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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.

We consider the problem of testing the fit of a discrete sample of items from many categories to the uniform distribution over the categories. As a class of alternative hypotheses, we consider the removal of an $\ell_p$ ball of radius $\epsilon$ around the uniform rate sequence for $p \leq 2$. We deliver a sharp characterization of the asymptotic minimax risk when $\epsilon \to 0$ as the number of samples and number of dimensions go to infinity, for testing based on the occurrences' histogram (number of absent categories, singletons, collisions, ...). For example, for $p=1$ and in the limit of a small expected number of samples $n$ compared to the number of categories $N$ (aka "sub-linear" regime), the minimax risk $R^*_\epsilon$ asymptotes to $2 \bar{\Phi}\left(n \epsilon^2/\sqrt{8N}\right) $, with $\bar{\Phi}(x)$ the normal survival function. Empirical studies over a range of problem parameters show that this estimate is accurate in finite samples, and that our test is significantly better than the chisquared test or a test that only uses collisions. Our analysis is based on the asymptotic normality of histogram ordinates, the equivalence between the minimax setting to a Bayesian one, and the reduction of a multi-dimensional optimization problem to a one-dimensional problem.

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a statistical inference problem where the target estimand is a scalar measure of dissimilarity between the true function-valued parameter and the closest function among all candidate null values. These estimands are typically defined to be zero when the null holds and positive otherwise. While there is well-established theory and methodology for performing efficient inference when one assumes a parametric model for the function-valued parameter, methods for inference in the nonparametric setting are limited. When the null holds, and the target estimand resides at the boundary of the parameter space, existing nonparametric estimators either achieve a non-standard limiting distribution or a sub-optimal convergence rate, making inference challenging. In this work, we propose a strategy for constructing nonparametric estimators with improved asymptotic performance. Notably, our estimators converge at the parametric rate at the boundary of the parameter space and also achieve a tractable null limiting distribution. As illustrations, we discuss how this framework can be applied to perform inference in nonparametric regression problems, and also to perform nonparametric assessment of stochastic dependence.

We show that any one-round algorithm that computes a minimum spanning tree (MST) in the unicast congested clique must use a link bandwidth of $\Omega(\log^3 n)$ bits in the worst case. Consequently, computing an MST under the standard assumption of $O(\log n)$-size messages requires at least $2$ rounds. This is the first round complexity lower bound in the unicast congested clique for a problem where the output size is small, i.e., $O(n\log n)$ bits. Our lower bound holds as long as every edge of the MST is output by an incident node. To the best of our knowledge, all prior lower bounds for the unicast congested clique either considered problems with large output sizes (e.g., triangle enumeration) or required every node to learn the entire output.

Our goal is to develop an efficient contact detection algorithm for large-scale GPU-based simulation of non-convex objects. Current GPU-based simulators such as IsaacGym and Brax must trade-off speed with fidelity, generality, or both when simulating non-convex objects. Their main issue lies in contact detection (CD): existing CD algorithms, such as Gilbert-Johnson-Keerthi (GJK), must trade off their computational speed with accuracy which becomes expensive as the number of collisions among non-convex objects increases. We propose a data-driven approach for CD, whose accuracy depends only on the quality and quantity of offline dataset rather than online computation time. Unlike GJK, our method inherently has a uniform computational flow, which facilitates efficient GPU usage based on advanced compilers such as XLA (Accelerated Linear Algebra). Further, we offer a data-efficient solution by learning the patterns of colliding local crop object shapes, rather than global object shapes which are harder to learn. We demonstrate our approach improves the efficiency of existing CD methods by a factor of 5-10 for non-convex objects with comparable accuracy. Using the previous work on contact resolution for a neural-network-based contact detector, we integrate our CD algorithm into the open-source GPU-based simulator, Brax, and show that we can improve the efficiency over IsaacGym and generality over standard Brax. We highly recommend the videos of our simulator included in the supplementary materials.

