Search Results for author: Ashwin Pananjady

Found 24 papers, 4 papers with code

Just Wing It: Optimal Estimation of Missing Mass in a Markovian Sequence

1 code implementation8 Apr 2024 Ashwin Pananjady, Vidya Muthukumar, Andrew Thangaraj

Operating in the general setting in which the size of the state space may be much larger than the length $n$ of the trajectory, we develop a linear-runtime estimator called \emph{Windowed Good--Turing} (\textsc{WingIt}) and show that its risk decays as $\widetilde{\mathcal{O}}(\mathsf{T_{mix}}/n)$, where $\mathsf{T_{mix}}$ denotes the mixing time of the chain in total variation distance.

Efficient reductions between some statistical models

no code implementations12 Feb 2024 Mengqi Lou, Guy Bresler, Ashwin Pananjady

We study the problem of approximately transforming a sample from a source statistical model to a sample from a target statistical model without knowing the parameters of the source model, and construct several computationally efficient such reductions between statistical experiments.

Denoising Retrieval

Hyperparameter tuning via trajectory predictions: Stochastic prox-linear methods in matrix sensing

no code implementations2 Feb 2024 Mengqi Lou, Kabir Aladin Verchand, Ashwin Pananjady

Motivated by the desire to understand stochastic algorithms for nonconvex optimization that are robust to their hyperparameter choices, we analyze a mini-batched prox-linear iterative algorithm for the problem of recovering an unknown rank-1 matrix from rank-1 Gaussian measurements corrupted by noise.

Do algorithms and barriers for sparse principal component analysis extend to other structured settings?

no code implementations25 Jul 2023 Guanyi Wang, Mengqi Lou, Ashwin Pananjady

We study a principal component analysis problem under the spiked Wishart model in which the structure in the signal is captured by a class of union-of-subspace models.

Sharp analysis of EM for learning mixtures of pairwise differences

no code implementations20 Feb 2023 Abhishek Dhawan, Cheng Mao, Ashwin Pananjady

We consider a symmetric mixture of linear regressions with random samples from the pairwise comparison design, which can be seen as a noisy version of a type of Euclidean distance geometry problem.

Alternating minimization for generalized rank one matrix sensing: Sharp predictions from a random initialization

no code implementations20 Jul 2022 Kabir Aladin Chandrasekher, Mengqi Lou, Ashwin Pananjady

Considering two prototypical choices for the nonlinearity, we study the convergence properties of a natural alternating update rule for this nonconvex optimization problem starting from a random initialization.

Modeling and Correcting Bias in Sequential Evaluation

1 code implementation3 May 2022 Jingyan Wang, Ashwin Pananjady

Motivated by the psychology literature that has studied sequential bias in such settings -- namely, dependencies between the evaluation outcome and the order in which the candidates appear -- we propose a natural model for the evaluator's rating process that captures the lack of calibration inherent to such a task.

Accelerated and instance-optimal policy evaluation with linear function approximation

no code implementations24 Dec 2021 Tianjiao Li, Guanghui Lan, Ashwin Pananjady

To remedy this issue, we develop an accelerated, variance-reduced fast temporal difference algorithm (VRFTD) that simultaneously matches both lower bounds and attains a strong notion of instance-optimality.

Optimal and instance-dependent guarantees for Markovian linear stochastic approximation

no code implementations23 Dec 2021 Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright, Peter L. Bartlett

We then prove a non-asymptotic instance-dependent bound on a suitably averaged sequence of iterates, with a leading term that matches the local asymptotic minimax limit, including sharp dependence on the parameters $(d, t_{\mathrm{mix}})$ in the higher order terms.

Model Selection

Sharp global convergence guarantees for iterative nonconvex optimization: A Gaussian process perspective

1 code implementation20 Sep 2021 Kabir Aladin Chandrasekher, Ashwin Pananjady, Christos Thrampoulidis

In particular, provided each iteration can be written as the solution to a convex optimization problem satisfying some natural conditions, we leverage Gaussian comparison theorems to derive a deterministic sequence that provides sharp upper and lower bounds on the error of the algorithm with sample-splitting.


