37,621 research outputs found
Relax and Localize: From Value to Algorithms
We show a principled way of deriving online learning algorithms from a
minimax analysis. Various upper bounds on the minimax value, previously thought
to be non-constructive, are shown to yield algorithms. This allows us to
seamlessly recover known methods and to derive new ones. Our framework also
captures such "unorthodox" methods as Follow the Perturbed Leader and the R^2
forecaster. We emphasize that understanding the inherent complexity of the
learning problem leads to the development of algorithms.
We define local sequential Rademacher complexities and associated algorithms
that allow us to obtain faster rates in online learning, similarly to
statistical learning theory. Based on these localized complexities we build a
general adaptive method that can take advantage of the suboptimality of the
observed sequence.
We present a number of new algorithms, including a family of randomized
methods that use the idea of a "random playout". Several new versions of the
Follow-the-Perturbed-Leader algorithms are presented, as well as methods based
on the Littlestone's dimension, efficient methods for matrix completion with
trace norm, and algorithms for the problems of transductive learning and
prediction with static experts
Model-based Reinforcement Learning with Parametrized Physical Models and Optimism-Driven Exploration
In this paper, we present a robotic model-based reinforcement learning method
that combines ideas from model identification and model predictive control. We
use a feature-based representation of the dynamics that allows the dynamics
model to be fitted with a simple least squares procedure, and the features are
identified from a high-level specification of the robot's morphology,
consisting of the number and connectivity structure of its links. Model
predictive control is then used to choose the actions under an optimistic model
of the dynamics, which produces an efficient and goal-directed exploration
strategy. We present real time experimental results on standard benchmark
problems involving the pendulum, cartpole, and double pendulum systems.
Experiments indicate that our method is able to learn a range of benchmark
tasks substantially faster than the previous best methods. To evaluate our
approach on a realistic robotic control task, we also demonstrate real time
control of a simulated 7 degree of freedom arm.Comment: 8 page
To Index or Not to Index: Optimizing Exact Maximum Inner Product Search
Exact Maximum Inner Product Search (MIPS) is an important task that is widely
pertinent to recommender systems and high-dimensional similarity search. The
brute-force approach to solving exact MIPS is computationally expensive, thus
spurring recent development of novel indexes and pruning techniques for this
task. In this paper, we show that a hardware-efficient brute-force approach,
blocked matrix multiply (BMM), can outperform the state-of-the-art MIPS solvers
by over an order of magnitude, for some -- but not all -- inputs.
In this paper, we also present a novel MIPS solution, MAXIMUS, that takes
advantage of hardware efficiency and pruning of the search space. Like BMM,
MAXIMUS is faster than other solvers by up to an order of magnitude, but again
only for some inputs. Since no single solution offers the best runtime
performance for all inputs, we introduce a new data-dependent optimizer,
OPTIMUS, that selects online with minimal overhead the best MIPS solver for a
given input. Together, OPTIMUS and MAXIMUS outperform state-of-the-art MIPS
solvers by 3.2 on average, and up to 10.9, on widely studied
MIPS datasets.Comment: 12 pages, 8 figures, 2 table
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