While research on the geometry of planar graphs has been active in the past decades, many properties of planar metrics remain mysterious. This paper studies a fundamental aspect of the planar graph geometry: covering planar metrics by a small collection of simpler metrics. Specifically, a \emph{tree cover} of a metric space $(X, \delta)$ is a collection of trees, so that every pair of points $u$ and $v$ in $X$ has a low-distortion path in at least one of the trees. The celebrated ``Dumbbell Theorem'' [ADMSS95] states that any low-dimensional Euclidean space admits a tree cover with $O(1)$ trees and distortion $1+\varepsilon$, for any fixed $\varepsilon \in (0,1)$. This result has found numerous algorithmic applications, and has been generalized to the wider family of doubling metrics [BFN19]. Does the same result hold for planar metrics? A positive answer would add another evidence to the well-observed connection between Euclidean/doubling metrics and planar metrics. In this work, we answer this fundamental question affirmatively. Specifically, we show that for any given fixed $\varepsilon \in (0,1)$, any planar metric can be covered by $O(1)$ trees with distortion $1+\varepsilon$. Our result for planar metrics follows from a rather general framework: First we reduce the problem to constructing tree covers with \emph{additive distortion}. Then we introduce the notion of \emph{shortcut partition}, and draw connection between shortcut partition and additive tree cover. Finally we prove the existence of shortcut partition for any planar metric, using new insights regarding the grid-like structure of planar graphs. [...]

Let $G=(V,E)$ be an $n$-vertex connected graph of maximum degree $\Delta$. Given access to $V$ and an oracle that given two vertices $u,v\in V$, returns the shortest path distance between $u$ and $v$, how many queries are needed to reconstruct $E$? We give a simple deterministic algorithm to reconstruct trees using $\Delta n\log_\Delta n+(\Delta+2)n$ distance queries and show that even randomised algorithms need to use at least $\frac1{100} \Delta n\log_\Delta n$ queries in expectation. The best previous lower bound was an information-theoretic lower bound of $\Omega(n\log n/\log \log n)$. Our lower bound also extends to related query models including distance queries for phylogenetic trees, membership queries for learning partitions and path queries in directed trees. We extend our deterministic algorithm to reconstruct graphs without induced cycles of length at least $k$ using $O_{\Delta,k}(n\log n)$ queries, which includes various graph classes of interest such as chordal graphs, permutation graphs and AT-free graphs. Since the previously best known randomised algorithm for chordal graphs uses $O_{\Delta}(n\log^2 n)$ queries in expectation, we both get rid off the randomness and get the optimal dependency in $n$ for chordal graphs and various other graph classes. Finally, we build on an algorithm of Kannan, Mathieu, and Zhou [ICALP, 2015] to give a randomised algorithm for reconstructing graphs of treelength $k$ using $O_{\Delta,k}(n\log^2n)$ queries in expectation.

We describe a measure quantization procedure i.e., an algorithm which finds the best approximation of a target probability law (and more generally signed finite variation measure) by a sum of $Q$ Dirac masses ($Q$ being the quantization parameter). The procedure is implemented by minimizing the statistical distance between the original measure and its quantized version; the distance is built from a negative definite kernel and, if necessary, can be computed on the fly and feed to a stochastic optimization algorithm (such as SGD, Adam, ...). We investigate theoretically the fundamental questions of existence of the optimal measure quantizer and identify what are the required kernel properties that guarantee suitable behavior. We propose two best linear unbiased (BLUE) estimators for the squared statistical distance and use them in an unbiased procedure, called HEMQ, to find the optimal quantization. We test HEMQ on several databases: multi-dimensional Gaussian mixtures, Wiener space cubature, Italian wine cultivars and the MNIST image database. The results indicate that the HEMQ algorithm is robust and versatile and, for the class of Huber-energy kernels, matches the expected intuitive behavior.

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.

Hamilton and Moitra (2021) showed that, in certain regimes, it is not possible to accelerate Riemannian gradient descent in the hyperbolic plane if we restrict ourselves to algorithms which make queries in a (large) bounded domain and which receive gradients and function values corrupted by a (small) amount of noise. We show that acceleration remains unachievable for any deterministic algorithm which receives exact gradient and function-value information (unbounded queries, no noise). Our results hold for the classes of strongly and nonstrongly geodesically convex functions, and for a large class of Hadamard manifolds including hyperbolic spaces and the symmetric space $\mathrm{SL}(n) / \mathrm{SO}(n)$ of positive definite $n \times n$ matrices of determinant one. This cements a surprising gap between the complexity of convex optimization and geodesically convex optimization: for hyperbolic spaces, Riemannian gradient descent is optimal on the class of smooth and and strongly geodesically convex functions, in the regime where the condition number scales with the radius of the optimization domain. The key idea for proving the lower bound consists of perturbing the hard functions of Hamilton and Moitra (2021) with sums of bump functions chosen by a resisting oracle.