Qiao, Gang
An Asymptotically Optimal Algorithm for the Convex Hull Membership Problem
Qiao, Gang, Tewari, Ambuj
Multi-armed bandit (MAB) problem has been increasingly recognized as a fundamental and powerful framework in decision theory, where an agent's objective is to make a series of decisions to pull an arm of a K slot machine in order to maximize the total reward. Each of the arms is associated with a fixed but unknown probability distribution [5, 31]. An enormous literature has accumulated over the past decades on the MAB problem, such as clinical trials and drug testing [6, 19], recommendation system and online advertising [7, 9, 42, 51, 56], information retrieval [8, 37], and finance [24, 39, 40, 48]. From a theoretical perspective, the MAB problem was first studied in the seminal work [44] and followed by a vast line of work to study in regret minimization [2, 4, 5, 10, 14, 18, 32, 34, 49, 53] and pure exploration [11, 22, 36, 46]. In this paper, we investigate the convex hull membership (CHM) problem in a pure exploration setting, where a learner sequentially performs experiments in a stochastic multi-armed bandit environment to identify if a given point lies in the convex hull of means of K arms as efficiently and accurately as possible. In particular, we are interested in the minimum expected number of samples required to identify the convex hull membership with high probability (at least 1 ฮด), without considering a reward/cost structure. The non-stochastic version of the convex hull membership problem is well studied in [20] and has attracted significant attention in different scientific areas and proven its crucial applications in image processing [25, 55], robot motion planning [33, 50] and pattern recognition [27, 45].
An Information-Theoretic Approach for Estimating Scenario Generalization in Crowd Motion Prediction
Qiao, Gang, Hu, Kaidong, Moon, Seonghyeon, Sohn, Samuel S., Yoon, Sejong, Kapadia, Mubbasir, Pavlovic, Vladimir
Learning-based approaches to modeling crowd motion have become increasingly successful but require training and evaluation on large datasets, coupled with complex model selection and parameter tuning. To circumvent this tremendously time-consuming process, we propose a novel scoring method, which characterizes generalization of models trained on source crowd scenarios and applied to target crowd scenarios using a training-free, model-agnostic Interaction + Diversity Quantification score, ISDQ. The Interaction component aims to characterize the difficulty of scenario domains, while the diversity of a scenario domain is captured in the Diversity score. Both scores can be computed in a computation tractable manner. Our experimental results validate the efficacy of the proposed method on several simulated and real-world (source,target) generalization tasks, demonstrating its potential to select optimal domain pairs before training and testing a model.
Oneshot Differentially Private Top-k Selection
Qiao, Gang, Su, Weijie J., Zhang, Li
Being able to efficiently and accurately select the top-$k$ elements without privacy leakage is an integral component of various data analysis tasks and has gained significant attention. In this paper, we introduce the \textit{oneshot mechanism}, a fast, low-distortion, and differentially private primitive for the top-$k$ problem. Compared with existing approaches in the literature, our algorithm adds Laplace noise to the counts and releases the top-$k$ noisy counts and their estimates in a oneshot fashion, thereby substantially reducing the computational cost while maintaining satisfying utility. Our proof of privacy for this mechanism relies on a novel coupling technique that is of independent theoretical interest. Finally, we apply the oneshot mechanism to multiple hypothesis testing and ranking from pairwise comparisons and thus obtain their differentially private counterparts.
The Role of Data-Driven Priors in Multi-Agent Crowd Trajectory Estimation
Qiao, Gang (Rutgers University) | Yoon, Sejong (The College of New Jersey) | Kapadia, Mubbasir (Rutgers University) | Pavlovic, Vladimir (Rutgers University)
Resource constraints frequently complicate multi-agent planning problems. Existing algorithms for resource-constrained, multi-agent planning problems rely on the assumption that the constraints are deterministic. However, frequently resource constraints are themselves subject to uncertainty from external influences. Uncertainty about constraints is especially challenging when agents must execute in an environment where communication is unreliable, making on-line coordination difficult. In those cases, it is a significant challenge to find coordinated allocations at plan time depending on availability at run time. To address these limitations, we propose to extend algorithms for constrained multi-agent planning problems to handle stochastic resource constraints. We show how to factorize resource limit uncertainty and use this to develop novel algorithms to plan policies for stochastic constraints. We evaluate the algorithms on a search-and-rescue problem and on a power-constrained planning domain where the resource constraints are decided by nature. We show that plans taking into account all potential realizations of the constraint obtain significantly better utility than planning for the expectation, while causing fewer constraint violations.