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   Articles with "minimax optimal" as a keyword



Minimax Optimal Rates With Heavily Imbalanced Binary Data

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recommendations! Published in 2024 at "IEEE Transactions on Information Theory"

DOI: 10.1109/tit.2024.3459814

Abstract: In a wide range of binary prediction and estimation tasks, the data set exhibits a high degree of imbalance between the sample sizes of the two classes, which greatly hinders the performance of standard machine… read more here.

Keywords: rates heavily; imbalanced data; minimax optimal; heavily imbalanced ... See more keywords

An Online Minimax Optimal Algorithm for Adversarial Multiarmed Bandit Problem

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recommendations! Published in 2018 at "IEEE Transactions on Neural Networks and Learning Systems"

DOI: 10.1109/tnnls.2018.2806006

Abstract: We investigate the adversarial multiarmed bandit problem and introduce an online algorithm that asymptotically achieves the performance of the best switching bandit arm selection strategy. Our algorithms are truly online such that we do not… read more here.

Keywords: bandit; adversarial multiarmed; bandit arm; minimax optimal ... See more keywords

Minimax Optimal Bandits for Heavy Tail Rewards.

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recommendations! Published in 2022 at "IEEE transactions on neural networks and learning systems"

DOI: 10.1109/tnnls.2022.3203035

Abstract: Stochastic multiarmed bandits (stochastic MABs) are a problem of sequential decision-making with noisy rewards, where an agent sequentially chooses actions under unknown reward distributions to minimize cumulative regret. The majority of prior works on stochastic… read more here.

Keywords: regret; proposed methods; minimax optimal; exploration ... See more keywords

Online Anomaly Detection With Minimax Optimal Density Estimation in Nonstationary Environments

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recommendations! Published in 2018 at "IEEE Transactions on Signal Processing"

DOI: 10.1109/tsp.2017.2784390

Abstract: We introduce a truly online anomaly detection algorithm that sequentially processes data to detect anomalies in time series. In anomaly detection, while the anomalous data are arbitrary, the normal data have similarities and generally conforms… read more here.

Keywords: density estimation; anomaly detection; detection; minimax optimal ... See more keywords