5 papers
Operationalizing Stein's Method for Online Linear Optimization: CLT-Based Optimal Tradeoffs
Zhiyu Zhang, Aaditya Ramdas
Adversarial online linear optimization (OLO) is essentially about making performance tradeoffs with respect to the unknown difficulty of the adversary. In the setting of one-dimens…
The Initial Mass Function as the Equilibrium State of a Variational Process: why the IMF cannot be sampled stochastically
Eda Gjergo, Zhiyu Zhang, Pavel Kroupa
The stellar initial mass function (sIMF) is often treated as a stochastic probability distribution, yet such an interpretation implies Poisson noise that is inconsistent with growi…
Instance-Optimal Matrix Multiplicative Weight Update and Its Quantum Applications
Weiyuan Gong, Tongyang Li, Xinzhao Wang +1
The Matrix Multiplicative Weight Update (MMWU) is a seminal online learning algorithm with numerous applications. Applied to the matrix version of the Learning from Expert Advice (…
Population Dynamics Control with Partial Observations
Zhou Lu, Y. Jennifer Sun, Zhiyu Zhang
We study the problem of controlling population dynamics, a class of linear dynamical systems evolving on the probability simplex, from the perspective of online non-stochastic cont…
Sparsity-Based Interpolation of External, Internal and Swap Regret
Zhou Lu, Y. Jennifer Sun, Zhiyu Zhang
Focusing on the expert problem in online learning, this paper studies the interpolation of several performance metrics via -regret minimization, which measures the total loss of…