Related papers: Adaptive Data Depth via Multi-Armed Bandits
The ability to collect and analyze large amounts of data is a growing problem within the scientific community. The growing gap between data and users calls for innovative tools that address the challenges faced by big data volume, velocity…
One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…
We study Thompson Sampling-based algorithms for stochastic bandits with bounded rewards. As the existing problem-dependent regret bound for Thompson Sampling with Gaussian priors [Agrawal and Goyal, 2017] is vacuous when $T \le 288 e^{64}$,…
Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…
Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…
Existing automatic data augmentation (DA) methods either ignore updating DA's parameters according to the target model's state during training or adopt update strategies that are not effective enough. In this work, we design a novel data…
We consider the setup of stochastic multi-armed bandits in the case when reward distributions are piecewise i.i.d. and bounded with unknown changepoints. We focus on the case when changes happen simultaneously on all arms, and in stark…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…
We consider two multi-armed bandit problems with $n$ arms: (i) given an $\epsilon > 0$, identify an arm with mean that is within $\epsilon$ of the largest mean and (ii) given a threshold $\mu_0$ and integer $k$, identify $k$ arms with means…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
Depth information is useful for many applications. Active depth sensors are appealing because they obtain dense and accurate depth maps. However, due to issues that range from power constraints to multi-sensor interference, these sensors…
Bandit based methods for tree search have recently gained popularity when applied to huge trees, e.g. in the game of go (Gelly et al., 2006). The UCT algorithm (Kocsis and Szepesvari, 2006), a tree search method based on Upper Confidence…
We study the space complexity of estimating the diameter of a subset of points in an arbitrary metric space in the dynamic (turnstile) streaming model. The input is given as a stream of updates to a frequency vector $x \in \mathbb{Z}_{\geq…
Enclosing depth is a recently introduced depth measure which gives a lower bound to many depth measures studied in the literature. So far, enclosing depth has only been studied from a combinatorial perspective. In this work, we give the…
We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unknown efficiencies. One should determine the most effective…
Computing the medoid of a large number of points in high-dimensional space is an increasingly common operation in many data science problems. We present an algorithm Med-dit which uses O(n log n) distance evaluations to compute the medoid…
Sliding-window aggregation is a widely-used approach for extracting insights from the most recent portion of a data stream. The aggregations of interest can usually be expressed as binary operators that are associative but not necessarily…
The scatter halfspace depth (sHD) is an extension of the location halfspace (also called Tukey) depth that is applicable in the nonparametric analysis of scatter. Using sHD, it is possible to define minimax optimal robust scatter estimators…
We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…
We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…