Finding the bandit in a graph: Sequential search-and-stop

We consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose in-neighbors have already been examined. In this paper, we address a learning setting where we allow the agent to stop before having found the object and restart searching on a new independent instance of the same problem. Our goal is to maximize the total number of hidden objects found given a time budget. The agent can thus skip an instance after realizing that it would spend too much time on it. Our contributions are both to the search theory and multi-armed bandits. If the distribution is known, we provide a quasi-optimal and efficient stationary strategy. If the distribution is unknown, we additionally show how to sequentially approximate it and, at the same time, act near-optimally in order to collect as many hidden objects as possible.Comment: in International Conference on Artificial Intelligence and Statistics (AISTATS 2019), April 2019, Naha, Okinawa, Japa

Finding the bandit in a graph: Sequential search-and-stop

International audienceWe consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose in-neighbors have already been examined. In this paper, we address a learning setting where we allow the agent to stop before having found the object and restart searching on a new independent instance of the same problem. Our goal is to maximize the total number of hidden objects found given a time budget. The agent can thus skip an instance after realizing that it would spend too much time on it. Our contributions are both to the search theory and multi-armed bandits. If the distribution is known, we provide a quasi-optimal and efficient stationary strategy. If the distribution is unknown, we additionally show how to sequentially approximate it and, at the same time, act near-optimally in order to collect as many hidden objects as possible

Dreaming neural networks: forgetting spurious memories and reinforcing pure ones

The standard Hopfield model for associative neural networks accounts for biological Hebbian learning and acts as the harmonic oscillator for pattern recognition, however its maximal storage capacity is $\alpha \sim 0.14$, far from the theoretical bound for symmetric networks, i.e. $\alpha =1$. Inspired by sleeping and dreaming mechanisms in mammal brains, we propose an extension of this model displaying the standard on-line (awake) learning mechanism (that allows the storage of external information in terms of patterns) and an off-line (sleep) unlearning$\&$consolidating mechanism (that allows spurious-pattern removal and pure-pattern reinforcement): this obtained daily prescription is able to saturate the theoretical bound $\alpha=1$, remaining also extremely robust against thermal noise. Both neural and synaptic features are analyzed both analytically and numerically. In particular, beyond obtaining a phase diagram for neural dynamics, we focus on synaptic plasticity and we give explicit prescriptions on the temporal evolution of the synaptic matrix. We analytically prove that our algorithm makes the Hebbian kernel converge with high probability to the projection matrix built over the pure stored patterns. Furthermore, we obtain a sharp and explicit estimate for the "sleep rate" in order to ensure such a convergence. Finally, we run extensive numerical simulations (mainly Monte Carlo sampling) to check the approximations underlying the analytical investigations (e.g., we developed the whole theory at the so called replica-symmetric level, as standard in the Amit-Gutfreund-Sompolinsky reference framework) and possible finite-size effects, finding overall full agreement with the theory.Comment: 31 pages, 12 figure

The Limitations of Optimization from Samples

In this paper we consider the following question: can we optimize objective functions from the training data we use to learn them? We formalize this question through a novel framework we call optimization from samples (OPS). In OPS, we are given sampled values of a function drawn from some distribution and the objective is to optimize the function under some constraint. While there are interesting classes of functions that can be optimized from samples, our main result is an impossibility. We show that there are classes of functions which are statistically learnable and optimizable, but for which no reasonable approximation for optimization from samples is achievable. In particular, our main result shows that there is no constant factor approximation for maximizing coverage functions under a cardinality constraint using polynomially-many samples drawn from any distribution. We also show tight approximation guarantees for maximization under a cardinality constraint of several interesting classes of functions including unit-demand, additive, and general monotone submodular functions, as well as a constant factor approximation for monotone submodular functions with bounded curvature