The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection from learning curves. Each pull of an arm provides reward that increases monotonically with diminishing returns. A growing line of work has designed algorithms for improving bandits, albeit with somewhat pessimistic worst-case guarantees. Indeed, strong lower bounds of $Ω(k)$ and $Ω(\sqrt{k})$ multiplicative approximation factors are known for both deterministic and randomized algorithms (respectively) relative to the optimal arm, where $k$ is the number of bandit arms. In this work, we propose two new parameterized families of bandit algorithms and bound the sample complexity of learning the near-optimal algorithm from each family using offline data. The first family we define includes the optimal randomized algorithm from prior work. We show that an appropriately chosen algorithm from this family can achieve stronger guarantees, with optimal dependence on $k$, when the arm reward curves satisfy additional properties related to the strength of concavity. Our second family contains algorithms that both guarantee best-arm identification on well-behaved instances and revert to worst case guarantees on poorly-behaved instances. Taking a statistical learning perspective on the bandit rewards optimization problem, we achieve stronger data-dependent guarantees without the need for actually verifying whether the assumptions are satisfied.

Graph-based semi-supervised learning is a powerful paradigm in machine learning for modeling and exploiting the underlying graph structure that captures the relationship between labeled and unlabeled data. A large number of classical as well as modern deep learning based algorithms have been proposed for this problem, often having tunable hyperparameters. We initiate a formal study of tuning algorithm hyperparameters from parameterized algorithm families for this problem. We obtain novel $O(\log n)$ pseudo-dimension upper bounds for hyperparameter selection in three classical label propagation-based algorithm families, where $n$ is the number of nodes, implying bounds on the amount of data needed for learning provably good parameters. We further provide matching $\Omega(\log n)$ pseudo-dimension lower bounds, thus asymptotically characterizing the learning-theoretic complexity of the parameter tuning problem. We extend our study to selecting architectural hyperparameters in modern graph neural networks. We bound the Rademacher complexity for tuning the self-loop weighting in recently proposed Simplified Graph Convolution (SGC) networks. We further propose a tunable architecture that interpolates graph convolutional neural networks (GCN) and graph attention networks (GAT) in every layer, and provide Rademacher complexity bounds for tuning the interpolation coefficient.

Domain experts from all fields are called upon, working with data scientists, to explore the use of ML techniques to solve their problems. Starting from a domain problem/question, ML-based problemsolving typically involves three steps: (1) formulating the business problem (problem domain) as a data analysis problem (solution domain), (2) sketching a high-level ML-based solution pattern, given the domain requirements and the properties of the available data, and (3) designing and refining the different components of the solution pattern. There has to be a substantial body of ML problem solving knowledge that ML researchers agree on, and that ML practitioners routinely apply to solve the most common problems. Our work deals with capturing this body of knowledge, and embodying it in a ML problem solving workbench to helps domain specialists who are not ML experts to explore the ML solution space. This paper focuses on: 1) the representation of domain problems, ML problems, and the main ML solution artefacts, and 2) a heuristic matching function that helps identify the ML algorithm family that is most appropriate for the domain problem at hand, given the domain (expert) requirements, and the characteristics of the training data. We review related work and outline our strategy for validating the workbench.

In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of error. While that probability decreases exponentially with the final time, the best attainable rate is not known precisely for most identification tasks. We show that if a fixed budget task admits a complexity, defined as a lower bound on the probability of error which is attained by the same algorithm on all bandit problems, then that complexity is determined by the best non-adaptive sampling procedure for that problem. We show that there is no such complexity for several fixed budget identification tasks including Bernoulli best arm identification with two arms: there is no single algorithm that attains everywhere the best possible rate.

Algorithms are sort of like a parent to a computer. They tell the computer how to make sense of information so they can, in turn, make something useful out of it. The more efficient the algorithm, the less work the computer has to do. For all of the technological progress in computing hardware, and the much debated lifespan of Moore's Law, computer performance is only one side of the picture. Behind the scenes a second trend is happening: Algorithms are being improved, so in turn less computing power is needed.

The Transform Technology Summits start October 13th with Low-Code/No Code: Enabling Enterprise Agility. When it comes to AI, algorithmic innovations are substantially more important than hardware -- at least where the problems involve billions to trillions of data points. That's the conclusion of a team of scientists at MIT's Computer Science and Artificial Intelligence Laboratory (CSAIL), who conducted what they claim is the first study on how fast algorithms are improving across a broad range of examples. Algorithms tell software how to make sense of text, visual, and audio data so that they can, in turn, draw inferences from it. For example, OpenAI's GPT-3 was trained on webpages, ebooks, and other documents to learn how to write papers in a humanlike way.

Algorithms are sort of like a parent to a computer. They tell the computer how to make sense of information so they can, in turn, make something useful out of it. The more efficient the algorithm, the less work the computer has to do. For all of the technological progress in computing hardware, and the much debated lifespan of Moore's Law, computer performance is only one side of the picture. Behind the scenes a second trend is happening: Algorithms are being improved, so in turn less computing power is needed.

Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families of parametrized algorithms and tune the parameters of these algorithms using a training set of problem instances from their domain to determine a configuration with high expected performance over future instances. However, most of this work comes with no performance guarantees. The challenge is that for many combinatorial problems of significant importance including partitioning, subset selection, and alignment problems, a small tweak to the parameters can cause a cascade of changes in the algorithm's behavior, so the algorithm's performance is a discontinuous function of its parameters. In this chapter, we survey recent work that helps put data-driven combinatorial algorithm design on firm foundations. We provide strong computational and statistical performance guarantees, both for the batch and online scenarios where a collection of typical problem instances from the given application are presented either all at once or in an online fashion, respectively.

As you may have gathered, the families of two-class classification, multi-class classification, anomaly detection, and regression are all closely related. Entirely different sets of data science questions belong in the extended algorithm families of unsupervised and reinforcement learning. Another family of unsupervised learning algorithms are called dimensionality reduction techniques. These are called reinforcement learning (RL) algorithms.

Machine learning (ML) is the motor that drives data science. Each ML method (also called an algorithm) takes in data, turns it over, and spits out an answer. ML algorithms do the part of data science that is the trickiest to explain and the most fun to work with. That's where the mathematical magic happens. ML algorithms can be grouped into families based on the type of question they answer. These can help guide your thinking as you are formulating your razor sharp question.