no code implementations • NeurIPS 2019 • Jason Altschuler, Francis Bach, Alessandro Rudi, Jonathan Niles-Weed
The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference.
no code implementations • 5 Mar 2018 • Jason Altschuler, Kunal Talwar
Using the above result and several reductions, we unify previous work and completely characterize the complexity of this switching budget setting up to small polylogarithmic factors: for both PFE and MAB, for all switching budgets $S \leq T$, and for both expectation and h. p.
no code implementations • 26 Feb 2018 • Jason Altschuler, Victor-Emmanuel Brunel, Alan Malek
Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of generating a sample from an arbitrary contamination distribution instead of the true underlying distribution.
1 code implementation • NeurIPS 2017 • Jason Altschuler, Jonathan Weed, Philippe Rigollet
Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision.