相关论文: Heavy-Tailed Linear Bandits: Huber Regression with…

Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed rewards to identify the most promising arms for optimizing…

We tackle estimating sparse coefficients in a linear regression when the covariates are sampled from an $L$-subexponential random vector. This vector belongs to a class of distributions that exhibit heavier tails than Gaussian random…

This paper studies the stochastic linear bandit problem, where a decision-maker chooses actions from possibly time-dependent sets of vectors in $\mathbb{R}^d$ and receives noisy rewards. The objective is to minimize regret, the difference…

We study stage-wise conservative linear stochastic bandits: an instance of bandit optimization, which accounts for (unknown) safety constraints that appear in applications such as online advertising and medical trials. At each stage, the…

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

This paper introduces new empirical process tools for analyzing a broad class of statistical learning models under heavy-tailed noise and complex function classes. Our primary contribution is the derivation of two Dudley-type maximal…

We investigate the high-dimensional sparse linear bandits problem in a data-poor regime where the time horizon is much smaller than the ambient dimension and number of arms. We study the setting under the additional blocking constraint…

In modern large language models (LLMs), increasing the context length is crucial for improving comprehension and coherence in long-context, multi-modal, and retrieval-augmented language generation. While many recent transformer models…

Consistency models have recently been introduced to accelerate sampling from diffusion models by directly predicting the solution (i.e., data) of the probability flow ODE (PF ODE) from initial noise. However, the training of consistency…

This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance can be infinite, we adopt the quantile regression loss…

We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…

In stochastic low-rank matrix bandit, the expected reward of an arm is equal to the inner product between its feature matrix and some unknown $d_1$ by $d_2$ low-rank parameter matrix $\Theta^*$ with rank $r \ll d_1\wedge d_2$. While all…

This letter proposes a linear bandit-based beam training framework for near-field communication under multi-path channels. By leveraging Thompson Sampling (TS), the framework adaptively balances exploration and exploitation to maximize…

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…

Robust regression techniques rely on least-squares optimization, which works well for Gaussian noise but fails in the presence of asymmetric structured noise. We propose a hybrid neural-symbolic architecture where a transformer encoder…

Recent works have proposed incorporating heavy-tailed (HT) noise into diffusion- and flow-based generative models, with the goals of better recovering the tails of target distributions and improving generative diversity. This motivation is…

We study nonstationary generalized linear bandits (GLBs), where the expected reward is modeled through a nonlinear link function with an unknown time-varying parameter. This framework encompasses a broad class of reward models, including…

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

We consider the problem of heteroskedastic generalized linear bandits (GLBs) with adversarial corruptions, which subsumes various stochastic contextual bandit settings, including heteroskedastic linear bandits and logistic/Poisson bandits.…

We propose Banker-OMD, a novel framework generalizing the classical Online Mirror Descent (OMD) technique in online learning algorithm design. Banker-OMD allows algorithms to robustly handle delayed feedback, and offers a general…