arXiv subjects

Abdellah Aznag

Publications and source records attributed to Abdellah Aznag.

5 recordsLinked to original sources

arXiv2026

Sample Complexity of Peer Prediction

Peer prediction seeks to incentivize agents to truthfully report an observed signal by rewarding joint sets of reports without observing a ground truth. Following the generalization of information-theoretic mutual information introduced in Kong and Schoenebeck (2019), we call a function of a joint distribution over signals a mutual information when it is non-negative and disincentivizes garbling reports for all information structures. An unbiased estimator for a mutual information takes some number of samples from the distribution and returns rewards for both agents, such that the expected reward is equal to the mutual information. We seek to characterize the set of mutual informations with unbiased estimators for a given number of samples. We show that for three or fewer sampled report pairs, the only mutual information with an unbiased estimator is trivially zero, and for four or five samples with a binary report space, the Determinant Mutual Information (DMI) of Kong (2024) is the unique mutual information (up to a scalar multiple). We further show that DMI ceases to be unique at six samples. We provide an improved estimator of DMI for any given number of samples and characterize its convergence rate. We also examine mutual information estimators that accept a randomized number of samples. First, we show that mutual information estimators on an ex-ante bounded number of samples (termed "stop-short estimators") can achieve a lower variance than an equivalent fixed-sample estimator (for DMI). Second, we introduce the class of scoring-rule-based mutual informations and identify in this family a mutual information that can be estimated with under three samples in expectation.

cs.IT↗

arXiv2026

A Complexity Measure for Active Learning in Multi-group Mean Estimation

We study a \emph{max-risk} objective for active learning in a multi-group mean estimation $d$-armed bandits: a learner adaptively allocates a budget of $T$ samples across $d$ groups to minimize the worst-case uncertainty index $\max_{k\in[d]}\sigma_k^2/n_k$, where $\sigma_k$ is the standard deviation of the distribution of arm $d$, and $n_k$ is the number of times arm $d$ is sampled. We develop a local minimax framework and prove the first general lower bound for this objective, valid for any finite-variance hypothesis class. The bound separates difficulty into three orthogonal factors: a \emph{budget} term, a \emph{heteroscedasticity} index measuring how unevenly the uncertainty is spread across arms, and a model-dependent complexity measure, the \emph{Variance Local Curvature} ($\mathrm{VLC}$), which captures how much information a local change of variance creates inside the hypothesis class. For smooth classes, the $\mathrm{VLC}$ is a reparametrization of a variance--Fisher information, with closed-form values for common families. Benchmarking against the strongest available upper bound shows near-optimality up to logarithmic factors in broad regimes, and pinpoints a systematic gap in highly heterogeneous instances. Our proof introduces two key ingredients: a loss-induced $\ell_1$ geometry on the decision space, and a representation-based instance generator that reduces hard-instance construction to an explicit random matrix calculation.

cs.LG↗

arXiv2025

An active learning framework for multi-group mean estimation

We study a fundamental learning problem over multiple groups with unknown data distributions, where an analyst would like to learn the mean of each group. Moreover, we want to ensure that this data is collected in a relatively fair manner such that the noise of the estimate of each group is reasonable. In particular, we focus on settings where data are collected dynamically, which is important in adaptive experimentation for online platforms or adaptive clinical trials for healthcare. In our model, we employ an active learning framework to sequentially collect samples with bandit feedback, observing a sample in each period from the chosen group. After observing a sample, the analyst updates their estimate of the mean and variance of that group and chooses the next group accordingly. The analyst's objective is to dynamically collect samples to minimize the collective noise of the estimators, measured by the norm of the vector of variances of the mean estimators. We propose an algorithm, Variance-UCB, that sequentially selects groups according to an upper confidence bound on the variance estimate. We provide a general theoretical framework for providing efficient bounds on learning from any underlying distribution where the variances can be estimated reasonably. This framework yields upper bounds on regret that improve significantly upon all existing bounds, as well as a collection of new results for different objectives and distributions than those previously studied.

cs.LG↗

arXiv2024

MNL-Bandit with Knapsacks: a near-optimal algorithm

We consider a dynamic assortment selection problem where a seller has a fixed inventory of $N$ substitutable products and faces an unknown demand that arrives sequentially over $T$ periods. In each period, the seller needs to decide on the assortment of products (satisfying certain constraints) to offer to the customers. The customer's response follows an unknown multinomial logit model (MNL) with parameter $\boldsymbol{v}$. If customer selects product $i \in [N]$, the seller receives revenue $r_i$. The goal of the seller is to maximize the total expected revenue from the $T$ customers given the fixed initial inventory of $N$ products. We present MNLwK-UCB, a UCB-based algorithm and characterize its regret under different regimes of inventory size. We show that when the inventory size grows quasi-linearly in time, MNLwK-UCB achieves a $\tilde{O}(N + \sqrt{NT})$ regret bound. We also show that for a smaller inventory (with growth $\sim T^α$, $α< 1$), MNLwK-UCB achieves a $\tilde{O}(N(1 + T^{\frac{1 - α}{2}}) + \sqrt{NT})$. In particular, over a long time horizon $T$, the rate $\tilde{O}(\sqrt{NT})$ is always achieved regardless of the constraints and the size of the inventory.

cs.LG↗

arXiv2020

The tropicalization of the entropic barrier

The entropic barrier, studied by Bubeck and Eldan (Proc. Mach. Learn. Research, 2015), is a self-concordant barrier with asymptotically optimal self-concordance parameter. In this paper, we study the tropicalization of the central path associated with the entropic barrier, i.e., the logarithmic limit of this central path for a parametric family of linear programs defined over the field of Puiseux series. Our main result is that the tropicalization of the entropic central path is a piecewise linear curve which coincides with the tropicalization of the logarithmic central path studied by Allamigeon et al. (SIAM J. Applied Alg. Geom., 2018). One consequence is that the number of linear pieces in the tropical entropic central path can be exponential in the dimension and the number of inequalities defining the linear program.

math.OC↗