no code implementations • 9 Feb 2021 • X. Flora Meng, Tuhin Sarkar, Munther A. Dahleh
We prove a high-probability upper bound of $\tilde{\mathcal{O}} \big( i^*K + \sqrt{KT} \big)$ on the regret, up to polylog factors, where $i^*$ is the unknown position of the best expert, $K$ is the number of actions, and $T$ is the time horizon.
no code implementations • L4DC 2020 • Dylan J. Foster, Alexander Rakhlin, Tuhin Sarkar
We introduce algorithms for learning nonlinear dynamical systems of the form $x_{t+1}=\sigma(\Theta^{\star}x_t)+\varepsilon_t$, where $\Theta^{\star}$ is a weight matrix, $\sigma$ is a nonlinear link function, and $\varepsilon_t$ is a mean-zero noise process.
no code implementations • 7 Dec 2012 • Ramji Venkataramanan, Tuhin Sarkar, Sekhar Tatikonda
The proposed encoding algorithm sequentially chooses columns of the design matrix to successively approximate the source sequence.