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Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltonian Monte Carlo (HMC) is the default algorithm across mainstream software packages. However, despite the extensive line of work on HMC and its widespread empirical success, it remains unclear how many iterations of HMC are required as a function of the dimension $d$. On one hand, a variety of results show that Metropolized HMC converges in $O(d^{1/4})$ iterations from a warm start close to stationarity. On the other hand, Metropolized HMC is significantly slower without a warm start, e.g., requiring $Ω(d^{1/2})$ iterations even for simple target distributions such as isotropic Gaussians. Finding a warm start is therefore the computational bottleneck for HMC. We resolve this issue for the well-studied setting of sampling from a probability distribution satisfying strong log-concavity (or isoperimetry) and third-order derivative bounds. We prove that \emph{non-Metropolized} HMC generates a warm start in $\tilde{O}(d^{1/4})$ iterations, after which we can exploit the warm start using Metropolized HMC. Our final complexity of $\tilde{O}(d^{1/4})$ is the fastest algorithm for high-accuracy sampling under these assumptions, improving over the prior best of $\tilde{O}(d^{1/2})$. This closes the long line of work on the dimensional complexity of MHMC for such settings, and also provides a simple warm-start prescription for practical implementations.

We study theoretical properties of a broad class of regularized algorithms with vector-valued output.

Many high-dimensional statistical inference problems are believed to possess inherent computational hardness. Various frameworks have been proposed to give rigorous evidence for such hardness, including lower bounds against restricted models of computation (such as low-degree functions), as well as methods rooted in statistical physics that are based on free energy landscapes. This paper aims to make a rigorousconnectionbetween the seeminglydifferent low-degreeand free-energybased approaches. We define a free-energybasedcriterionfor hardnessand formallyconnectit to the well-establishednotionof low-degree hardness for a broad class of statistical problems, namely all Gaussian additive models and certain models with a sparse planted signal.

Wefocusonsixmethods:(i)discriminative K-means (DisKmeans) in Ye et al. (2008); (ii) a discriminative clustering formulation described inBach andHarchaoui (2008); Flammarion etal.(2017); We compare two classesF of feature mappings: linear functions and fully-connected neural networks with one hidden layer that has 100 nodes. An epoch refers ton/B = 12 consecutive iterations. The learning curves in Figure 1 shows the advantage of neural network and demonstrates the flexibility of CURE with nonlinear function classes. One of the main obstacles is the complicated piecewise definition off, which prevent us from obtaining closed form formulae.

To model the demand as a function of price and context, the existing literature either adopts a parametric model or a non-parametric model.

Such a question is very relevant: boostinghas quickly evolvedasatechnique requiring first-order information about the loss optimized [6, Section 10.3], [41, Section 7.2.2]

Gaussian entries, thegoal isto recover thek-sparse unit vectorx Rn. The structure we enforce on x is sparsity: |supp(x)| k.

Gaussian entries, thegoal isto recover thek-sparse unit vectorx Rn. The structure we enforce on x is sparsity: |supp(x)| k.

These algorithms inject (carefully tuned) random noise to value function to encourage exploration. UCB-type algorithms enjoy well-established theoretical guarantees but suffer from difficult implementation since an upper confidence bound isusually infeasible for manypractical models like neural networks. Instead, practitioners prefer randomized exploration such as noisy networks in [19], and algorithms with randomized exploration have been widely used in practice [37,13,11,35].