Well File:

 Roi Livni


Graph-based Discriminators: Sample Complexity and Expressiveness

Neural Information Processing Systems

A basic question in learning theory is to identify if two distributions are identical when we have access only to examples sampled from the distributions. This basic task is considered, for example, in the context of Generative Adversarial Networks (GANs), where a discriminator is trained to distinguish between a reallife distribution and a synthetic distribution. Classically, we use a hypothesis class H and claim that the two distributions are distinct if for some h H the expected value on the two distributions is (significantly) different. Our starting point is the following fundamental problem: "is having the hypothesis dependent on more than a single random example beneficial". To address this challenge we define k-ary based discriminators, which have a family of Boolean k-ary functions G.


Graph-based Discriminators: Sample Complexity and Expressiveness

Neural Information Processing Systems

A basic question in learning theory is to identify if two distributions are identical when we have access only to examples sampled from the distributions. This basic task is considered, for example, in the context of Generative Adversarial Networks (GANs), where a discriminator is trained to distinguish between a reallife distribution and a synthetic distribution. Classically, we use a hypothesis class H and claim that the two distributions are distinct if for some h H the expected value on the two distributions is (significantly) different. Our starting point is the following fundamental problem: "is having the hypothesis dependent on more than a single random example beneficial". To address this challenge we define k-ary based discriminators, which have a family of Boolean k-ary functions G.


Online Pricing with Strategic and Patient Buyers

Neural Information Processing Systems

We consider a seller with an unlimited supply of a single good, who is faced with a stream of T buyers. Each buyer has a window of time in which she would like to purchase, and would buy at the lowest price in that window, provided that this price is lower than her private value (and otherwise, would not buy at all).


Multi-Armed Bandits with Metric Movement Costs

Neural Information Processing Systems

We consider the non-stochastic Multi-Armed Bandit problem in a setting where there is a fixed and known metric on the action space that determines a cost for switching between any pair of actions. The loss of the online learner has two components: the first is the usual loss of the selected actions, and the second is an additional loss due to switching between actions. Our main contribution gives a tight characterization of the expected minimax regret in this setting, in terms of a complexity measure C of the underlying metric which depends on its covering numbers.


Affine-Invariant Online Optimization and the Low-rank Experts Problem

Neural Information Processing Systems

We present a new affine-invariant optimization algorithm called Online Lazy Newton. The regret of Online Lazy Newton is independent of conditioning: the algorithm's performance depends on the best possible preconditioning of the problem in retrospect and on its intrinsic dimensionality. As an application, we show how Online Lazy Newton can be used to achieve an optimal regret of order rT for the low-rank experts problem, improving by a r factor over the previously best known bound and resolving an open problem posed by Hazan et al. [15].


Multi-Armed Bandits with Metric Movement Costs

Neural Information Processing Systems

We consider the non-stochastic Multi-Armed Bandit problem in a setting where there is a fixed and known metric on the action space that determines a cost for switching between any pair of actions. The loss of the online learner has two components: the first is the usual loss of the selected actions, and the second is an additional loss due to switching between actions. Our main contribution gives a tight characterization of the expected minimax regret in this setting, in terms of a complexity measure C of the underlying metric which depends on its covering numbers.


Affine-Invariant Online Optimization and the Low-rank Experts Problem

Neural Information Processing Systems

We present a new affine-invariant optimization algorithm called Online Lazy Newton. The regret of Online Lazy Newton is independent of conditioning: the algorithm's performance depends on the best possible preconditioning of the problem in retrospect and on its intrinsic dimensionality. As an application, we show how Online Lazy Newton can be used to achieve an optimal regret of order rT for the low-rank experts problem, improving by a r factor over the previously best known bound and resolving an open problem posed by Hazan et al. [15].