minimax lower bound
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A Experimental Details
We make use commute time'JWMNP' as the target The California datacenter has access to all of the features. The Texas datacenter has access to all but'AGEP', 'SCHL '. For each method that we test, we run 20 trials to form 95% confidence intervals. Optimized-Naive-Collab, described in Section 6. As the Schur complement is also p.s.d.
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Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPs
We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. For weakly communicating MDPs, we establish the complexity bound $\widetilde{O}\left(SA\frac{\mathsf{H}}{\varepsilon^2} \right)$, where $\mathsf{H}$ is the span of the bias function of the optimal policy and $SA$ is the cardinality of the state-action space. Our result is the first that is minimax optimal (up to log factors) in all parameters $S,A,\mathsf{H}$, and $\varepsilon$, improving on existing work that either assumes uniformly bounded mixing times for all policies or has suboptimal dependence on the parameters. We also initiate the study of sample complexity in general (multichain) average-reward MDPs.
Minimax Lower Bounds for Transfer Learning with Linear and One-hidden Layer Neural Networks
Transfer learning has emerged as a powerful technique for improving the performance of machine learning models on new domains where labeled training data may be scarce. In this approach a model trained for a source task, where plenty of labeled training data is available, is used as a starting point for training a model on a related target task with only few labeled training data. Despite recent empirical success of transfer learning approaches, the benefits and fundamental limits of transfer learning are poorly understood. In this paper we develop a statistical minimax framework to characterize the fundamental limits of transfer learning in the context of regression with linear and one-hidden layer neural network models. Specifically, we derive a lower-bound for the target generalization error achievable by any algorithm as a function of the number of labeled source and target data as well as appropriate notions of similarity between the source and target tasks. Our lower bound provides new insights into the benefits and limitations of transfer learning. We further corroborate our theoretical finding with various experiments.
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