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Active learning is relevant and challenging for high-dimensional regression models when the annotation of the samples is expensive. Yet most of the existing sampling methods cannot be applied to large-scale problems, consuming too much time…

Machine Learning · Computer Science 2020-01-24 Evgenii Tsymbalov , Maxim Panov , Alexander Shapeev

Active learning can reduce the number of samples needed to perform a hypothesis test and to estimate the parameters of a model. In this paper, we revisit the work of Chernoff that described an asymptotically optimal algorithm for performing…

Machine Learning · Statistics 2022-03-14 Subhojyoti Mukherjee , Ardhendu Tripathy , Robert Nowak

Let $p$ be an unknown and arbitrary probability distribution over $[0,1)$. We consider the problem of {\em density estimation}, in which a learning algorithm is given i.i.d. draws from $p$ and must (with high probability) output a…

Machine Learning · Computer Science 2014-11-04 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

We obtain the first positive results for bounded sample compression in the agnostic regression setting with the $\ell_p$ loss, where $p\in [1,\infty]$. We construct a generic approximate sample compression scheme for real-valued function…

Machine Learning · Computer Science 2024-02-06 Idan Attias , Steve Hanneke , Aryeh Kontorovich , Menachem Sadigurschi

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Machine Learning · Computer Science 2024-07-19 Ally Yalei Du , Lin F. Yang , Ruosong Wang

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

In this work, we consider the algorithm to the (nonlinear) regression problems with $\ell_0$ penalty. The existing algorithms for $\ell_0$ based optimization problem are often carried out with a fixed step size, and the selection of an…

Machine Learning · Statistics 2021-11-23 Peili Li , Yuling Jiao , Xiliang Lu , Lican Kang

We consider the problem of wisely using a limited budget to label a small subset of a large unlabeled dataset. We are motivated by the NLP problem of word sense disambiguation. For any word, we have a set of candidate labels from a…

Machine Learning · Computer Science 2020-11-04 Jason Hartford , Kevin Leyton-Brown , Hadas Raviv , Dan Padnos , Shahar Lev , Barak Lenz

Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods…

Machine Learning · Statistics 2023-03-09 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Max Springer

Active Learning (AL) is increasingly important in a broad range of applications. Two main AL principles to obtain accurate classification with few labeled data are refinement of the current decision boundary and exploration of poorly…

Machine Learning · Computer Science 2012-10-19 Jens Roeder , Boaz Nadler , Kevin Kunzmann , Fred A. Hamprecht

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on…

Machine Learning · Computer Science 2025-03-11 Jifan Zhang , Lalit Jain , Kevin Jamieson

Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions.…

Statistics Theory · Mathematics 2017-08-16 Jelena Bradic

In this paper, we propose a sampling-based planning and optimal control method of nonlinear systems under non-differentiable constraints. Motivated by developing scalable planning algorithms, we consider the optimal motion plan to be a…

Systems and Control · Computer Science 2016-12-19 Jie Fu

We consider the problem of linear regression with self-selection bias in the unknown-index setting, as introduced in recent work by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [STOC 2023]. In this model, one observes $m$ i.i.d.…

Statistics Theory · Mathematics 2024-02-23 Jason Gaitonde , Elchanan Mossel

Regression splines are largely used to investigate and predict data behavior, attracting the interest of mathematicians for their beautiful numerical properties, and of statisticians for their versatility with respect to the applications.…

Methodology · Statistics 2025-01-09 Rosanna Campagna , Serena Crisci , Gabriele Santin , Gerardo Toraldo , Marco Viola

Recent years have witnessed amazing outcomes from "Big Models" trained by "Big Data". Most popular algorithms for model training are iterative. Due to the surging volumes of data, we can usually afford to process only a fraction of the…

Databases · Computer Science 2015-12-15 Jinyang Gao , H. V. Jagadish , Beng Chin Ooi

In many industrial applications, obtaining labeled observations is not straightforward as it often requires the intervention of human experts or the use of expensive testing equipment. In these circumstances, active learning can be highly…

Machine Learning · Statistics 2023-07-19 Davide Cacciarelli , Murat Kulahci , John Sølve Tyssedal

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

Optimization and Control · Mathematics 2021-05-31 Serge Gratton , Philippe L. Toint

We give almost-linear-time algorithms for constructing sparsifiers with $n\ poly(\log n)$ edges that approximately preserve weighted $(\ell^{2}_2 + \ell^{p}_p)$ flow or voltage objectives on graphs. For flow objectives, this is the first…

Data Structures and Algorithms · Computer Science 2021-02-16 Deeksha Adil , Brian Bullins , Rasmus Kyng , Sushant Sachdeva

We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…

Data Structures and Algorithms · Computer Science 2020-04-03 Aaron Sidford , Kevin Tian
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