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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
A Fast Algorithm for PAC Combinatorial Pure Exploration
Noa Ben-David, Sivan Sabato · 2021-12-08 · via stat.ML updates on arXiv.org

We consider the problem of Combinatorial Pure Exploration (CPE), which deals with finding a combinatorial set or arms with a high reward, when the rewards of individual arms are unknown in advance and must be estimated using arm pulls. Previous algorithms for this problem, while obtaining sample complexity reductions in many cases, are highly computationally intensive, thus making them impractical even for mildly large problems. In this work, we propose a new CPE algorithm in the PAC setting, which is computationally light weight, and so can easily be applied to problems with tens of thousands of arms. This is achieved since the proposed algorithm requires a very small number of combinatorial oracle calls. The algorithm is based on successive acceptance of arms, along with elimination which is based on the combinatorial structure of the problem. We provide sample complexity guarantees for our algorithm, and demonstrate in experiments its usefulness on large problems, whereas previous algorithms are impractical to run on problems of even a few dozen arms. The code for the algorithms and experiments is provided at https://github.com/noabdavid/csale.