Sample-Adaptivity Tradeoff in On-Demand Sampling
We study the tradeoff between sample complexity and round complexity in on-demand sampling, where the learning algorithm adaptively samples from $k$ distributions over a limited number of rounds. In the realizable setting of Multi-Distribution Learning (MDL), we show that the optimal sample complexity of an $r$-round algorithm scales approximately as $dk^{Θ(1/r)} / ε$. For the general agnostic case, we present an algorithm that achieves near-optimal sample complexity of $\widetilde O((d + k) / ε^2)$ within $\widetilde O(\sqrt{k})$ rounds. Of independent interest, we introduce a new framework, Optimization via On-Demand Sampling (OODS), which abstracts the sample-adaptivity tradeoff and captures most existing MDL algorithms. We establish nearly tight bounds on the round complexity in the OODS setting. The upper bounds directly yield the $\widetilde O(\sqrt{k})$-round algorithm for agnostic MDL, while the lower bounds imply that achieving sub-polynomial round complexity would require fundamentally new techniques that bypass the inherent hardness of OODS.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Online Robust and Adaptive Learning from Data Streams
In online learning from non-stationary data streams, it is necessary to learn robustly to outliers and to adapt quickly to changes in the underlying data generating mechanism. In this paper, we refer to the former attrib…
AttributeOn-Demand Sampling: Learning Optimally from Multiple Distributions
Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally…
FairnessFederated LearningStochastic OptimizationSmoothness-Adaptive Dynamic Pricing with Nonparametric Demand Learning
We study the dynamic pricing problem where the demand function is nonparametric and H\"older smooth, and we focus on adaptivity to the unknown H\"older smoothness parameter $\beta$ of the demand function. Traditionally t…
Sample-Efficiency in Multi-Batch Reinforcement Learning: The Need for Dimension-Dependent Adaptivity
We theoretically explore the relationship between sample-efficiency and adaptivity in reinforcement learning. An algorithm is sample-efficient if it uses a number of queries $n$ to the environment that is polynomial in t…
reinforcement-learningReinforcement LearningA Tale of Two Efficient and Informative Negative Sampling Distributions
Softmax classifiers with a very large number of classes naturally occur in many applications such as natural language processing and information retrieval. The calculation of full softmax is costly from the computational…
CPUGPUInformation RetrievalRetrieval+1