Search Results for author: Changxiao Cai

Found 6 papers, 0 papers with code

Transfer Learning for Contextual Multi-armed Bandits

no code implementations22 Nov 2022 Changxiao Cai, T. Tony Cai, Hongzhe Li

The results quantify the contribution of the data from the source domains for learning in the target domain in the context of nonparametric contextual multi-armed bandits.

Multi-Armed Bandits Transfer Learning

Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysis

no code implementations12 Feb 2021 Gen Li, Changxiao Cai, Yuxin Chen, Yuting Wei, Yuejie Chi

This paper addresses these questions for the synchronous setting: (1) when $|\mathcal{A}|=1$ (so that Q-learning reduces to TD learning), we prove that the sample complexity of TD learning is minimax optimal and scales as $\frac{|\mathcal{S}|}{(1-\gamma)^3\varepsilon^2}$ (up to log factor); (2) when $|\mathcal{A}|\geq 2$, we settle the sample complexity of Q-learning to be on the order of $\frac{|\mathcal{S}||\mathcal{A}|}{(1-\gamma)^4\varepsilon^2}$ (up to log factor).

Natural Questions Q-Learning

Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality

no code implementations ICML 2020 Changxiao Cai, H. Vincent Poor, Yuxin Chen

Furthermore, our findings unveil the statistical optimality of nonconvex tensor completion: it attains un-improvable $\ell_{2}$ accuracy -- including both the rates and the pre-constants -- when estimating both the unknown tensor and the underlying tensor factors.

Uncertainty Quantification valid

Nonconvex Low-Rank Tensor Completion from Noisy Data

no code implementations NeurIPS 2019 Changxiao Cai, Gen Li, H. Vincent Poor, Yuxin Chen

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries.

Subspace Estimation from Unbalanced and Incomplete Data Matrices: $\ell_{2,\infty}$ Statistical Guarantees

no code implementations9 Oct 2019 Changxiao Cai, Gen Li, Yuejie Chi, H. Vincent Poor, Yuxin Chen

This paper is concerned with estimating the column space of an unknown low-rank matrix $\boldsymbol{A}^{\star}\in\mathbb{R}^{d_{1}\times d_{2}}$, given noisy and partial observations of its entries.

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