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We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

Machine Learning · Statistics 2025-02-25 Raymond Zhang , Hedi Hadiji , Richard Combes

Both the human brain and artificial learning agents operating in real-world or comparably complex environments are faced with the challenge of online model selection. In principle this challenge can be overcome: hierarchical Bayesian…

Machine Learning · Computer Science 2017-12-05 David G. Nagy , Gergő Orbán

We study the fixed design segmented regression problem: Given noisy samples from a piecewise linear function $f$, we want to recover $f$ up to a desired accuracy in mean-squared error. Previous rigorous approaches for this problem rely on…

Machine Learning · Computer Science 2016-07-15 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

Consider linear regression where the examples are generated by an unknown distribution on $R^d\times R$. Without any assumptions on the noise, the linear least squares solution for any i.i.d. sample will typically be biased w.r.t. the least…

Machine Learning · Computer Science 2018-10-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

The design of machines and algorithms capable of learning in a dynamically changing environment has become an increasingly topical problem with the increase of the size and heterogeneity of data available to learning systems. As a…

Computer Vision and Pattern Recognition · Computer Science 2022-05-02 Francesco Pelosin , Andrea Torsello

We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

Machine Learning · Computer Science 2014-10-08 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper we provide oracle complexity lower bounds for finding a point in a given set using a memory-constrained algorithm that has access to a separation oracle. We assume that the set is contained within the unit $d$-dimensional ball…

Optimization and Control · Mathematics 2024-04-11 Moise Blanchard

We develop an extension of recently developed methods for obtaining time-space tradeoff lower bounds for problems of learning from random test samples to handle the situation where the space of tests is signficantly smaller than the space…

Machine Learning · Computer Science 2017-08-10 Paul Beame , Shayan Oveis Gharan , Xin Yang

In a work by Raz (J. ACM and FOCS 16), it was proved that any algorithm for parity learning on $n$ bits requires either $\Omega(n^2)$ bits of classical memory or an exponential number (in~$n$) of random samples. A line of recent works…

Quantum Physics · Physics 2023-03-02 Qipeng Liu , Ran Raz , Wei Zhan

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

Data Structures and Algorithms · Computer Science 2013-04-05 Mu Li , Gary L. Miller , Richard Peng

The problem of least squares regression of a $d$-dimensional unknown parameter is considered. A stochastic gradient descent based algorithm with weighted iterate-averaging that uses a single pass over the data is studied and its convergence…

Information Theory · Computer Science 2016-06-10 Kobi Cohen , Angelia Nedic , R. Srikant

Memory units have been widely used to enrich the capabilities of deep networks on capturing long-term dependencies in reasoning and prediction tasks, but little investigation exists on deep generative models (DGMs) which are good at…

Machine Learning · Computer Science 2016-05-31 Chongxuan Li , Jun Zhu , Bo Zhang

Finding a small spectral approximation for a tall $n \times d$ matrix $A$ is a fundamental numerical primitive. For a number of reasons, one often seeks an approximation whose rows are sampled from those of $A$. Row sampling improves…

Data Structures and Algorithms · Computer Science 2016-04-20 Michael B. Cohen , Cameron Musco , Jakub Pachocki

We study the common continual learning setup where an overparameterized model is sequentially fitted to a set of jointly realizable tasks. We analyze forgetting, defined as the loss on previously seen tasks, after $k$ iterations. For…

Machine Learning · Computer Science 2026-01-05 Itay Evron , Ran Levinstein , Matan Schliserman , Uri Sherman , Tomer Koren , Daniel Soudry , Nathan Srebro

Deep neural networks have excelled on a wide range of problems, from vision to language and game playing. Neural networks very gradually incorporate information into weights as they process data, requiring very low learning rates. If the…

Commonly used classification algorithms in machine learning, such as support vector machines, minimize a convex surrogate loss on training examples. In practice, these algorithms are surprisingly robust to errors in the training data. In…

Machine Learning · Computer Science 2020-12-03 Kunal Talwar

Given a source of iid samples of edges of an input graph $G$ with $n$ vertices and $m$ edges, how many samples does one need to compute a constant factor approximation to the maximum matching size in $G$? Moreover, is it possible to obtain…

Data Structures and Algorithms · Computer Science 2019-07-15 Michael Kapralov , Slobodan Mitrović , Ashkan Norouzi-Fard , Jakab Tardos

Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…

Quantum Physics · Physics 2021-08-27 Kazuya Kaneko , Koichi Miyamoto , Naoyuki Takeda , Kazuyoshi Yoshino

We study the task of noiseless linear regression under Gaussian covariates in the presence of additive oblivious contamination. Specifically, we are given i.i.d.\ samples from a distribution $(x, y)$ on $\mathbb{R}^d \times \mathbb{R}$ with…

Data Structures and Algorithms · Computer Science 2025-10-14 Ilias Diakonikolas , Chao Gao , Daniel M. Kane , John Lafferty , Ankit Pensia

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu