In this paper, we establish a theoretical comparison between the asymptotic mean-squared error of Double Q-learning and Q-learning. Our result builds upon an analysis for linear stochastic approximation based on Lyapunov equations and applies to both tabular setting and with linear function approximation, provided that the optimal policy is unique and the algorithms converge. We show that the asymptotic mean-squared error of Double Q-learning is exactly equal to that of Q-learning if Double Q-learning uses twice the learning rate of Q-learning and outputs the average of its two estimators. We also present some practical implications of this theoretical observation using simulations.
University of Maryland, College Park（马里兰大学帕克分校）；LinkedIn Corp.（领英公司）；Indian Institute of Technology Madras（印度理工学院马德拉斯分校）
While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires learning the underlying correlation structure and not just the means of the arms. Sensors placement for industrial surveillance and cellular network monitoring are a few applications, where the underlying correlation structure plays an important role. Motivated by such applications, we formulate the correlated bandit problem, where the objective is to find the a…
Minimum mean-squared error estimation with bandit feedback
Department of Computer Science and Engineering, Indian Institute of Technology Madras（计算机科学与工程系，印度理工学院马德拉斯学院）；Department of Electrical Communication Engineering, Indian Institute of Science（电子通信工程系，印度科学研究院）
University of Newcastle（纽卡斯尔大学）；Uppsala University（乌普萨拉大学）
This paper deals with the evaluation of double line integrals of the squared exponential covariance function. We propose a new approach in which the double integral is reduced to a single integral using the error function. This single integral is then computed with efficiently implemented numerical techniques. The performance is compared against existing state of the art methods and the results show superior properties in numerical robustness and accuracy per computation time.
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
In this paper, we consider the policy evaluation problem in multi-agent reinforcement learning (MARL) and derive exact closed-form formulas for the finite-time mean-squared estimation errors of decentralized temporal difference (TD) learning with linear function approximation. Our analysis hinges upon the fact that the decentralized TD learning method can be viewed as a Markov jump linear system (MJLS). Then standard MJLS theory can be applied to quantify the mean and covariance matrix of the estimation error of the decentralized TD method at every time step. Various implications of our exact …
Optimizing Estimators of Squared Calibration Errors in Classification
German Cancer Consortium (DKTK)（德国癌症联盟（DKTK））；German Cancer Research Center (DKFZ)（德国癌症研究中心（DKFZ））；Goethe University Frankfurt（法兰克福大学）；Inria（法国国家信息与自动化研究所）；Ecole Normale Supérieure（巴黎高等师范学院）；PSL Research University（巴黎文理研究大学）
Polytechnique Montréal（蒙特利尔理工学院）；Montréal Institute for Learning Algorithms（蒙特利尔学习算法研究所）；Université de Montréal（蒙特利尔大学）
In this paper, we explore ordinal classification (in the context of deep neural networks) through a simple modification of the squared error loss which not only allows it to not only be sensitive to class ordering, but also allows the possibility of having a discrete probability distribution over the classes. Our formulation is based on the use of a softmax hidden layer, which has received relatively little attention in the literature. We empirically evaluate its performance on the Kaggle diabetic retinopathy dataset, an ordinal and high-resolution dataset and show that it outperforms all of t…
This paper is concerned with the squared F(robenius)-norm regularized factorization form for noisy low-rank matrix recovery problems. Under a suitable assumption on the restricted condition number of the Hessian for the loss function, we derive an error bound to the true matrix for the non-strict critical points with rank not more than that of the true matrix. Then, for the squared F-norm regularized factorized least squares loss function, under the noisy and full sample setting we establish its KL property of exponent $1/2$ on its global minimizer set, and under the noisy and partial sample s…
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of California, Davis（加利福尼亚大学戴维斯分校）
For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In this approach, one gets a surrogate dataset by sampling from the full data, and then obtains an approximate solution by solving the subsampled optimization based on the surrogate. One main theoretical contributions are to provide the asymptotic properties of the approximate solution with respect to the exact solution as statistical guarantees, and to rigorou…
Inria（法国国家信息与自动化研究所）；Ecole Normale Supérieure（巴黎高等师范学院）；PSL Research University（巴黎文理研究大学）
We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first consider the ridge regression estimator and review earlier results using classical notions from non-parametric statistics, namely degrees of freedom, also known as effective dimensionality. We then compute asymptotic equivalents of the generalization performance (in terms of squared bias and variance) of the minimum norm least-squares fit with random projectio…
Algebraic Approach to Ridge-Regularized Mean Squared Error Minimization in Minimal ReLU Neural Network
Kyushu University（九州大学）；Kagoshima University（鹿儿岛大学）；Institute of Statistical Mathematics（统计数学研究所）；The Graduate University for Advanced Studies, SOKENDAI（研究生院先进研究大学）；RIKEN（日本研究机构）
University of Pretoria（比勒陀利亚大学）；Stellenbosch University
Quantification of the stationary points and the associated basins of attraction of neural network loss surfaces is an important step towards a better understanding of neural network loss surfaces at large. This work proposes a novel method to visualise basins of attraction together with the associated stationary points via gradient-based random sampling. The proposed technique is used to perform an empirical study of the loss surfaces generated by two different error metrics: quadratic loss and entropic loss. The empirical observations confirm the theoretical hypothesis regarding the nature of…
Bagging can significantly improve the generalization performance of unstable machine learning algorithms such as trees or neural networks. Though bagging is now widely used in practice and many empirical studies have explored its behavior, we still know little about the theoretical properties of bagged predictions. In this paper, we theoretically investigate how the bagging method can reduce the Mean Squared Error (MSE) when applied on a statistical estimator. First, we prove that for any estimator, increasing the number of bagged estimators $N$ in the average can only reduce the MSE. This int…
Enhancing Predictive Accuracy in Pharmaceutical Sales Through An Ensemble Kernel Gaussian Process Regression Approach
University of Pittsburgh（匹兹堡大学）；Carnegie Mellon University（卡内基梅隆大学）；Swanson School of Engineering, University of Pittsburgh（匹兹堡大学斯旺森工程学院）；Duquesne University（杜肯大学）
Knowledge distillation (KD), transferring knowledge from a cumbersome teacher model to a lightweight student model, has been investigated to design efficient neural architectures. Generally, the objective function of KD is the Kullback-Leibler (KL) divergence loss between the softened probability distributions of the teacher model and the student model with the temperature scaling hyperparameter tau. Despite its widespread use, few studies have discussed the influence of such softening on generalization. Here, we theoretically show that the KL divergence loss focuses on the logit matching when…
The brilliant method due to Good and Turing allows for estimating objects not occurring in a sample. The problem, known under names "sample coverage" or "missing mass" goes back to their cryptographic work during WWII, but over years has found has many applications, including language modeling, inference in ecology and estimation of distribution properties. This work characterizes the maximal mean-squared error of the Good-Turing estimator, for any sample \emph{and} alphabet size.
University of Pretoria（比勒陀利亚大学）；University of South Africa（南非大学）
Loss functions play an important role in the training of artificial neural networks (ANNs), and can affect the generalisation ability of the ANN model, among other properties. Specifically, it has been shown that the cross entropy and sum squared error loss functions result in different training dynamics, and exhibit different properties that are complementary to one another. It has previously been suggested that a hybrid of the entropy and sum squared error loss functions could combine the advantages of the two functions, while limiting their disadvantages. The effectiveness of such hybrid lo…
Queen Mary University of London（伦敦玛丽女王大学）；University of Kent（肯特大学）；Singapore Institute of Technology（新加坡理工学院）
Audio event localization and detection (SELD) have been commonly tackled using multitask models. Such a model usually consists of a multi-label event classification branch with sigmoid cross-entropy loss for event activity detection and a regression branch with mean squared error loss for direction-of-arrival estimation. In this work, we propose a multitask regression model, in which both (multi-label) event detection and localization are formulated as regression problems and use the mean squared error loss homogeneously for model training. We show that the common combination of heterogeneous …
Courant Institute of Mathematical Sciences, New York University（纽约大学柯朗数学科学研究所）
Noise poses a challenge for learning dynamical-system models because already small variations can distort the dynamics described by trajectory data. This work builds on operator inference from scientific machine learning to infer low-dimensional models from high-dimensional state trajectories polluted with noise. The presented analysis shows that, under certain conditions, the inferred operators are unbiased estimators of the well-studied projection-based reduced operators from traditional model reduction. Furthermore, the connection between operator inference and projection-based model reduct…
