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This paper is concerned with the sample efficiency of reinforcement learning, assuming access to a generative model (or simulator). We first consider $\gamma$-discounted infinite-horizon Markov decision processes (MDPs) with state space…

Machine Learning · Computer Science 2025-03-18 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…

Machine Learning · Computer Science 2019-10-22 Asif J. Chowdhury , Gabriel Terejanu

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

Computation · Statistics 2023-08-30 Tabea Rebafka , Estelle Kuhn , Catherine Matias

The performance of pre-trained masked diffusion models is often constrained by their sampling procedure, which makes decisions irreversible and struggles in low-step generation regimes. We introduce a novel sampling algorithm that works…

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…

Computation · Statistics 2020-09-29 Joris Bierkens , Paul Fearnhead , Gareth Roberts

We introduce Multivariate Multiscale Graph-based Dispersion Entropy (mvDEG), a novel, computationally efficient method for analyzing multivariate time series data in graph and complex network frameworks, and demonstrate its application in…

Combinatorics · Mathematics 2024-05-02 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an $n\times n$ SDDM matrix ${\bf…

Data Structures and Algorithms · Computer Science 2014-10-21 Dehua Cheng , Yu Cheng , Yan Liu , Richard Peng , Shang-Hua Teng

Network representation learning, as an approach to learn low dimensional representations of vertices, has attracted considerable research attention recently. It has been proven extremely useful in many machine learning tasks over large…

Machine Learning · Computer Science 2019-06-11 Hao Peng , Jianxin Li , Hao Yan , Qiran Gong , Senzhang Wang , Lin Liu , Lihong Wang , Xiang Ren

The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…

Computation · Statistics 2015-07-29 Nicolas Chopin , Sumeetpal S. Singh

We initiate the study of graph algorithms in the streaming setting on massive distributed and parallel systems inspired by practical data processing systems. The objective is to design algorithms that can efficiently process evolving graphs…

Data Structures and Algorithms · Computer Science 2025-01-20 Artur Czumaj , Gopinath Mishra , Anish Mukherjee

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…

Machine Learning · Computer Science 2022-07-05 Daniel Kane , Sihan Liu , Shachar Lovett , Gaurav Mahajan

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

Matrix completion algorithms fill missing entries in a large matrix given a subset of observed samples. However, how to best pre-select informative matrix entries given a sampling budget is largely unaddressed. In this paper, we propose a…

Signal Processing · Electrical Eng. & Systems 2020-06-24 Fen Wang , Yongchao Wang , Gene Cheung , Cheng Yang

Robot grasping is often formulated as a learning problem. With the increasing speed and quality of physics simulations, generating large-scale grasping data sets that feed learning algorithms is becoming more and more popular. An often…

Robotics · Computer Science 2019-12-13 Clemens Eppner , Arsalan Mousavian , Dieter Fox

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…

Information Theory · Computer Science 2015-06-18 Justin Ziniel , Philip Schniter , Per Sederberg

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Recent works leveraging Graph Neural Networks to approach graph matching tasks have shown promising results. Recent progress in learning discrete distributions poses new opportunities for learning graph matching models. In this work, we…

Machine Learning · Computer Science 2021-09-14 Linfeng Liu , Michael C. Hughes , Soha Hassoun , Li-Ping Liu

Data sampling enhances classifier efficiency and robustness through data compression and quality improvement. Recently, the sampling method based on granular-ball (GB) has shown promising performance in generality and noisy classification…

Computer Vision and Pattern Recognition · Computer Science 2025-06-04 Qin Xie , Qinghua Zhang , Shuyin Xia

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth