desired sample complexity of $\tilde{O}\left((|S|+|A|)\mathrm{poly}(d,H)/\epsilon^2\right)$ for a rank $d$ setting, which is minimax optimal with respect to the scaling of $|S|, |A|$, and $\epsilon$. In contrast to literature on linear and low-rank MDPs, we do not require a known feature mapping, our algorithm is computationally simple, and our results hold for long time horizons. Our results provide insights on the minimal low-rank structural assumptions required on the MDP with respect to the transition kernel versus the optimal action-value function.

We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms of the number of components $n$ and the number of epochs $K$, we seek bounds for arbitrary weighted average iterates that are tight in all factors including the condition number $\kappa$. For SGD with Random Reshuffling, we present lower bounds that have tighter $\kappa$ dependencies than existing bounds. Our results are the first to perfectly close the gap between lower and upper bounds for weighted average iterates in both strongly-convex and convex cases. We also prove weighted average iterate lower bounds for arbitrary permutation-based SGD, which apply to all variants that carefully choose the best permutation. Our bounds improve the existing bounds in factors of $n$ and $\kappa$ and thereby match the upper bounds shown for a recently proposed algorithm called GraB.

Supervised learning problems with side information in the form of a network arise frequently in applications in genomics, proteomics and neuroscience. For example, in genetic applications, the network side information can accurately capture background biological information on the intricate relations among the relevant genes. In this paper, we initiate a study of Bayes optimal learning in high-dimensional linear regression with network side information. To this end, we first introduce a simple generative model (called the Reg-Graph model) which posits a joint distribution for the supervised data and the observed network through a common set of latent parameters. Next, we introduce an iterative algorithm based on Approximate Message Passing (AMP) which is provably Bayes optimal under very general conditions. In addition, we characterize the limiting mutual information between the latent signal and the data observed, and thus precisely quantify the statistical impact of the network side information. Finally, supporting numerical experiments suggest that the introduced algorithm has excellent performance in finite samples.

Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.

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