In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will be on the behavior of the best $m$-term trigonometric approximation as well as the decay of Kolmogorov and entropy numbers in the uniform norm. It turns out that these quantities share a few fundamental abstract properties like their behavior under real interpolation, such that they can be treated simultaneously. We start with proving estimates on finite rank convolution operators with range in a step hyperbolic cross. These results imply bounds for the corresponding function space embeddings by a well-known decomposition technique. The decay of Kolmogorov numbers have direct implications for the problem of sampling recovery in $L_2$ in situations where recent results in the literature are not applicable since the corresponding approximation numbers are not square summable.
We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee the convergence to the optimal policy. In this paper, in order to overcome the limitation of existing algorithms, we propose a new algorithm called FLUTE, which enjoys uniform-PAC convergence to the optimal policy with high probability. The uniform-PAC guarantee is the strongest possible guarantee for reinforcement learning in the literature, which can directly imply both PAC and high probability regret bounds, making our algorithm superior to all existing algorithms with linear function approximation. At the core of our algorithm is a novel minimax value function estimator and a multi-level partition scheme to select the training samples from historical observations. Both of these techniques are new and of independent interest.
Graph sampling theory extends the traditional sampling theory to graphs with topological structures. As a key part of the graph sampling theory, subset selection chooses nodes on graphs as samples to reconstruct the original signal. Due to the eigen-decomposition operation for Laplacian matrices of graphs, however, existing subset selection methods usually require high-complexity calculations. In this paper, with an aim of enhancing the computational efficiency of subset selection on graphs, we propose a novel objective function based on the optimal experimental design. Theoretical analysis shows that this function enjoys an $\alpha$-supermodular property with a provable lower bound on $\alpha$. The objective function, together with an approximate of the low-pass filter on graphs, suggests a fast subset selection method that does not require any eigen-decomposition operation. Experimental results show that the proposed method exhibits high computational efficiency, while having competitive results compared to the state-of-the-art ones, especially when the sampling rate is low.
Via simulation, we discover and prove curious new Euclidean properties and invariants of the Poncelet family of harmonic polygons.
Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation guarantees without any additional assumptions on the shape or tails of the distribution, and moreover is asymptotically efficient. This is the first estimator that provably combines all these qualities in one package. Our construction is inspired by robustness properties possessed by the self-normalized sums. Theoretical findings are supplemented by numerical simulations highlighting strong performance of the proposed estimator in comparison with previously known techniques.
Linear typed $\lambda$-calculi are more delicate than their simply typed siblings when it comes to metatheoretic results like preservation of typing under renaming and substitution. Tracking the usage of variables in contexts places more constraints on how variables may be renamed or substituted. We present a methodology based on linear algebra over semirings, extending McBride's kits and traversals approach for the metatheory of syntax with binding to linear usage-annotated terms. Our approach is readily formalisable, and we have done so in Agda.
The purpose of this article is to develop machinery to study the capacity of deep neural networks (DNNs) to approximate high-dimensional functions. In particular, we show that DNNs have the expressive power to overcome the curse of dimensionality in the approximation of a large class of functions. More precisely, we prove that these functions can be approximated by DNNs on compact sets such that the number of parameters necessary to represent the approximating DNNs grows at most polynomially in the reciprocal $1/\varepsilon$ of the approximation accuracy $\varepsilon>0$ and in the input dimension $d\in \mathbb{N} =\{1,2,3,\dots\}$. To this end, we introduce certain approximation spaces, consisting of sequences of functions that can be efficiently approximated by DNNs. We then establish closure properties which we combine with known and new bounds on the number of parameters necessary to approximate locally Lipschitz continuous functions, maximum functions, and product functions by DNNs. The main result of this article demonstrates that DNNs have sufficient expressiveness to approximate certain sequences of functions which can be constructed by means of a finite number of compositions using locally Lipschitz continuous functions, maxima, and products without the curse of dimensionality.
Motivated by many interesting real-world applications in logistics and online advertising, we consider an online allocation problem subject to lower and upper resource constraints, where the requests arrive sequentially, sampled i.i.d. from an unknown distribution, and we need to promptly make a decision given limited resources and lower bounds requirements. First, with knowledge of the measure of feasibility, i.e., $\alpha$, we propose a new algorithm that obtains $1-O(\frac{\epsilon}{\alpha-\epsilon})$ -competitive ratio for the offline problems that know the entire requests ahead of time. Inspired by the previous studies, this algorithm adopts an innovative technique to dynamically update a threshold price vector for making decisions. Moreover, an optimization method to estimate the optimal measure of feasibility is proposed with theoretical guarantee at the end of this paper. Based on this method, if we tolerate slight violation of the lower bounds constraints with parameter $\eta$, the proposed algorithm is naturally extended to the settings without strong feasible assumption, which cover the significantly unexplored infeasible scenarios.
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.
Developing classification algorithms that are fair with respect to sensitive attributes of the data has become an important problem due to the growing deployment of classification algorithms in various social contexts. Several recent works have focused on fairness with respect to a specific metric, modeled the corresponding fair classification problem as a constrained optimization problem, and developed tailored algorithms to solve them. Despite this, there still remain important metrics for which we do not have fair classifiers and many of the aforementioned algorithms do not come with theoretical guarantees; perhaps because the resulting optimization problem is non-convex. The main contribution of this paper is a new meta-algorithm for classification that takes as input a large class of fairness constraints, with respect to multiple non-disjoint sensitive attributes, and which comes with provable guarantees. This is achieved by first developing a meta-algorithm for a large family of classification problems with convex constraints, and then showing that classification problems with general types of fairness constraints can be reduced to those in this family. We present empirical results that show that our algorithm can achieve near-perfect fairness with respect to various fairness metrics, and that the loss in accuracy due to the imposed fairness constraints is often small. Overall, this work unifies several prior works on fair classification, presents a practical algorithm with theoretical guarantees, and can handle fairness metrics that were previously not possible.
We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.