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06/25/2023
Near Optimal Heteroscedastic Regression with Symbiotic Learning
We consider the problem of heteroscedastic linear regression, where, giv...
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06/15/2023
Stochastic Re-weighted Gradient Descent via Distributionally Robust Optimization
We develop a re-weighted gradient descent technique for boosting the per...
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05/27/2023
Provably Fast Finite Particle Variants of SVGD via Virtual Particle Stochastic Approximation
Stein Variational Gradient Descent (SVGD) is a popular variational infer...
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10/31/2022
Indexability is Not Enough for Whittle: Improved, Near-Optimal Algorithms for Restless Bandits
We study the problem of planning restless multi-armed bandits (RMABs) wi...
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10/12/2022
Finite time analysis of temporal difference learning with linear function approximation: Tail averaging and regularisation
We study the finite-time behaviour of the popular temporal difference (T...
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10/11/2022
Multi-User Reinforcement Learning with Low Rank Rewards
In this work, we consider the problem of collaborative multi-user reinfo...
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08/28/2022
Metastable Mixing of Markov Chains: Efficiently Sampling Low Temperature Exponential Random Graphs
In this paper we consider the problem of sampling from the low-temperatu...
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06/08/2022
Entropic Convergence of Random Batch Methods for Interacting Particle Diffusion
We propose a co-variance corrected random batch method for interacting p...
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06/07/2022
Look Back When Surprised: Stabilizing Reverse Experience Replay for Neural Approximation
Experience replay methods, which are an essential part of reinforcement ...
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10/16/2021
Online Target Q-learning with Reverse Experience Replay: Efficiently finding the Optimal Policy for Linear MDPs
Q-learning is a popular Reinforcement Learning (RL) algorithm which is w...
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08/24/2021
The staircase property: How hierarchical structure can guide deep learning
This paper identifies a structural property of data distributions that e...
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05/24/2021
Near-optimal Offline and Streaming Algorithms for Learning Non-Linear Dynamical Systems
We consider the setting of vector valued non-linear dynamical systems X_...
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03/10/2021
Streaming Linear System Identification with Reverse Experience Replay
We consider the problem of estimating a stochastic linear time-invariant...
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09/30/2020
A law of robustness for two-layers neural networks
We initiate the study of the inherent tradeoffs between the size of a ne...
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06/16/2020
Least Squares Regression with Markovian Data: Fundamental Limits and Algorithms
We study the problem of least squares linear regression where the data-p...
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06/07/2020
Sharp Representation Theorems for ReLU Networks with Precise Dependence on Depth
We prove sharp dimension-free representation results for neural networks...
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02/01/2020
A Corrective View of Neural Networks: Representation, Memorization and Learning
We develop a corrective mechanism for neural network approximation: the ...
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10/30/2019
Phase Transitions for Detecting Latent Geometry in Random Graphs
Random graphs with latent geometric structure are popular models of soci...
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04/29/2019
Making the Last Iterate of SGD Information Theoretically Optimal
Stochastic gradient descent (SGD) is one of the most widely used algorit...
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03/04/2019
SGD without Replacement: Sharper Rates for General Smooth Convex Functions
We study stochastic gradient descent without replacement () for smooth ...
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02/17/2018