arXiv subjects

Ehsan Emamjomeh-Zadeh

Publications and source records attributed to Ehsan Emamjomeh-Zadeh.

8 recordsLinked to original sources

arXiv2026

Estimating the True Effect Size Distribution with SIMEX

Large-scale online experimentation produces noisy effect estimates, which can overstate gains and complicate decisions about launches and testing policies. We propose a nonparametric method based on SIMulation-EXtrapolation (SIMEX) to estimate the latent distribution of true effects from estimated average treatment effects with known variances. The method evaluates quantiles after adding progressively more simulated measurement noise and extrapolates the resulting inverse cumulative distribution function to the zero-noise setting while enforcing monotonicity of the quantiles. In a synthetic example with normally distributed true effects and measurement error, the method recovers the underlying effect distribution and performs nearly as well as a parametric empirical Bayes normal means approach. This provides a flexible way to characterize effect-size distributions without fully specifying a parametric model.

stat.ME↗

arXiv2024

Active Learning for Non-Parametric Choice Models

We study the problem of actively learning a non-parametric choice model based on consumers' decisions. We present a negative result showing that such choice models may not be identifiable. To overcome the identifiability problem, we introduce a directed acyclic graph (DAG) representation of the choice model. This representation provably encodes all the information about the choice model which can be inferred from the available data, in the sense that it permits computing all choice probabilities. We establish that given exact choice probabilities for a collection of item sets, one can reconstruct the DAG. However, attempting to extend this methodology to estimate the DAG from noisy choice frequency data obtained during an active learning process leads to inaccuracies. To address this challenge, we present an inclusion-exclusion approach that effectively manages error propagation across DAG levels, leading to a more accurate estimate of the DAG. Utilizing this technique, our algorithm estimates the DAG representation of an underlying non-parametric choice model. The algorithm operates efficiently (in polynomial time) when the set of frequent rankings is drawn uniformly at random. It learns the distribution over the most popular items among frequent preference types by actively and repeatedly offering assortments of items and observing the chosen item. We demonstrate that our algorithm more effectively recovers a set of frequent preferences on both synthetic and publicly available datasets on consumers' preferences, compared to corresponding non-active learning estimation algorithms. These findings underscore the value of our algorithm and the broader applicability of active-learning approaches in modeling consumer behavior.

cs.LG↗

arXiv2021

Adversarial Online Learning with Changing Action Sets: Efficient Algorithms with Approximate Regret Bounds

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there exist no-regret algorithms which perform no worse than the best ranking of actions asymptotically. Unfortunately, achieving this regret bound appears computationally hard: Kanade and Steinke (2014) showed that achieving this no-regret performance is at least as hard as PAC-learning DNFs, a notoriously difficult problem. In the present work, we relax the original problem and study computationally efficient no-approximate-regret algorithms: such algorithms may exceed the optimal cost by a multiplicative constant in addition to the additive regret. We give an algorithm that provides a no-approximate-regret guarantee for the general sleeping expert/bandit problems. For several canonical special cases of the problem, we give algorithms with significantly better approximation ratios; these algorithms also illustrate different techniques for achieving no-approximate-regret guarantees.

cs.LG↗

arXiv2020

The Complexity of Interactively Learning a Stable Matching by Trial and Error

In a stable matching setting, we consider a query model that allows for an interactive learning algorithm to make precisely one type of query: proposing a matching, the response to which is either that the proposed matching is stable, or a blocking pair (chosen adversarially) indicating that this matching is unstable. For one-to-one matching markets, our main result is an essentially tight upper bound of $O(n^2\log n)$ on the deterministic query complexity of interactively learning a stable matching in this coarse query model, along with an efficient randomized algorithm that achieves this query complexity with high probability. For many-to-many matching markets in which participants have responsive preferences, we first give an interactive learning algorithm whose query complexity and running time are polynomial in the size of the market if the maximum quota of each agent is bounded; our main result for many-to-many markets is that the deterministic query complexity can be made polynomial (more specifically, $O(n^3 \log n)$) in the size of the market even for arbitrary (e.g., linear in the market size) quotas.

cs.GT↗

arXiv2018

Adaptive Hierarchical Clustering Using Ordinal Queries

In many applications of clustering (for example, ontologies or clusterings of animal or plant species), hierarchical clusterings are more descriptive than a flat clustering. A hierarchical clustering over $n$ elements is represented by a rooted binary tree with $n$ leaves, each corresponding to one element. The subtrees rooted at interior nodes capture the clusters. In this paper, we study active learning of a hierarchical clustering using only ordinal queries. An ordinal query consists of a set of three elements, and the response to a query reveals the two elements (among the three elements in the query) which are "closer" to each other than to the third one. We say that elements $x$ and $x'$ are closer to each other than $x"$ if there exists a cluster containing $x$ and $x'$, but not $x"$. When all the query responses are correct, there is a deterministic algorithm that learns the underlying hierarchical clustering using at most $n \log_2 n$ adaptive ordinal queries. We generalize this algorithm to be robust in a model in which each query response is correct independently with probability $p > \frac{1}{2}$, and adversarially incorrect with probability $1 - p$. We show that in the presence of noise, our algorithm outputs the correct hierarchical clustering with probability at least $1 - δ$, using $O(n \log n + n \log(1/δ))$ adaptive ordinal queries. For our results, adaptivity is crucial: we prove that even in the absence of noise, every non-adaptive algorithm requires $Ω(n^3)$ ordinal queries in the worst case.

