相关论文: Rate of Convergence and Error Bounds for LSTD($\la…

The least squares of depth-trimmed (LST) residuals regression, proposed and studied in Zuo and Zuo (2023), serves as a robust alternative to the classic least squares (LS) regression as well as a strong competitor to the renowned robust…

We propose a new discrete-time online parameter estimation algorithm that combines two different aspects, one that adds momentum, and another that includes a time-varying learning rate. It is well known that recursive least squares based…

Detecting AI-generated text is an important but challenging problem. Existing likelihood-based detection methods are often sensitive to content complexity and may exhibit unstable performance. In this paper, our key insight is that modern…

Prior work (Klochkov $\&$ Zhivotovskiy, 2021) establishes at most $O\left(\log (n)/n\right)$ excess risk bounds via algorithmic stability for strongly-convex learners with high probability. We show that under the similar common assumptions…

Many machine learning and optimization algorithms can be cast as instances of stochastic approximation (SA). The convergence rate of these algorithms is known to be slow, with the optimal mean squared error (MSE) of order $O(n^{-1})$. In…

In this paper, we study the problem of approximating the minimum cut in a distributed message-passing model, the CONGEST model. The minimum cut problem has been well-studied in the context of centralized algorithms. However, there were no…

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under L^\infty constraints on the linear combination. When the input distribution is known, there already exists…

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…

In this paper, we prove some convergence results of a special case of optimistic policy iteration algorithm for stochastic shortest path problem. We consider both Monte Carlo and $TD(\lambda)$ methods for the policy evaluation step under…

We study stochastic approximation algorithms with Markovian noise and constant step-size $\alpha$. We develop a method based on infinitesimal generator comparisons to study the bias of the algorithm, which is the expected difference between…

In the internet era there has been an explosion in the amount of digital text information available, leading to difficulties of scale for traditional inference algorithms for topic models. Recent advances in stochastic variational inference…

A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…

We consider least squares estimation in a general nonparametric regression model. The rate of convergence of the least squares estimator (LSE) for the unknown regression function is well studied when the errors are sub-Gaussian. We find…

We consider off-policy temporal-difference (TD) learning in discounted Markov decision processes, where the goal is to evaluate a policy in a model-free way by using observations of a state process generated without executing the policy. To…

We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…

Multi-layer feedforward networks have been used to approximate a wide range of nonlinear functions. An important and fundamental problem is to understand the learnability of a network model through its statistical risk, or the expected…

We study the restricted case of Scheduling on Unrelated Parallel Machines. In this problem, we are given a set of jobs $J$ with processing times $p_j$ and each job may be scheduled only on some subset of machines $S_j \subseteq M$. The goal…

We study the problem of policy optimization (PO) with linear temporal logic (LTL) constraints. The language of LTL allows flexible description of tasks that may be unnatural to encode as a scalar cost function. We consider LTL-constrained…

We consider the problem of scheduling $n$ jobs to minimize the makespan on $m$ unrelated machines, where job $j$ requires time $p_{ij}$ if processed on machine $i$. A classic algorithm of Lenstra et al. yields the best known approximation…