Learning from an Exploring Demonstrator: Optimal Reward Estimation for Bandits

1 code implementation28 Jun 2021 Wenshuo Guo, Kumar Krishna Agrawal, Aditya Grover, Vidya Muthukumar, Ashwin Pananjady

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator.

Experimental Design

Preference learning along multiple criteria: A game-theoretic perspective

no code implementations NeurIPS 2020 Kush Bhatia, Ashwin Pananjady, Peter L. Bartlett, Anca D. Dragan, Martin J. Wainwright

Finally, we showcase the practical utility of our framework in a user study on autonomous driving, where we find that the Blackwell winner outperforms the von Neumann winner for the overall preferences.

Autonomous Driving

Optimal oracle inequalities for solving projected fixed-point equations

no code implementations9 Dec 2020 Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright

Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equations.

Isotonic regression with unknown permutations: Statistics, computation, and adaptation

no code implementations5 Sep 2020 Ashwin Pananjady, Richard J. Samworth

Motivated by models for multiway comparison data, we consider the problem of estimating a coordinate-wise isotonic function on the domain $[0, 1]^d$ from noisy observations collected on a uniform lattice, but where the design points have been permuted along each dimension.

Computational Efficiency regression

Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis

no code implementations16 Mar 2020 Koulik Khamaru, Ashwin Pananjady, Feng Ruan, Martin J. Wainwright, Michael. I. Jordan

We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the $\ell_\infty$-error under a generative model.

Instance-dependent $\ell_\infty$-bounds for policy evaluation in tabular reinforcement learning

no code implementations19 Sep 2019 Ashwin Pananjady, Martin J. Wainwright

Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks.

reinforcement-learning Reinforcement Learning (RL)

Max-Affine Regression: Provable, Tractable, and Near-Optimal Statistical Estimation

no code implementations21 Jun 2019 Avishek Ghosh, Ashwin Pananjady, Adityanand Guntuboyina, Kannan Ramchandran

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$.

regression Retrieval

Derivative-Free Methods for Policy Optimization: Guarantees for Linear Quadratic Systems

no code implementations20 Dec 2018 Dhruv Malik, Ashwin Pananjady, Kush Bhatia, Koulik Khamaru, Peter L. Bartlett, Martin J. Wainwright

We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving noise and reward feedback.

Towards Optimal Estimation of Bivariate Isotonic Matrices with Unknown Permutations

no code implementations25 Jun 2018 Cheng Mao, Ashwin Pananjady, Martin J. Wainwright

Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns.

Graphon Estimation

Breaking the $1/\sqrt{n}$ Barrier: Faster Rates for Permutation-based Models in Polynomial Time

no code implementations27 Feb 2018 Cheng Mao, Ashwin Pananjady, Martin J. Wainwright

Many applications, including rank aggregation and crowd-labeling, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and columns.

Worst-case vs Average-case Design for Estimation from Fixed Pairwise Comparisons

no code implementations19 Jul 2017 Ashwin Pananjady, Cheng Mao, Vidya Muthukumar, Martin J. Wainwright, Thomas A. Courtade

We show that when the assignment of items to the topology is arbitrary, these permutation-based models, unlike their parametric counterparts, do not admit consistent estimation for most comparison topologies used in practice.

Gradient Diversity: a Key Ingredient for Scalable Distributed Learning

no code implementations18 Jun 2017 Dong Yin, Ashwin Pananjady, Max Lam, Dimitris Papailiopoulos, Kannan Ramchandran, Peter Bartlett

It has been experimentally observed that distributed implementations of mini-batch stochastic gradient descent (SGD) algorithms exhibit speedup saturation and decaying generalization ability beyond a particular batch-size.


Denoising Linear Models with Permuted Data

no code implementations24 Apr 2017 Ashwin Pananjady, Martin J. Wainwright, Thomas A. Courtade

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems.

Denoising regression

Linear Regression with an Unknown Permutation: Statistical and Computational Limits

no code implementations9 Aug 2016 Ashwin Pananjady, Martin J. Wainwright, Thomas A. Courtade

Consider a noisy linear observation model with an unknown permutation, based on observing $y = \Pi^* A x^* + w$, where $x^* \in \mathbb{R}^d$ is an unknown vector, $\Pi^*$ is an unknown $n \times n$ permutation matrix, and $w \in \mathbb{R}^n$ is additive Gaussian noise.


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