Online Matrix Completion: A Collaborative Approach with Hott Items
- URL: http://arxiv.org/abs/2408.05843v1
- Date: Sun, 11 Aug 2024 18:49:52 GMT
- Title: Online Matrix Completion: A Collaborative Approach with Hott Items
- Authors: Dheeraj Baby, Soumyabrata Pal,
- Abstract summary: We investigate the low rank matrix completion problem in an online setting with $M$ users, $N$ items, $T$ rounds, and an unknown rank-$r$ reward matrix $Rin mathbbRMtimes N$.
- Score: 19.781869063637387
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We investigate the low rank matrix completion problem in an online setting with ${M}$ users, ${N}$ items, ${T}$ rounds, and an unknown rank-$r$ reward matrix ${R}\in \mathbb{R}^{{M}\times {N}}$. This problem has been well-studied in the literature and has several applications in practice. In each round, we recommend ${S}$ carefully chosen distinct items to every user and observe noisy rewards. In the regime where ${M},{N} >> {T}$, we propose two distinct computationally efficient algorithms for recommending items to users and analyze them under the benign \emph{hott items} assumption.1) First, for ${S}=1$, under additional incoherence/smoothness assumptions on ${R}$, we propose the phased algorithm \textsc{PhasedClusterElim}. Our algorithm obtains a near-optimal per-user regret of $\tilde{O}({N}{M}^{-1}(\Delta^{-1}+\Delta_{{hott}}^{-2}))$ where $\Delta_{{hott}},\Delta$ are problem-dependent gap parameters with $\Delta_{{hott}} >> \Delta$ almost always. 2) Second, we consider a simplified setting with ${S}=r$ where we make significantly milder assumptions on ${R}$. Here, we introduce another phased algorithm, \textsc{DeterminantElim}, to derive a regret guarantee of $\widetilde{O}({N}{M}^{-1/r}\Delta_{det}^{-1}))$ where $\Delta_{{det}}$ is another problem-dependent gap. Both algorithms crucially use collaboration among users to jointly eliminate sub-optimal items for groups of users successively in phases, but with distinctive and novel approaches.
Related papers
- The Communication Complexity of Approximating Matrix Rank [50.6867896228563]
We show that this problem has randomized communication complexity $Omega(frac1kcdot n2log|mathbbF|)$.
As an application, we obtain an $Omega(frac1kcdot n2log|mathbbF|)$ space lower bound for any streaming algorithm with $k$ passes.
arXiv Detail & Related papers (2024-10-26T06:21:42Z) - On Partially Unitary Learning [0.0]
An optimal mapping between Hilbert spaces $IN$ of $left|psirightrangle$ and $OUT$ of $left|phirightrangle$ is presented.
An algorithm finding the global maximum of this optimization problem is developed and it's application to a number of problems is demonstrated.
arXiv Detail & Related papers (2024-05-16T17:13:55Z) - Dueling Optimization with a Monotone Adversary [35.850072415395395]
We study the problem of dueling optimization with a monotone adversary, which is a generalization of (noiseless) dueling convex optimization.
The goal is to design an online algorithm to find a minimizer $mathbfx*$ for a function $fcolon X to mathbbRd.
arXiv Detail & Related papers (2023-11-18T23:55:59Z) - Matrix Completion in Almost-Verification Time [37.61139884826181]
We provide an algorithm which completes $mathbfM$ on $99%$ of rows and columns.
We show how to boost this partial completion guarantee to a full matrix completion algorithm.
arXiv Detail & Related papers (2023-08-07T15:24:49Z) - Randomized Block-Coordinate Optimistic Gradient Algorithms for
Root-Finding Problems [8.0153031008486]
We develop two new algorithms to approximate a solution of nonlinear equations in large-scale settings.
We apply our methods to a class of large-scale finite-sum inclusions, which covers prominent applications in machine learning.
arXiv Detail & Related papers (2023-01-08T21:46:27Z) - Near-Optimal Regret Bounds for Multi-batch Reinforcement Learning [54.806166861456035]
We study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches.
We design a computational efficient algorithm to achieve near-optimal regret of $tildeO(sqrtSAH3Kln (1/delta))$tildeO(cdot) hides logarithmic terms of $(S,A,H,K)$ in $K$ episodes.
Our technical contribution are two-fold: 1) a near-optimal design scheme to explore
arXiv Detail & Related papers (2022-10-15T09:22:22Z) - Reward-Mixing MDPs with a Few Latent Contexts are Learnable [75.17357040707347]
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs)
Our goal is to learn a near-optimal policy that nearly maximizes the $H$ time-step cumulative rewards in such a model.
arXiv Detail & Related papers (2022-10-05T22:52:00Z) - Sketching Algorithms and Lower Bounds for Ridge Regression [65.0720777731368]
We give a sketching-based iterative algorithm that computes $1+varepsilon$ approximate solutions for the ridge regression problem.
We also show that this algorithm can be used to give faster algorithms for kernel ridge regression.
arXiv Detail & Related papers (2022-04-13T22:18:47Z) - Local Search Algorithms for Rank-Constrained Convex Optimization [7.736462653684946]
We propose greedy and local search algorithms for rank-constrained convex optimization.
We show that if the rank-restricted condition number of $R$ is $kappa$, a solution $A$ with rank $O(r*cdot minkappa log fracR(mathbf0)-R(A*)epsilon, kappa2)$ and $R(A) leq R(A*) + epsilon$ can be recovered, where $A
arXiv Detail & Related papers (2021-01-15T18:52:02Z) - Agnostic Q-learning with Function Approximation in Deterministic
Systems: Tight Bounds on Approximation Error and Sample Complexity [94.37110094442136]
We study the problem of agnostic $Q$-learning with function approximation in deterministic systems.
We show that if $delta = Oleft(rho/sqrtdim_Eright)$, then one can find the optimal policy using $Oleft(dim_Eright)$.
arXiv Detail & Related papers (2020-02-17T18:41:49Z) - On the Complexity of Minimizing Convex Finite Sums Without Using the
Indices of the Individual Functions [62.01594253618911]
We exploit the finite noise structure of finite sums to derive a matching $O(n2)$-upper bound under the global oracle model.
Following a similar approach, we propose a novel adaptation of SVRG which is both emphcompatible with oracles, and achieves complexity bounds of $tildeO(n2+nsqrtL/mu)log (1/epsilon)$ and $O(nsqrtL/epsilon)$, for $mu>0$ and $mu=0$
arXiv Detail & Related papers (2020-02-09T03:39:46Z)
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.