Search Results for author: Siddharth Mitra

Found 4 papers, 0 papers with code

On Independent Samples Along the Langevin Diffusion and the Unadjusted Langevin Algorithm

no code implementations26 Feb 2024 Jiaming Liang, Siddharth Mitra, Andre Wibisono

We study the rate at which the initial and current random variables become independent along a Markov chain, focusing on the Langevin diffusion in continuous time and the Unadjusted Langevin Algorithm (ULA) in discrete time.

Langevin Thompson Sampling with Logarithmic Communication: Bandits and Reinforcement Learning

no code implementations15 Jun 2023 Amin Karbasi, Nikki Lijing Kuang, Yi-An Ma, Siddharth Mitra

Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance.

Decision Making Multi-Armed Bandits +3

Submodular + Concave

no code implementations NeurIPS 2021 Siddharth Mitra, Moran Feldman, Amin Karbasi

It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular functions.

On Adaptivity in Information-constrained Online Learning

no code implementations19 Oct 2019 Siddharth Mitra, Aditya Gopalan

We then consider revealing action-partial monitoring games -- a version of label efficient prediction with additive information costs, which in general are known to lie in the \textit{hard} class of games having minimax regret of order $T^{\frac{2}{3}}$.

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