ترغب بنشر مسار تعليمي؟ اضغط هنا

Online Non-Additive Path Learning under Full and Partial Information

105   0   0.0 ( 0 )
 نشر من قبل Holakou Rahmanian
 تاريخ النشر 2018
والبحث باللغة English




اسأل ChatGPT حول البحث

We study the problem of online path learning with non-additive gains, which is a central problem appearing in several applications, including ensemble structured prediction. We present new online algorithms for path learning with non-additive count-based gains for the three settings of full information, semi-bandit and full bandit with very favorable regret guarantees. A key component of our algorithms is the definition and computation of an intermediate context-dependent automaton that enables us to use existing algorithms designed for additive gains. We further apply our methods to the important application of ensemble structured prediction. Finally, beyond count-based gains, we give an efficient implementation of the EXP3 algorithm for the full bandit setting with an arbitrary (non-additive) gain.



قيم البحث

اقرأ أيضاً

Training and evaluation of fair classifiers is a challenging problem. This is partly due to the fact that most fairness metrics of interest depend on both the sensitive attribute information and label information of the data points. In many scenarios it is not possible to collect large datasets with such information. An alternate approach that is commonly used is to separately train an attribute classifier on data with sensitive attribute information, and then use it later in the ML pipeline to evaluate the bias of a given classifier. While such decoupling helps alleviate the problem of demographic scarcity, it raises several natural questions such as: how should the attribute classifier be trained?, and how should one use a given attribute classifier for accurate bias estimation? In this work we study this question from both theoretical and empirical perspectives. We first experimentally demonstrate that the test accuracy of the attribute classifier is not always correlated with its effectiveness in bias estimation for a downstream model. In order to further investigate this phenomenon, we analyze an idealized theoretical model and characterize the structure of the optimal classifier. Our analysis has surprising and counter-intuitive implications where in certain regimes one might want to distribute the error of the attribute classifier as unevenly as possible among the different subgroups. Based on our analysis we develop heuristics for both training and using attribute classifiers for bias estimation in the data scarce regime. We empirically demonstrate the effectiveness of our approach on real and simulated data.
In this paper, we propose online algorithms for multiclass classification using partial labels. We propose two variants of Perceptron called Avg Perceptron and Max Perceptron to deal with the partial labeled data. We also propose Avg Pegasos and Max Pegasos, which are extensions of Pegasos algorithm. We also provide mistake bounds for Avg Perceptron and regret bound for Avg Pegasos. We show the effectiveness of the proposed approaches by experimenting on various datasets and comparing them with the standard Perceptron and Pegasos.
We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form $tilde{O}(D/gamma^2)$. The term $1/gamma^2$ is analogous to the usual margin term in SVM (perceptron) bounds. More specifically, if we assume that there is some factorization of the underlying $m times n$ matrix into $P Q^intercal$ where the rows of $P$ are interpreted as classifiers in $mathcal{R}^d$ and the rows of $Q$ as instances in $mathcal{R}^d$, then $gamma$ is the maximum (normalized) margin over all factorizations $P Q^intercal$ consistent with the observed matrix. The quasi-dimension term $D$ measures the quality of side information. In the presence of vacuous side information, $D= m+n$. However, if the side information is predictive of the underlying factorization of the matrix, then in an ideal case, $D in O(k + ell)$ where $k$ is the number of distinct row factors and $ell$ is the number of distinct column factors. We additionally provide a generalization of our algorithm to the inductive setting. In this setting, we provide an example where the side information is not directly specified in advance. For this example, the quasi-dimension $D$ is now bounded by $O(k^2 + ell^2)$.
67 - Tiancheng Yu , Suvrit Sra 2019
A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent problems. We stud y an episodic setting where the parameters of an MDP can differ across episodes. We learn a reliable policy of this potentially adversarial MDP by developing an Adversarial Reinforcement Learning (ARL) algorithm that reduces our MDP to a sequence of emph{adversarial} bandit problems. ARL achieves $O(sqrt{SATH^3})$ regret, which is optimal with respect to $S$, $A$, and $T$, and its dependence on $H$ is the best (even for the usual stationary MDP) among existing model-free methods.
244 - Yihan Du , Yuko Kuroki , Wei Chen 2020
In this paper, we first study the problem of combinatorial pure exploration with full-bandit feedback (CPE-BL), where a learner is given a combinatorial action space $mathcal{X} subseteq {0,1}^d$, and in each round the learner pulls an action $x in m athcal{X}$ and receives a random reward with expectation $x^{top} theta$, with $theta in mathbb{R}^d$ a latent and unknown environment vector. The objective is to identify the optimal action with the highest expected reward, using as few samples as possible. For CPE-BL, we design the first {em polynomial-time adaptive} algorithm, whose sample complexity matches the lower bound (within a logarithmic factor) for a family of instances and has a light dependence of $Delta_{min}$ (the smallest gap between the optimal action and sub-optimal actions). Furthermore, we propose a novel generalization of CPE-BL with flexible feedback structures, called combinatorial pure exploration with partial linear feedback (CPE-PL), which encompasses several families of sub-problems including full-bandit feedback, semi-bandit feedback, partial feedback and nonlinear reward functions. In CPE-PL, each pull of action $x$ reports a random feedback vector with expectation of $M_{x} theta $, where $M_x in mathbb{R}^{m_x times d}$ is a transformation matrix for $x$, and gains a random (possibly nonlinear) reward related to $x$. For CPE-PL, we develop the first {em polynomial-time} algorithm, which simultaneously addresses limited feedback, general reward function and combinatorial action space, and provide its sample complexity analysis. Our empirical evaluation demonstrates that our algorithms run orders of magnitude faster than the existing ones, and our CPE-BL algorithm is robust across different $Delta_{min}$ settings while our CPE-PL algorithm is the only one returning correct answers for nonlinear reward functions.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا