Optimal minimax rate of learning nonlocal interaction kernels

• URL: http://arxiv.org/abs/2311.16852v2
• Date: Wed, 23 Apr 2025 05:07:53 GMT
• Title: Optimal minimax rate of learning nonlocal interaction kernels
• Authors: Xiong Wang, Inbar Seroussi, Fei Lu,
• Abstract summary: We introduce a tamed least squares estimator (tLSE) that achieves the optimal convergence rate when $betageq 1/4$ for a broad class of exchangeable distributions.<n>The lower minimax rate is derived using the Fano-Tsybakov hypothesis testing method.
• Score: 6.521340666211977
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Nonparametric estimation of nonlocal interaction kernels is crucial in various applications involving interacting particle systems. The inference challenge, situated at the nexus of statistical learning and inverse problems, arises from the nonlocal dependency. A central question is whether the optimal minimax rate of convergence for this problem aligns with the rate of $M^{-\frac{2\beta}{2\beta+1}}$ in classical nonparametric regression, where $M$ is the sample size and $\beta$ represents the regularity index of the radial kernel. Our study confirms this alignment for systems with a finite number of particles. We introduce a tamed least squares estimator (tLSE) that achieves the optimal convergence rate when $\beta\geq 1/4$ for a broad class of exchangeable distributions by leveraging random matrix theory and Sobolev embedding. The upper minimax rate relies on fourth-moment bounds for normal vectors and nonasymptotic bounds for the left tail probability of the smallest eigenvalue of the normal matrix. The lower minimax rate is derived using the Fano-Tsybakov hypothesis testing method. Our tLSE method offers a straightforward approach for establishing the optimal minimax rate for models with either local or nonlocal dependency.

Related papers

• Near-Optimal Clustering in Mixture of Markov Chains [74.3828414695655]
  We study the problem of clustering $T$ trajectories of length $H$, each generated by one of $K$ unknown ergodic Markov chains over a finite state space of size $S$.<n>We derive an instance-dependent, high-probability lower bound on the clustering error rate, governed by the weighted KL divergence between the transition kernels of the chains.<n>We then present a novel two-stage clustering algorithm.
  arXiv  Detail & Related papers  (2025-06-02T05:10:40Z)
• Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations [51.000851088730684]
  We develop novel modifications of nearest-neighbor and matching estimators which converge at the parametric $sqrt n $-rate. We stress that our estimators do not involve nonparametric function estimators and in particular do not rely on sample-size dependent parameters smoothing.
  arXiv  Detail & Related papers  (2024-07-11T13:28:34Z)
• Stable Minima Cannot Overfit in Univariate ReLU Networks: Generalization by Large Step Sizes [29.466981306355066]
  We show that gradient descent with a fixed learning rate $eta$ can only find local minima that represent smooth functions. We also prove a nearly-optimal MSE bound of $widetildeO(n-4/5)$ within the strict interior of the support of the $n$ data points.
  arXiv  Detail & Related papers  (2024-06-10T22:57:27Z)
• Learning with Norm Constrained, Over-parameterized, Two-layer Neural Networks [54.177130905659155]
  Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks. In this paper, we study a suitable function space for over- parameterized two-layer neural networks with bounded norms.
  arXiv  Detail & Related papers  (2024-04-29T15:04:07Z)
• Nearly Minimax Optimal Regret for Learning Linear Mixture Stochastic Shortest Path [80.60592344361073]
  We study the Shortest Path (SSP) problem with a linear mixture transition kernel. An agent repeatedly interacts with a environment and seeks to reach certain goal state while minimizing the cumulative cost. Existing works often assume a strictly positive lower bound of the iteration cost function or an upper bound of the expected length for the optimal policy.
  arXiv  Detail & Related papers  (2024-02-14T07:52:00Z)
• Kernel-based off-policy estimation without overlap: Instance optimality beyond semiparametric efficiency [53.90687548731265]
  We study optimal procedures for estimating a linear functional based on observational data. For any convex and symmetric function class $mathcalF$, we derive a non-asymptotic local minimax bound on the mean-squared error.
  arXiv  Detail & Related papers  (2023-01-16T02:57:37Z)
• Stochastic regularized majorization-minimization with weakly convex and multi-convex surrogates [0.0]
  We show that the first optimality gap of the proposed algorithm decays at the rate of the expected loss for various methods under nontens dependent data setting. We obtain first convergence point for various methods under nontens dependent data setting.
  arXiv  Detail & Related papers  (2022-01-05T15:17:35Z)
• Distributed Sparse Regression via Penalization [5.990069843501885]
  We study linear regression over a network of agents, modeled as an undirected graph (with no centralized node) The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic penalty of the consensus constraint. We show that the proximal-gradient algorithm applied to the penalized problem converges linearly up to a tolerance of the order of the centralized statistical error.
  arXiv  Detail & Related papers  (2021-11-12T01:51:50Z)
• Optimal policy evaluation using kernel-based temporal difference methods [78.83926562536791]
  We use kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process. We derive a non-asymptotic upper bound on the error with explicit dependence on the eigenvalues of the associated kernel operator. We prove minimax lower bounds over sub-classes of MRPs.
  arXiv  Detail & Related papers  (2021-09-24T14:48:20Z)
• Near-optimal inference in adaptive linear regression [60.08422051718195]
  Even simple methods like least squares can exhibit non-normal behavior when data is collected in an adaptive manner. We propose a family of online debiasing estimators to correct these distributional anomalies in at least squares estimation. We demonstrate the usefulness of our theory via applications to multi-armed bandit, autoregressive time series estimation, and active learning with exploration.
  arXiv  Detail & Related papers  (2021-07-05T21:05:11Z)
• Robust Linear Regression: Optimal Rates in Polynomial Time [11.646151402884215]
  We obtain robust and computationally efficient estimators for learning several linear models. We identify an analytic condition that serves as a relaxation of independence of random variables. Our central technical contribution is to algorithmically exploit independence of random variables in the "sum-of-squares" framework.
  arXiv  Detail & Related papers  (2020-06-29T17:22:16Z)
• Sample Complexity of Asynchronous Q-Learning: Sharper Analysis and Variance Reduction [63.41789556777387]
  Asynchronous Q-learning aims to learn the optimal action-value function (or Q-function) of a Markov decision process (MDP) We show that the number of samples needed to yield an entrywise $varepsilon$-accurate estimate of the Q-function is at most on the order of $frac1mu_min (1-gamma)5varepsilon2+ fract_mixmu_min (1-gamma)$ up to some logarithmic factor.
  arXiv  Detail & Related papers  (2020-06-04T17:51:00Z)
• Computationally efficient sparse clustering [67.95910835079825]
  We provide a finite sample analysis of a new clustering algorithm based on PCA. We show that it achieves the minimax optimal misclustering rate in the regime $|theta infty$.
  arXiv  Detail & Related papers  (2020-05-21T17:51:30Z)
• Minimax Optimal Estimation of KL Divergence for Continuous Distributions [56.29748742084386]
  Esting Kullback-Leibler divergence from identical and independently distributed samples is an important problem in various domains. One simple and effective estimator is based on the k nearest neighbor between these samples.
  arXiv  Detail & Related papers  (2020-02-26T16:37:37Z)

This list is automatically generated from the titles and abstracts of the papers in this site.

This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.