Learning Probability Measures with respect to Optimal Transport Metrics

We study the problem of estimating, in the sense of optimal transport metrics, a measure which is assumed supported on a manifold embedded in a Hilbert space. By establishing a precise connection between optimal transport metrics, optimal quantization, and learning theory, we derive new probabilistic bounds for the performance of a classic algorithm in unsupervised learning (k-means), when used to produce a probability measure derived from the data. In the course of the analysis, we arrive at new lower bounds, as well as probabilistic upper bounds on the convergence rate of the empirical law of large numbers, which, unlike existing bounds, are applicable to a wide class of measures.Comment: 13 pages, 2 figures. Advances in Neural Information Processing Systems, NIPS 201

String Matching: Communication, Circuits, and Learning

String matching is the problem of deciding whether a given n-bit string contains a given k-bit pattern. We study the complexity of this problem in three settings. - Communication complexity. For small k, we provide near-optimal upper and lower bounds on the communication complexity of string matching. For large k, our bounds leave open an exponential gap; we exhibit some evidence for the existence of a better protocol. - Circuit complexity. We present several upper and lower bounds on the size of circuits with threshold and DeMorgan gates solving the string matching problem. Similarly to the above, our bounds are near-optimal for small k. - Learning. We consider the problem of learning a hidden pattern of length at most k relative to the classifier that assigns 1 to every string that contains the pattern. We prove optimal bounds on the VC dimension and sample complexity of this problem

Bounds of optimal learning.

Learning is considered as a dynamic process described by a trajectory on a statistical manifold, and a topology is introduced defining trajectories continuous in information. The analysis generalises the application of Orlicz spaces in non-parametric information geometry to topological function spaces with asymmetric gauge functions (e.g. quasi-metric spaces defined in terms of KL divergence). Optimality conditions are formulated for dynamical constraints, and two main results are outlined: 1) Parametrisation of optimal learning trajectories from empirical constraints using generalised characteristic potentials; 2) A gradient theorem for the potentials defining optimal utility and information bounds of a learning system. These results not only generalise some known relations of statistical mechanics and variational methods in information theory, but also can be used for optimisation of the exploration-exploitation balance in online learning systems

A Stochastic View of Optimal Regret through Minimax Duality

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary

Retarded Learning: Rigorous Results from Statistical Mechanics

We study learning of probability distributions characterized by an unknown symmetry direction. Based on an entropic performance measure and the variational method of statistical mechanics we develop exact upper and lower bounds on the scaled critical number of examples below which learning of the direction is impossible. The asymptotic tightness of the bounds suggests an asymptotically optimal method for learning nonsmooth distributions.Comment: 8 pages, 1 figur

Online Regret Bounds for Undiscounted Continuous Reinforcement Learning

We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of uncertainty. Beside the existence of an optimal policy which satisfies the Poisson equation, the only assumptions made are Holder continuity of rewards and transition probabilities