no code implementations • 4 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.
no code implementations • 29 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.
no code implementations • 27 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.
no code implementations • 25 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.
no code implementations • 24 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.
no code implementations • 20 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.
1 code implementation • 30 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.
no code implementations • 7 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 $H$.
1 code implementation • 16 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.
no code implementations • 29 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.
no code implementations • 26 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 $f$.
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
no code implementations • 1 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.
1 code implementation • 17 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.
no code implementations • 3 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.
no code implementations • 3 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 $\kappa > 0$.
no code implementations • 23 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.