Search Results for author: Yeshwanth Cherapanamjeri

Found 18 papers, 2 papers with code

Statistical Barriers to Affine-equivariant Estimation

no code implementations16 Oct 2023 Zihao Chen, Yeshwanth Cherapanamjeri

We investigate the quantitative performance of affine-equivariant estimators for robust mean estimation.

Diagnosing Transformers: Illuminating Feature Spaces for Clinical Decision-Making

1 code implementation27 May 2023 Aliyah R. Hsu, Yeshwanth Cherapanamjeri, Briton Park, Tristan Naumann, Anobel Y. Odisho, Bin Yu

These findings showcase the utility of SUFO in enhancing trust and safety when using transformers in medicine, and we believe SUFO can aid practitioners in evaluating fine-tuned language models for other applications in medicine and in more critical domains.

Decision Making

Optimal PAC Bounds Without Uniform Convergence

no code implementations18 Apr 2023 Ishaq Aden-Ali, Yeshwanth Cherapanamjeri, Abhishek Shetty, Nikita Zhivotovskiy

In this paper, we address this issue by providing optimal high probability risk bounds through a framework that surpasses the limitations of uniform convergence arguments.

Binary Classification Classification +1

The One-Inclusion Graph Algorithm is not Always Optimal

no code implementations19 Dec 2022 Ishaq Aden-Ali, Yeshwanth Cherapanamjeri, Abhishek Shetty, Nikita Zhivotovskiy

In one of the first COLT open problems, Warmuth conjectured that this prediction strategy always implies an optimal high probability bound on the risk, and hence is also an optimal PAC algorithm.

What Makes A Good Fisherman? Linear Regression under Self-Selection Bias

no code implementations6 May 2022 Yeshwanth Cherapanamjeri, Constantinos Daskalakis, Andrew Ilyas, Manolis Zampetakis

In known-index self-selection, the identity of the observed model output is observable; in unknown-index self-selection, it is not.

Econometrics Imitation Learning +2

Estimation of Standard Auction Models

no code implementations4 May 2022 Yeshwanth Cherapanamjeri, Constantinos Daskalakis, Andrew Ilyas, Manolis Zampetakis

We provide efficient estimation methods for first- and second-price auctions under independent (asymmetric) private values and partial observability.

Econometrics

Uniform Approximations for Randomized Hadamard Transforms with Applications

no code implementations3 Mar 2022 Yeshwanth Cherapanamjeri, Jelani Nelson

We use our inequality to then derive improved guarantees for two applications in the high-dimensional regime: 1) kernel approximation and 2) distance estimation.

Dimensionality Reduction

Terminal Embeddings in Sublinear Time

no code implementations17 Oct 2021 Yeshwanth Cherapanamjeri, Jelani Nelson

\end{equation*} When $X, Y$ are both Euclidean metrics with $Y$ being $m$-dimensional, recently (Narayanan, Nelson 2019), following work of (Mahabadi, Makarychev, Makarychev, Razenshteyn 2018), showed that distortion $1+\epsilon$ is achievable via such a terminal embedding with $m = O(\epsilon^{-2}\log n)$ for $n := |T|$.

LEMMA

Adversarial Examples in Multi-Layer Random ReLU Networks

no code implementations NeurIPS 2021 Peter L. Bartlett, Sébastien Bubeck, Yeshwanth Cherapanamjeri

We consider the phenomenon of adversarial examples in ReLU networks with independent gaussian parameters.

A single gradient step finds adversarial examples on random two-layers neural networks

no code implementations NeurIPS 2021 Sébastien Bubeck, Yeshwanth Cherapanamjeri, Gauthier Gidel, Rémi Tachet des Combes

Daniely and Schacham recently showed that gradient descent finds adversarial examples on random undercomplete two-layers ReLU neural networks.

Optimal Mean Estimation without a Variance

no code implementations24 Nov 2020 Yeshwanth Cherapanamjeri, Nilesh Tripuraneni, Peter L. Bartlett, Michael I. Jordan

Concretely, given a sample $\mathbf{X} = \{X_i\}_{i = 1}^n$ from a distribution $\mathcal{D}$ over $\mathbb{R}^d$ with mean $\mu$ which satisfies the following \emph{weak-moment} assumption for some ${\alpha \in [0, 1]}$: \begin{equation*} \forall \|v\| = 1: \mathbb{E}_{X \thicksim \mathcal{D}}[\lvert \langle X - \mu, v\rangle \rvert^{1 + \alpha}] \leq 1, \end{equation*} and given a target failure probability, $\delta$, our goal is to design an estimator which attains the smallest possible confidence interval as a function of $n, d,\delta$.

On Adaptive Distance Estimation

no code implementations NeurIPS 2020 Yeshwanth Cherapanamjeri, Jelani Nelson

Our memory consumption is $\tilde O((n+d)d/\epsilon^2)$, slightly more than the $O(nd)$ required to store $X$ in memory explicitly, but with the benefit that our time to answer queries is only $\tilde O(\epsilon^{-2}(n + d))$, much faster than the naive $\Theta(nd)$ time obtained from a linear scan in the case of $n$ and $d$ very large.

Data Structures and Algorithms

Optimal Robust Linear Regression in Nearly Linear Time

no code implementations16 Jul 2020 Yeshwanth Cherapanamjeri, Efe Aras, Nilesh Tripuraneni, Michael. I. Jordan, Nicolas Flammarion, Peter L. Bartlett

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X, w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in which an $\eta$ fraction of the samples have been adversarially corrupted.

regression

Fast Mean Estimation with Sub-Gaussian Rates

1 code implementation6 Feb 2019 Yeshwanth Cherapanamjeri, Nicolas Flammarion, Peter L. Bartlett

We propose an estimator for the mean of a random vector in $\mathbb{R}^d$ that can be computed in time $O(n^4+n^2d)$ for $n$ i. i. d.~samples and that has error bounds matching the sub-Gaussian case.

Testing Markov Chains without Hitting

no code implementations6 Feb 2019 Yeshwanth Cherapanamjeri, Peter L. Bartlett

We study the problem of identity testing of markov chains.

Nearly Optimal Robust Matrix Completion

no code implementations ICML 2017 Yeshwanth Cherapanamjeri, Kartik Gupta, Prateek Jain

Finally, an application of our result to the robust PCA problem (low-rank+sparse matrix separation) leads to nearly linear time (in matrix dimensions) algorithm for the same; existing state-of-the-art methods require quadratic time.

Low-Rank Matrix Completion

Thresholding based Efficient Outlier Robust PCA

no code implementations18 Feb 2017 Yeshwanth Cherapanamjeri, Prateek Jain, Praneeth Netrapalli

That is, given a data matrix $M^*$, where $(1-\alpha)$ fraction of the points are noisy samples from a low-dimensional subspace while $\alpha$ fraction of the points can be arbitrary outliers, the goal is to recover the subspace accurately.

Nearly-optimal Robust Matrix Completion

no code implementations23 Jun 2016 Yeshwanth Cherapanamjeri, Kartik Gupta, Prateek Jain

Finally, an application of our result to the robust PCA problem (low-rank+sparse matrix separation) leads to nearly linear time (in matrix dimensions) algorithm for the same; existing state-of-the-art methods require quadratic time.

Low-Rank Matrix Completion

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