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We study the problem of estimating the mean of a distribution in high dimensions when either the samples are adversarially corrupted or the distribution is heavy-tailed. Recent developments in robust statistics have established efficient…

Data Structures and Algorithms · Computer Science 2021-01-20 Samuel B. Hopkins , Jerry Li , Fred Zhang

Variance-dependent regret bounds for linear contextual bandits, which improve upon the classical $\tilde{O}(d\sqrt{K})$ regret bound to $\tilde{O}(d\sqrt{\sum_{k=1}^K\sigma_k^2})$, where $d$ is the context dimension, $K$ is the number of…

Machine Learning · Computer Science 2025-03-18 Jiafan He , Quanquan Gu

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

One-bit compressive sensing gains its popularity in signal processing and communications due to its low storage costs and low hardware complexity. However, it has been a challenging task to recover the signal only by exploiting the one-bit…

Optimization and Control · Mathematics 2022-04-20 Shenglong Zhou , Ziyan Luo , Naihua Xiu , Geoffrey Ye Li

We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $\mathcal{O}(K^{-2(\alpha - 1)/\alpha})$, when the…

Optimization and Control · Mathematics 2024-04-18 Nikita Puchkin , Eduard Gorbunov , Nikolay Kutuzov , Alexander Gasnikov

Distributed minimax estimation and distributed adaptive estimation under communication constraints for Gaussian sequence model and white noise model are studied. The minimax rate of convergence for distributed estimation over a given Besov…

Statistics Theory · Mathematics 2021-07-02 T. Tony Cai , Hongji Wei

We study stochastic nonconvex optimization under heavy-tailed noise. In this setting, the stochastic gradients only have bounded $p$-th central moment ($p$-BCM) for some $p \in (1,2]$. Building on the foundational work of Arjevani et al.…

Optimization and Control · Mathematics 2026-04-01 Adrien Fradin , Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

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…

Machine Learning · Computer Science 2023-01-25 Yulian Wu , Chaowen Guan , Vaneet Aggarwal , Di Wang

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

Practical results have shown that deep learning optimizers using small constant learning rates, hyperparameters close to one, and large batch sizes can find the model parameters of deep neural networks that minimize the loss functions. We…

Machine Learning · Computer Science 2022-08-23 Hideaki Iiduka

We consider the problem of clustering in the learning-augmented setting, where we are given a data set in $d$-dimensional Euclidean space, and a label for each data point given by an oracle indicating what subsets of points should be…

Machine Learning · Computer Science 2023-03-02 Thy Nguyen , Anamay Chaturvedi , Huy Lê Nguyen

Transformer has become the dominant architecture for sequence modeling, yet a detailed understanding of how its structural parameters influence expressive power remains limited. In this work, we study the approximation properties of…

Machine Learning · Computer Science 2026-04-01 Penghao Yu , Haotian Jiang , Zeyu Bao , Ruoxi Yu , Qianxiao Li

We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d.…

Quantum Physics · Physics 2021-11-16 Yassine Hamoudi

The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are…

Data Structures and Algorithms · Computer Science 2014-05-12 Nikhil Bansal , Viswanath Nagarajan

This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…

Optimization and Control · Mathematics 2021-03-02 Muhammad Adil , Sasan Tavakkol , Ramtin Madani

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Machine Learning · Computer Science 2016-09-13 Steve Hanneke

We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…

Machine Learning · Computer Science 2023-04-20 Rahul Vaze , Manjesh K. Hanawal

This paper presents one-bit supervision, a novel setting of learning from incomplete annotations, in the scenario of image classification. Instead of training a model upon the accurate label of each sample, our setting requires the model to…

Computer Vision and Pattern Recognition · Computer Science 2021-05-12 Hengtong Hu , Lingxi Xie , Zewei Du , Richang Hong , Qi Tian

Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…

Machine Learning · Computer Science 2022-10-26 David Alvarez-Melis , Nicolò Fusi , Lester Mackey , Tal Wagner
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