We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean rewards of the $K$ arms are stable in time, in Shifting Means only the gaps $\boldsymbol{\Delta}$ between mean rewards are stable, while their...
Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal et al.· 0 citations
Gradient observations promise more accurate Gaussian process (GP) surrogates, but the cost of incorporating them has long stood in the way of realizing that promise. We propose a derivative GP with a budget of just two directions per observed gradient. One direction focuses on each gradient's direct contribution to tar...
Models can be retrained as new data arrive, but deploying every new version risks replacing a good policy with a worse one. We study how to plan policy updates (i.e., meta-policy) before future candidates are trained, balancing the benefits of improvement against the risk of performance regression. Our offline meta-pol...
Wenbin Zhou, Michael Lingzhi Li, Shixiang Zhu· 0 citations
Dataset pruning reduces a large training set to a representative subset while preserving model performance. Existing geometry-based methods typically assume that nearby points in embedding space share similar properties. Rather than imposing this assumption, we derive geometric selection criteria by reformulating unbia...
Rodrigo Schuller, Francisco Ganacim· 0 citations
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We consider online learning in non-stationary environments, where the goal is to track an unknown parameter that switches abruptly between a finite set of recurring values. Recurrence opens the possibility of judiciously reusing past observations to improve algorithm performance. However, the changing nature of the und...
We propose a neural algorithm for sampling from distributions specified by unnormalized Boltzmann densities. Our approach is based on the Jordan--Kinderlehrer--Otto scheme for the Kullback--Leibler divergence in the Wasserstein--Fisher--Rao geometry (WFR JKO scheme). Our contributions are twofold. First, we prove that,...
Chenguang Duan, Johannes Hertrich, Gabriele Steidl· 0 citations
Bayesian additive regression trees (BART) can require many splits to approximate boundaries misaligned with the predictor axes. RoBART assigns each tree a rotation shared by all internal nodes, retaining axis-aligned splits in rotated coordinates and constant leaves. We jointly propose a Givens rotation sequence and cu...
Links are disjoint unions of circles smoothly embedded in $S^3$. We use reinforcement learning and Bayesian optimisation to obtain new upper bounds on several link invariants that are not known to be algorithmically computable: the slice genus and the unknotting number for links, and the strong slice genus for algebrai...
Yutong Dai, Oliver Hayman, Andr\'as Juh\'asz et al.· 0 citations
Switching stochastic differential equations (SSDEs) describe continuous-time dynamics whose parameters switch according to a latent regime process that follows a continuous-time Markov chain (CTMC). By allowing dynamics to change between regimes, SSDEs represent heterogeneous system behavior and have been applied acros...
We analyze the first-order deterministic diffusion sampler of Karras et al. (2022), termed EDM, in 2-Wasserstein distance by separating two sources of error: local discretization error and its amplification by subsequent learned steps. We prove that local error admits a universal bound: for any data distribution with f...
Split Gibbs sampling (SGS) is a popular framework for posterior sampling in Bayesian imaging inverse problems. It decouples a Gaussian data-fidelity term from a complex prior through an auxiliary variable, so the data variable is updated exactly and only the prior-side conditional is hard to sample. Existing samplers t...
Split conformal prediction uses prediction errors on held-out (calibration) data to determine how wide the prediction intervals should be. It guarantees distribution-free finite-sample coverage when these errors and the error at the target site are exchangeable. This assumption may fail under spatial dependence and non...
Jennifer Neville did not want to go into computer science—but that’s exactly where she landed. Neville discusses the starts and stops that led to her professional sweet spot and her work identifying “surprising failures” making it hard for AI to handle complexity. The post What AI gets wrong and what failure teaches us appeared first on Microsoft Research.