Related papers: Heavy-Tailed Linear Bandits: Huber Regression with…
We study the linear stochastic bandit problem, relaxing the standard i.i.d. assumption on the observation noise. As an alternative to this restrictive assumption, we allow the noise terms across rounds to be sub-Gaussian but interdependent,…
Despite a large amount of effort in dealing with heavy-tailed error in machine learning, little is known when moments of the error can become non-existential: the random noise $\eta$ satisfies Pr$\left[|\eta| > |y|\right] \le…
We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…
On-line linear optimization on combinatorial action sets (d-dimensional actions) with bandit feedback, is known to have complexity in the order of the dimension of the problem. The exponential weighted strategy achieves the best known…
We develop an exact coordinate descent algorithm for high-dimensional regularized Huber regression. In contrast to composite gradient descent methods, our algorithm fully exploits the advantages of coordinate descent when the underlying…
We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor,…
We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…
In this paper, we consider the problem of linear regression with heavy-tailed distributions. Different from previous studies that use the squared loss to measure the performance, we choose the absolute loss, which is capable of estimating…
Huber regression (HR) is a popular robust alternative to the least squares regression when the error follows a heavy-tailed distribution. We propose a new method called the enveloped Huber regression (EHR) by considering the envelope…
We investigate boosted online regression and propose a novel family of regression algorithms with strong theoretical bounds. In addition, we implement several variants of the proposed generic algorithm. We specifically provide theoretical…
Cartoon-texture image decomposition is a fundamental yet challenging problem in image processing. A significant hurdle in achieving accurate decomposition is the pervasive presence of noise in the observed images, which severely impedes…
Generalized Linear Bandits (GLBs), a natural extension of the stochastic linear bandits, has been popular and successful in recent years. However, existing GLBs scale poorly with the number of rounds and the number of arms, limiting their…
In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…
For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…
Biclustering is widely used in different kinds of fields including gene information analysis, text mining, and recommendation system by effectively discovering the local correlation between samples and features. However, many biclustering…
We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter…
We present improved algorithms with worst-case regret guarantees for the stochastic linear bandit problem. The widely used "optimism in the face of uncertainty" principle reduces a stochastic bandit problem to the construction of a…
The demand for realistic virtual immersive audio continues to grow, with Head-Related Transfer Functions (HRTFs) playing a key role. HRTFs capture how sound reaches our ears, reflecting unique anatomical features and enhancing spatial…
We study the adversarial bandit problem against arbitrary strategies, where the difficulty is captured by an unknown parameter $S$, which is the number of switches in the best arm in hindsight. To handle this problem, we adopt the…
In this paper, we study multi-armed bandits (MAB) and stochastic linear bandits (SLB) with heavy-tailed rewards and quantum reward oracle. Unlike the previous work on quantum bandits that assumes bounded/sub-Gaussian distributions for…