cs.DS↗

arXiv2017

A General Framework for Robust Interactive Learning

We propose a general framework for interactively learning models, such as (binary or non-binary) classifiers, orderings/rankings of items, or clusterings of data points. Our framework is based on a generalization of Angluin's equivalence query model and Littlestone's online learning model: in each iteration, the algorithm proposes a model, and the user either accepts it or reveals a specific mistake in the proposal. The feedback is correct only with probability $p > 1/2$ (and adversarially incorrect with probability $1 - p$), i.e., the algorithm must be able to learn in the presence of arbitrary noise. The algorithm's goal is to learn the ground truth model using few iterations. Our general framework is based on a graph representation of the models and user feedback. To be able to learn efficiently, it is sufficient that there be a graph $G$ whose nodes are the models and (weighted) edges capture the user feedback, with the property that if $s, s^*$ are the proposed and target models, respectively, then any (correct) user feedback $s'$ must lie on a shortest $s$-$s^*$ path in $G$. Under this one assumption, there is a natural algorithm reminiscent of the Multiplicative Weights Update algorithm, which will efficiently learn $s^*$ even in the presence of noise in the user's feedback. From this general result, we rederive with barely any extra effort classic results on learning of classifiers and a recent result on interactive clustering; in addition, we easily obtain new interactive learning algorithms for ordering/ranking.

cs.DS↗

arXiv2017

Deterministic and Probabilistic Binary Search in Graphs

We consider the following natural generalization of Binary Search: in a given undirected, positively weighted graph, one vertex is a target. The algorithm's task is to identify the target by adaptively querying vertices. In response to querying a node $q$, the algorithm learns either that $q$ is the target, or is given an edge out of $q$ that lies on a shortest path from $q$ to the target. We study this problem in a general noisy model in which each query independently receives a correct answer with probability $p > \frac{1}{2}$ (a known constant), and an (adversarial) incorrect one with probability $1-p$. Our main positive result is that when $p = 1$ (i.e., all answers are correct), $\log_2 n$ queries are always sufficient. For general $p$, we give an (almost information-theoretically optimal) algorithm that uses, in expectation, no more than $(1 - δ)\frac{\log_2 n}{1 - H(p)} + o(\log n) + O(\log^2 (1/δ))$ queries, and identifies the target correctly with probability at leas $1-δ$. Here, $H(p) = -(p \log p + (1-p) \log(1-p))$ denotes the entropy. The first bound is achieved by the algorithm that iteratively queries a 1-median of the nodes not ruled out yet; the second bound by careful repeated invocations of a multiplicative weights algorithm. Even for $p = 1$, we show several hardness results for the problem of determining whether a target can be found using $K$ queries. Our upper bound of $\log_2 n$ implies a quasipolynomial-time algorithm for undirected connected graphs; we show that this is best-possible under the Strong Exponential Time Hypothesis (SETH). Furthermore, for directed graphs, or for undirected graphs with non-uniform node querying costs, the problem is PSPACE-complete. For a semi-adaptive version, in which one may query $r$ nodes each in $k$ rounds, we show membership in $Σ_{2k-1}$ in the polynomial hierarchy, and hardness for $Σ_{2k-5}$.

cs.DS↗

arXiv2015

Mixture Selection, Mechanism Design, and Signaling

We pose and study a fundamental algorithmic problem which we term mixture selection, arising as a building block in a number of game-theoretic applications: Given a function $g$ from the $n$-dimensional hypercube to the bounded interval $[-1,1]$, and an $n \times m$ matrix $A$ with bounded entries, maximize $g(Ax)$ over $x$ in the $m$-dimensional simplex. This problem arises naturally when one seeks to design a lottery over items for sale in an auction, or craft the posterior beliefs for agents in a Bayesian game through the provision of information (a.k.a. signaling). We present an approximation algorithm for this problem when $g$ simultaneously satisfies two smoothness properties: Lipschitz continuity with respect to the $L^\infty$ norm, and noise stability. The latter notion, which we define and cater to our setting, controls the degree to which low-probability errors in the inputs of $g$ can impact its output. When $g$ is both $O(1)$-Lipschitz continuous and $O(1)$-stable, we obtain an (additive) PTAS for mixture selection. We also show that neither assumption suffices by itself for an additive PTAS, and both assumptions together do not suffice for an additive FPTAS. We apply our algorithm to different game-theoretic applications from mechanism design and optimal signaling. We make progress on a number of open problems suggested in prior work by easily reducing them to mixture selection: we resolve an important special case of the small-menu lottery design problem posed by Dughmi, Han, and Nisan; we resolve the problem of revenue-maximizing signaling in Bayesian second-price auctions posed by Emek et al. and Miltersen and Sheffet; we design a quasipolynomial-time approximation scheme for the optimal signaling problem in normal form games suggested by Dughmi; and we design an approximation algorithm for the optimal signaling problem in the voting model of Alonso and Câmara.

cs.GT↗