Search Results for author: Christina Lee Yu

Found 17 papers, 4 papers with code

Information-Theoretic Generalization Bounds for Deep Neural Networks

no code implementations4 Apr 2024 Haiyun He, Christina Lee Yu, Ziv Goldfeld

This enables refining our generalization bounds to capture the contraction as a function of the network architecture parameters.

Generalization Bounds

Entry-Specific Bounds for Low-Rank Matrix Completion under Highly Non-Uniform Sampling

no code implementations29 Feb 2024 Xumei Xi, Christina Lee Yu, Yudong Chen

Our bounds characterize the hardness of estimating each entry as a function of the localized sampling probabilities.

Low-Rank Matrix Completion

The SMART approach to instance-optimal online learning

no code implementations27 Feb 2024 Siddhartha Banerjee, Alankrita Bhatt, Christina Lee Yu

We devise an online learning algorithm -- titled Switching via Monotone Adapted Regret Traces (SMART) -- that adapts to the data and achieves regret that is instance optimal, i. e., simultaneously competitive on every input sequence compared to the performance of the follow-the-leader (FTL) policy and the worst case guarantee of any other input policy.

Clustered Switchback Experiments: Near-Optimal Rates Under Spatiotemporal Interference

no code implementations25 Dec 2023 Su Jia, Nathan Kallus, Christina Lee Yu

We consider experimentation in the presence of non-stationarity, inter-unit (spatial) interference, and carry-over effects (temporal interference), where we wish to estimate the global average treatment effect (GATE), the difference between average outcomes having exposed all units at all times to treatment or to control.

Experimental Design

Matrix Estimation for Offline Reinforcement Learning with Low-Rank Structure

no code implementations24 May 2023 Xumei Xi, Christina Lee Yu, Yudong Chen

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy.

Matrix Completion reinforcement-learning +1

Network Synthetic Interventions: A Causal Framework for Panel Data Under Network Interference

no code implementations20 Oct 2022 Anish Agarwal, Sarah H. Cen, Devavrat Shah, Christina Lee Yu

We propose an estimator, Network Synthetic Interventions (NSI), and show that it consistently estimates the mean outcomes for a unit under an arbitrary set of counterfactual treatments for the network.

counterfactual

Artificial Replay: A Meta-Algorithm for Harnessing Historical Data in Bandits

1 code implementation30 Sep 2022 Siddhartha Banerjee, Sean R. Sinclair, Milind Tambe, Lily Xu, Christina Lee Yu

How best to incorporate historical data to "warm start" bandit algorithms is an open question: naively initializing reward estimates using all historical samples can suffer from spurious data and imbalanced data coverage, leading to computational and storage issues $\unicode{x2014}$ particularly salient in continuous action spaces.

Open-Ended Question Answering

Overcoming the Long Horizon Barrier for Sample-Efficient Reinforcement Learning with Latent Low-Rank Structure

no code implementations7 Jun 2022 Tyler Sam, Yudong Chen, Christina Lee Yu

The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 / \epsilon^2\right)$ over worst case instances of an MDP with state space $S$, action space $A$, and horizon $H$.

Detection of Small Holes by the Scale-Invariant Robust Density-Aware Distance (RDAD) Filtration

1 code implementation16 Apr 2022 Chunyin Siu, Gennady Samorodnitsky, Christina Lee Yu, Andrey Yao

A novel topological-data-analytical (TDA) method is proposed to distinguish, from noise, small holes surrounded by high-density regions of a probability density function.

Density Estimation

Adaptive Discretization in Online Reinforcement Learning

no code implementations29 Oct 2021 Sean R. Sinclair, Siddhartha Banerjee, Christina Lee Yu

In this paper we provide a unified theoretical analysis of tree-based hierarchical partitioning methods for online reinforcement learning, providing model-free and model-based algorithms.

Management reinforcement-learning +1

Nonparametric Matrix Estimation with One-Sided Covariates

no code implementations26 Oct 2021 Christina Lee Yu

Consider the task of matrix estimation in which a dataset $X \in \mathbb{R}^{n\times m}$ is observed with sparsity $p$, and we would like to estimate $\mathbb{E}[X]$, where $\mathbb{E}[X_{ui}] = f(\alpha_u, \beta_i)$ for some Holder smooth function $f$.

Adaptive Discretization for Model-Based Reinforcement Learning

1 code implementation NeurIPS 2020 Sean R. Sinclair, Tianyu Wang, Gauri Jain, Siddhartha Banerjee, Christina Lee Yu

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces.

Model-based Reinforcement Learning reinforcement-learning +1

Tensor Estimation with Nearly Linear Samples Given Weak Side Information

no code implementations1 Jul 2020 Christina Lee Yu

Tensor completion exhibits an interesting computational-statistical gap in terms of the number of samples needed to perform tensor estimation.

Adaptive Discretization for Episodic Reinforcement Learning in Metric Spaces

1 code implementation17 Oct 2019 Sean R. Sinclair, Siddhartha Banerjee, Christina Lee Yu

We present an efficient algorithm for model-free episodic reinforcement learning on large (potentially continuous) state-action spaces.

Q-Learning reinforcement-learning +1

Nonparametric Contextual Bandits in an Unknown Metric Space

no code implementations3 Aug 2019 Nirandika Wanigasekara, Christina Lee Yu

Consider a nonparametric contextual multi-arm bandit problem where each arm $a \in [K]$ is associated to a nonparametric reward function $f_a: [0, 1] \to \mathbb{R}$ mapping from contexts to the expected reward.

Multi-Armed Bandits

Robust Max Entrywise Error Bounds for Tensor Estimation from Sparse Observations via Similarity Based Collaborative Filtering

no code implementations3 Aug 2019 Devavrat Shah, Christina Lee Yu

We prove that the algorithm recovers a finite rank tensor with maximum entry-wise error (MEE) and mean-squared-error (MSE) decaying to $0$ as long as each entry is observed independently with probability $p = \Omega(n^{-3/2 + \kappa})$ for any arbitrarily small $\kappa > 0$.

Collaborative Filtering

Reducing Crowdsourcing to Graphon Estimation, Statistically

no code implementations23 Mar 2017 Devavrat Shah, Christina Lee Yu

Inferring the correct answers to binary tasks based on multiple noisy answers in an unsupervised manner has emerged as the canonical question for micro-task crowdsourcing or more generally aggregating opinions.

Graphon Estimation

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