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 optimal approximation factor


Composable Coresets for Determinant Maximization: Greedy is Almost Optimal

Neural Information Processing Systems

Given a set of $n$ vectors in $\mathbb{R}^d$, the goal of the \emph{determinant maximization} problem is to pick $k$ vectors with the maximum volume. Determinant maximization is the MAP-inference task for determinantal point processes (DPP) and has recently received considerable attention for modeling diversity.


Composable Coresets for Determinant Maximization: Greedy is Almost Optimal

Neural Information Processing Systems

Given a set of n vectors in \mathbb{R} d, the goal of the \emph{determinant maximization} problem is to pick k vectors with the maximum volume. Determinant maximization is the MAP-inference task for determinantal point processes (DPP) and has recently received considerable attention for modeling diversity. This is tight up to the additive constant 1 . Finally, our experiments show that the local optimality of the greedy algorithm is even lower than the theoretical bound on real data sets.


The Optimal Approximation Factors in Misspecified Off-Policy Value Function Estimation

arXiv.org Machine Learning

Theoretical guarantees in reinforcement learning (RL) are known to suffer multiplicative blow-up factors with respect to the misspecification error of function approximation. Yet, the nature of such \emph{approximation factors} -- especially their optimal form in a given learning problem -- is poorly understood. In this paper we study this question in linear off-policy value function estimation, where many open questions remain. We study the approximation factor in a broad spectrum of settings, such as with the weighted $L_2$-norm (where the weighting is the offline state distribution), the $L_\infty$ norm, the presence vs. absence of state aliasing, and full vs. partial coverage of the state space. We establish the optimal asymptotic approximation factors (up to constants) for all of these settings. In particular, our bounds identify two instance-dependent factors for the $L_2(\mu)$ norm and only one for the $L_\infty$ norm, which are shown to dictate the hardness of off-policy evaluation under misspecification.