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We develop an adaptive-metric framework for norm-minimization-based outer approximation algorithms in bounded convex vector optimization. The key idea is to let the scalarization metric vary across iterations while measuring approximation…

Optimization and Control · Mathematics 2026-05-15 Mohammed Alshahrani

Submodular maximization is a classic algorithmic problem with multiple applications in data mining and machine learning; there, the growing need to deal with massive instances motivates the design of algorithms balancing the quality of the…

Data Structures and Algorithms · Computer Science 2024-02-20 Georgios Amanatidis , Federico Fusco , Philip Lazos , Stefano Leonardi , Alberto Marchetti Spaccamela , Rebecca Reiffenhäuser

The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…

Computational Complexity · Computer Science 2016-08-31 Peter Gacs

In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…

Machine Learning · Computer Science 2019-02-13 Nikki Lijing Kuang , Clement H. C. Leung , Vienne W. K. Sung

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

We study the problem of sampling an approximately uniformly random satisfying assignment for atomic constraint satisfaction problems i.e. where each constraint is violated by only one assignment to its variables. Let $p$ denote the maximum…

Data Structures and Algorithms · Computer Science 2021-02-17 Vishesh Jain , Huy Tuan Pham , Thuy-Duong Vuong

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

Machine Learning · Computer Science 2024-02-21 Po-An Wang , Ruo-Chun Tzeng , Alexandre Proutiere

In the inverse Gaussian sequence space model with additional noisy observations of the operator, we derive nonasymptotic minimax radii of testing for ellipsoid-type alternatives simultaneously for both the signal detection problem (testing…

Statistics Theory · Mathematics 2020-02-19 Sandra Schluttenhofer , Jan Johannes

We study the $\textit{single-index bandit}$ problem, where rewards depend on an unknown one-dimensional projection of high-dimensional contexts through an unknown reward function. This model extends linear and generalized linear bandits to…

Machine Learning · Statistics 2026-05-12 Devdan Dey , Sujoy Bhore , Avishek Ghosh

Closed-loop decision-making systems (e.g., lending, screening, or recidivism risk assessment) often operate under fairness and service constraints while inducing feedback effects: decisions change who appears in the future, yielding…

Machine Learning · Computer Science 2025-12-30 Wenzhang Du

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

Designing experiments often requires balancing between learning about the true treatment effects and earning from allocating more samples to the superior treatment. While optimal algorithms for the Multi-Armed Bandit Problem (MABP) provide…

Computation · Statistics 2023-01-04 James K. He , Sofía S. Villar , Lida Mavrogonatou

Random samples are extensively used to summarize massive data sets and facilitate scalable analytics. Coordinated sampling, where samples of different data sets "share" the randomization, is a powerful method which facilitates more accurate…

Databases · Computer Science 2014-06-26 Edith Cohen

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

We study the problem of learning general (i.e., not necessarily homogeneous) halfspaces with Random Classification Noise under the Gaussian distribution. We establish nearly-matching algorithmic and Statistical Query (SQ) lower bound…

Machine Learning · Computer Science 2023-07-18 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

The model of relative-error property testing of Boolean functions has been the subject of significant recent research effort [CDH+24][CPPS25a][CPPS25b] In this paper we consider the problem of relative-error testing an unknown and arbitrary…

Computational Complexity · Computer Science 2025-10-27 Xi Chen , Diptaksho Palit , Kabir Peshawaria , William Pires , Rocco A. Servedio , Yiding Zhang

Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…

Machine Learning · Computer Science 2024-10-01 Yue Wang , Jinjun Xiong , Shaofeng Zou

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

In a convolution model, we observe random variables whose distribution is the convolution of some unknown density f and some known or partially known noise density g. In this paper, we focus on statistical procedures, which are adaptive…

Statistics Theory · Mathematics 2007-06-13 Cristina Butucea , Catherine Matias , Christophe Pouet

We study a statistical method to estimate the optimal value, and the optimality gap of a given solution for stochastic optimization as an assessment of the solution quality. Our approach is based on bootstrap aggregating, or bagging,…

Optimization and Control · Mathematics 2022-12-06 Henry Lam , Huajie Qian
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