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Existing episodic reinforcement algorithms assume that the length of an episode is fixed across time and known a priori. In this paper, we consider a general framework of episodic reinforcement learning when the length of each episode is…

Machine Learning · Computer Science 2023-02-08 Debmalya Mandal , Goran Radanovic , Jiarui Gan , Adish Singla , Rupak Majumdar

Frequency estimation from measurements corrupted by noise is a fundamental challenge across numerous engineering and scientific fields. Among the pivotal factors shaping the resolution capacity of any frequency estimation technique are…

Signal Processing · Electrical Eng. & Systems 2024-09-23 Sampath Kumar Dondapati , Omkar Nitsure , Satish Mulleti

Various grammar compression algorithms have been proposed in the last decade. A grammar compression is a restricted CFG deriving the string deterministically. An efficient grammar compression develops a smaller CFG by finding duplicated…

Data Structures and Algorithms · Computer Science 2016-09-01 Shouhei Fukunaga , Yoshimasa Takabatake , I Tomohiro , Hiroshi Sakamoto

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

Algorithms based on multiple decoding attempts of Reed-Solomon (RS) codes have recently attracted new attention. Choosing decoding candidates based on rate-distortion (R-D) theory, as proposed previously by the authors, currently provides…

Information Theory · Computer Science 2016-11-17 Phong S. Nguyen , Henry D. Pfister , Krishna R. Narayanan

This paper develops an algorithmic approach for obtaining estimates of the weight enumerators of Reed-Muller (RM) codes. Our algorithm is based on a technique for estimating the partition functions of spin systems, which in turn employs a…

Information Theory · Computer Science 2024-03-12 Shreyas Jain , V. Arvind Rameshwar , Navin Kashyap

Estimating a large alphabet probability distribution from a limited number of samples is a fundamental problem in machine learning and statistics. A variety of estimation schemes have been proposed over the years, mostly inspired by the…

Machine Learning · Statistics 2018-08-20 Amichai Painsky , Meir Feder

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Exchangeable random partition processes are the basis for Bayesian approaches to statistical inference in large alphabet settings. On the other hand, the notion of the pattern of a sequence provides an information-theoretic framework for…

Information Theory · Computer Science 2014-10-22 Narayana P. Santhanam , Anand D. Sarwate , Jae Oh Woo

In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…

Data Structures and Algorithms · Computer Science 2020-11-06 Nima Anari , Moses Charikar , Kirankumar Shiragur , Aaron Sidford

The monitoring of event frequencies can be used to recognize behavioral anomalies, to identify trends, and to deduce or discard hypotheses about the underlying system. For example, the performance of a web server may be monitored based on…

Logic in Computer Science · Computer Science 2020-01-13 Thomas Ferrère , Thomas A. Henzinger , Bernhard Kragl

Sample- and computationally-efficient distribution estimation is a fundamental tenet in statistics and machine learning. We present SURF, an algorithm for approximating distributions by piecewise polynomials. SURF is: simple, replacing…

Machine Learning · Statistics 2021-02-15 Yi Hao , Ayush Jain , Alon Orlitsky , Vaishakh Ravindrakumar

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

Econometrics · Economics 2022-05-09 Jean-Jacques Forneron

We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After…

Machine Learning · Computer Science 2013-01-30 Katy S. Azoury , Manfred K. Warmuth

Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…

Machine Learning · Statistics 2020-10-23 Zhiyan Ding , Qin Li

Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…

Artificial Intelligence · Computer Science 2012-03-19 Vibhav Gogate , Pedro Domingos

The Risk Ratio (RR) is the ratio of the outcome among the exposed to risk of the outcome among the unexposed. This is a simple concept, which makes one wonder why it has not gained the same popularity as the odds ratio. Using logistic…

Applications · Statistics 2022-10-19 Murthy N Mittinty , John Lynch

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…

Randomized rounding is a standard method, based on the probabilistic method, for designing combinatorial approximation algorithms. In Raghavan's seminal paper introducing the method (1988), he writes: "The time taken to solve the linear…

Data Structures and Algorithms · Computer Science 2015-06-02 Neal E. Young