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Exact Minimum-Volume Confidence Set Intersection for Multinomial Outcomes

arXiv.org Machine Learning

Computation of confidence sets is central to data science and machine learning, serving as the workhorse of A/B testing and underpinning the operation and analysis of reinforcement learning algorithms. Among all valid confidence sets for the multinomial parameter, minimum-volume confidence sets (MVCs) are optimal in that they minimize average volume, but they are defined as level sets of an exact p-value that is discontinuous and difficult to compute. Rather than attempting to characterize the geometry of MVCs directly, this paper studies a practically motivated decision problem: given two observed multinomial outcomes, can one certify whether their MVCs intersect? We present a certified, tolerance-aware algorithm for this intersection problem. The method exploits the fact that likelihood ordering induces halfspace constraints in log-odds coordinates, enabling adaptive geometric partitioning of parameter space and computable lower and upper bounds on p-values over each cell. For three categories, this yields an efficient and provably sound algorithm that either certifies intersection, certifies disjointness, or returns an indeterminate result when the decision lies within a prescribed margin. We further show how the approach extends to higher dimensions. The results demonstrate that, despite their irregular geometry, MVCs admit reliable certified decision procedures for core tasks in A/B testing.





A universal policy wrapper with guarantees

arXiv.org Artificial Intelligence

-- We introduce a universal policy wrapper for reinforcement learning agents that ensures formal goal-reaching guarantees. In contrast to standard reinforcement learning algorithms that excel in performance but lack rigorous safety assurances, our wrapper selectively switches between a high-performing base policy -- derived from any existing RL method -- and a fallback policy with known convergence properties. Base policy's value function supervises this switching process, determining when the fallback policy should override the base policy to ensure the system remains on a stable path. The analysis proves that our wrapper inherits the fallback policy's goal-reaching guarantees while preserving or improving upon the performance of the base policy. Notably, it operates without needing additional system knowledge or online constrained optimization, making it readily deployable across diverse reinforcement learning architectures and tasks.


Dose-finding design based on level set estimation in phase I cancer clinical trials

arXiv.org Machine Learning

Dose-finding design based on level set estimation in phase I cancer clinical trials Keiichiro Seno 1 a, Kota Matsui 2b, Shogo Iwazaki 3, Yu Inatsu 4, Shion Takeno 5, 6 and Shigeyuki Matsui 2, 7 1 Department of Biostatistics, Nagoya University 2 Department of Biostatistics, Kyoto University 3 MI-6 Ltd. 4 Department of Computer Science, Nagoya Institute of Technology 5 Department of Mechanical Systems Engineering, Nagoya University 6 Center for Advanced Intelligence Project, RIKEN 7 Research Center for Medical and Health Data Science, The Institute of Statistical Mathematics Abstract The primary objective of phase I cancer clinical trials is to evaluate the safety of a new experimental treatment and to find the maximum tolerated dose (MTD). We show that the MTD estimation problem can be regarded as a level set estimation (LSE) problem whose objective is to determine the regions where an unknown function value is above or below a given threshold. Then, we propose a novel ...


On the Optimization Landscape of Tensor Decompositions

Neural Information Processing Systems

Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical data. The landscape of many objective functions in learning has been conjectured to have the geometric property that "all local optima are (approximately) global optima", and thus they can be solved efficiently by local search algorithms. However, establishing such property can be very difficult. In this paper, we analyze the optimization landscape of the random over-complete tensor decomposition problem, which has many applications in unsupervised leaning, especially in learning latent variable models.


Super Level Sets and Exponential Decay: A Synergistic Approach to Stable Neural Network Training

arXiv.org Artificial Intelligence

The objective of this paper is to enhance the optimization process for neural networks by developing a dynamic learning rate algorithm that effectively integrates exponential decay and advanced anti-overfitting strategies. Our primary contribution is the establishment of a theoretical framework where we demonstrate that the optimization landscape, under the influence of our algorithm, exhibits unique stability characteristics defined by Lyapunov stability principles. Specifically, we prove that the superlevel sets of the loss function, as influenced by our adaptive learning rate, are always connected, ensuring consistent training dynamics. Furthermore, we establish the "equiconnectedness" property of these superlevel sets, which maintains uniform stability across varying training conditions and epochs. This paper contributes to the theoretical understanding of dynamic learning rate mechanisms in neural networks and also pave the way for the development of more efficient and reliable neural optimization techniques. This study intends to formalize and validate the equiconnectedness of loss function as superlevel sets in the context of neural network training, opening newer avenues for future research in adaptive machine learning algorithms. We leverage previous theoretical discoveries to propose training mechanisms that can effectively handle complex and high-dimensional data landscapes, particularly in applications requiring high precision and reliability.