Hokusai - Sketching Streams in Real Time

We describe Hokusai, a real time system which is able to capture frequency information for streams of arbitrary sequences of symbols. The algorithm uses the CountMin sketch as its basis and exploits the fact that sketching is linear. It provides real time statistics of arbitrary events, e.g. streams of queries as a function of time. We use a factorizing approximation to provide point estimates at arbitrary (time, item) combinations. Queries can be answered in constant time.

Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations

This paper analyzes the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al, 2010). For GPs with Gaussian observation noise, with variance strictly greater than zero, Srinivas et al proved that the regret vanishes at the approximate rate of $O(1/sqrt{t})$, where t is the number of observations. To complement their result, we attack the deterministic case and attain a much faster exponential convergence rate. Under some regularity assumptions, we show that the regret decreases asymptotically according to $O(e^{-frac{tau t}{(ln t)^{d/4}}})$ with high probability. Here, d is the dimension of the search space and tau is a constant that depends on the behaviour of the objective function near its global maximum.

Regret Bounds for Deterministic Gaussian Process Bandits

This paper analyses the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al., 2010). For GPs with Gaussian observation noise, with variance strictly greater than zero, (Srinivas et al., 2010) proved that the regret vanishes at the approximate rate of $O(frac{1}{sqrt{t}})$, where t is the number of observations. To complement their result, we attack the deterministic case and attain a much faster exponential convergence rate. Under some regularity assumptions, we show that the regret decreases asymptotically according to $O(e^{-frac{tau t}{(ln t)^{d/4}}})$ with high probability. Here, d is the dimension of the search space and $tau$ is a constant that depends on the behaviour of the objective function near its global maximum.