Non-Adaptive 1-Bit Mean Estimation: Minimax Rates and the Sample-Interval Tradeoff
- URL: http://arxiv.org/abs/2609.08564v1
- Date: Tue, 08 Sep 2026 10:52:52 GMT
- Title: Non-Adaptive 1-Bit Mean Estimation: Minimax Rates and the Sample-Interval Tradeoff
- Abstract summary: We study one-dimensional mean estimation under a 1-bit communication constraint.<n>We find that for every $k>1$, a non-adaptive protocol attains the adaptive 1-bit minimax rate.
- Score: 32.65125292684608
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study distributed one-dimensional mean estimation under a 1-bit communication constraint. Each agent observes one sample, drawn independently from an unknown distribution, and returns a single bit in response to a query $Q: \mathbb{R}\to\{0,1\}$ chosen by a central learner. The distribution has mean in $[-λ,λ]$ and $k$-th central moment at most $σ^k$, for a fixed $k>1$. The order-optimal two-stage protocol of Lau and Scarlett uses responses from the first batch to choose the second-batch queries, motivating the question of whether this single round of interaction is necessary. We answer this negatively: for every $k>1$, a non-adaptive protocol attains the adaptive 1-bit minimax rate (and concurrent works reached the same conclusion via different strategies). We further determine the minimax sample complexity among non-adaptive 1-bit estimators when every one-set $Q^{-1}(1)$ is restricted to a union of at most $s$ intervals. Relative to unrestricted non-adaptive 1-bit querying, this constraint adds a term of order $(λσ/(s\varepsilon^2))\log(1/δ)$, giving the full tradeoff between sample complexity and interval complexity to within $k$-dependent constant factors. As a corollary, we identify, order-wise, the minimum interval budget needed to retain the unrestricted 1-bit minimax sample rate.
Related papers
- Robust Average-Reward Markov Decision Processes: Minimax-Optimal Learning via Plug-in Reductions [51.50375419691955]
Distributionally robust Markov decision processes provide a principled framework for sequential decision making under model uncertainty.<n>We study how many samples are necessary and sufficient to learn an $varepsilon$-optimal robust policy under the average-reward criterion.
arXiv Detail & Related papers (2026-08-06T19:49:48Z) - Interaction Is Not Necessary for Order-Optimal 1-Bit Mean Estimation [14.106326180143666]
We consider distributions on $mathbbR$ with mean in $[-,]$ and absolute $k$-th central moment at most $k$, where $k>1$ is fixed.<n>We show that this interaction can be avoided by constructing a randomized fully non-adaptive protocol.
arXiv Detail & Related papers (2026-08-03T17:28:12Z) - Minimax PAC Bounds for Learning in Exogenous Contextual MDPs [26.599514971653615]
PAC learning in discounted decision processes with i.i.d. contexts, with discount factor $$, finite state space $mathcal X$, action space $mathcal A$, and context space $mathcal Z$.
arXiv Detail & Related papers (2026-06-23T21:02:18Z) - Order-Optimal Sequential 1-Bit Mean Estimation in General Tail Regimes [32.65125292684608]
We propose a novel adaptive mean estimator based solely on randomized threshold queries.<n>Our estimator's sample complexity has an extra multiplicative $O(log(/))$ penalty.<n>For both threshold queries and more general interval queries, the sample complexity of any non-adaptive estimator must scale linearly.
arXiv Detail & Related papers (2026-04-09T04:49:21Z) - Sequential 1-bit Mean Estimation with Near-Optimal Sample Complexity [32.65125292684608]
We study the problem of distributed mean estimation with 1-bit communication constraints.<n>Our estimator is $(epsilon, delta)$-PAC for all distributions with bounded mean ($-lambda le mathbbE(X) le lambda $) and variance ($mathrmVar(X) le sigma2$) for some known parameters.
arXiv Detail & Related papers (2025-09-26T06:22:57Z) - Stochastic Approximation Approaches to Group Distributionally Robust Optimization and Beyond [89.72693227960274]
This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions.
To reduce the number of samples in each round from $m$ to 1, we cast GDRO as a two-player game, where one player conducts and the other executes an online algorithm for non-oblivious multi-armed bandits.
In the second scenario, we propose to optimize the average top-$k$ risk instead of the maximum risk, thereby mitigating the impact of distributions.
arXiv Detail & Related papers (2023-02-18T09:24:15Z) - Sharper Convergence Guarantees for Asynchronous SGD for Distributed and
Federated Learning [77.22019100456595]
We show a training algorithm for distributed computation workers with varying communication frequency.
In this work, we obtain a tighter convergence rate of $mathcalO!!!(sigma2-2_avg!! .
We also show that the heterogeneity term in rate is affected by the average delay within each worker.
arXiv Detail & Related papers (2022-06-16T17:10:57Z) - The Sample Complexity of Robust Covariance Testing [56.98280399449707]
We are given i.i.d. samples from a distribution of the form $Z = (1-epsilon) X + epsilon B$, where $X$ is a zero-mean and unknown covariance Gaussian $mathcalN(0, Sigma)$.
In the absence of contamination, prior work gave a simple tester for this hypothesis testing task that uses $O(d)$ samples.
We prove a sample complexity lower bound of $Omega(d2)$ for $epsilon$ an arbitrarily small constant and $gamma
arXiv Detail & Related papers (2020-12-31T18:24:41Z) - Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal
Sample Complexity [67.02490430380415]
We show that model-based MARL achieves a sample complexity of $tilde O(|S||B|(gamma)-3epsilon-2)$ for finding the Nash equilibrium (NE) value up to some $epsilon$ error.
We also show that such a sample bound is minimax-optimal (up to logarithmic factors) if the algorithm is reward-agnostic, where the algorithm queries state transition samples without reward knowledge.
arXiv Detail & Related papers (2020-07-15T03:25:24Z) - 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) - Locally Private Hypothesis Selection [96.06118559817057]
We output a distribution from $mathcalQ$ whose total variation distance to $p$ is comparable to the best such distribution.
We show that the constraint of local differential privacy incurs an exponential increase in cost.
Our algorithms result in exponential improvements on the round complexity of previous methods.
arXiv Detail & Related papers (2020-02-21T18:30:48Z) - Private Mean Estimation of Heavy-Tailed Distributions [10.176795938619417]
We give new upper and lower bounds on the minimax sample complexity of differentially private mean estimation of distributions with bounded $k$-th moments.
We show that $n = Thetaleft(frac1alpha2 + frac1alphafrackk-1varepsilonright)$ samples are necessary and sufficient to estimate the mean to $alpha$-accuracy under $varepsilon$-differential privacy, or any of its common relaxations.
arXiv Detail & Related papers (2020-02-21T18:30:48Z)
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.