arXiv subjects

Min-hwan Oh

Publications and source records attributed to Min-hwan Oh.

62 records · Page 4Linked to original sources

arXiv2021

Sparsity-Agnostic Lasso Bandit

We consider a stochastic contextual bandit problem where the dimension $d$ of the feature vectors is potentially large, however, only a sparse subset of features of cardinality $s_0 \ll d$ affect the reward function. Essentially all existing algorithms for sparse bandits require a priori knowledge of the value of the sparsity index $s_0$. This knowledge is almost never available in practice, and misspecification of this parameter can lead to severe deterioration in the performance of existing methods. The main contribution of this paper is to propose an algorithm that does not require prior knowledge of the sparsity index $s_0$ and establish tight regret bounds on its performance under mild conditions. We also comprehensively evaluate our proposed algorithm numerically and show that it consistently outperforms existing methods, even when the correct sparsity index is revealed to them but is kept hidden from our algorithm.

stat.ML↗

arXiv2021

Multinomial Logit Contextual Bandits: Provable Optimality and Practicality

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual information about the user and the $N$ available items, and offers an assortment of size $K$ to the user, and observes the bandit feedback of the item chosen from the assortment. We propose upper confidence bound based algorithms for this MNL contextual bandit. The first algorithm is a simple and practical method which achieves an $\tilde{\mathcal{O}}(d\sqrt{T})$ regret over $T$ rounds. Next, we propose a second algorithm which achieves a $\tilde{\mathcal{O}}(\sqrt{dT})$ regret. This matches the lower bound for the MNL bandit problem, up to logarithmic terms, and improves on the best known result by a $\sqrt{d}$ factor. To establish this sharper regret bound, we present a non-asymptotic confidence bound for the maximum likelihood estimator of the MNL model that may be of independent interest as its own theoretical contribution. We then revisit the simpler, significantly more practical, first algorithm and show that a simple variant of the algorithm achieves the optimal regret for a broad class of important applications.

stat.ML↗

arXiv2020

Crowd Counting with Decomposed Uncertainty

Research in neural networks in the field of computer vision has achieved remarkable accuracy for point estimation. However, the uncertainty in the estimation is rarely addressed. Uncertainty quantification accompanied by point estimation can lead to a more informed decision, and even improve the prediction quality. In this work, we focus on uncertainty estimation in the domain of crowd counting. With increasing occurrences of heavily crowded events such as political rallies, protests, concerts, etc., automated crowd analysis is becoming an increasingly crucial task. The stakes can be very high in many of these real-world applications. We propose a scalable neural network framework with quantification of decomposed uncertainty using a bootstrap ensemble. We demonstrate that the proposed uncertainty quantification method provides additional insight to the crowd counting problem and is simple to implement. We also show that our proposed method exhibits the state of the art performances in many benchmark crowd counting datasets.

cs.CV↗

arXiv2020

Sequential Anomaly Detection using Inverse Reinforcement Learning

One of the most interesting application scenarios in anomaly detection is when sequential data are targeted. For example, in a safety-critical environment, it is crucial to have an automatic detection system to screen the streaming data gathered by monitoring sensors and to report abnormal observations if detected in real-time. Oftentimes, stakes are much higher when these potential anomalies are intentional or goal-oriented. We propose an end-to-end framework for sequential anomaly detection using inverse reinforcement learning (IRL), whose objective is to determine the decision-making agent's underlying function which triggers his/her behavior. The proposed method takes the sequence of actions of a target agent (and possibly other meta information) as input. The agent's normal behavior is then understood by the reward function which is inferred via IRL. We use a neural network to represent a reward function. Using a learned reward function, we evaluate whether a new observation from the target agent follows a normal pattern. In order to construct a reliable anomaly detection method and take into consideration the confidence of the predicted anomaly score, we adopt a Bayesian approach for IRL. The empirical study on publicly available real-world data shows that our proposed method is effective in identifying anomalies.

cs.LG↗

arXiv2019

Counting and Segmenting Sorghum Heads

Phenotyping is the process of measuring an organism's observable traits. Manual phenotyping of crops is a labor-intensive, time-consuming, costly, and error prone process. Accurate, automated, high-throughput phenotyping can relieve a huge burden in the crop breeding pipeline. In this paper, we propose a scalable, high-throughput approach to automatically count and segment panicles (heads), a key phenotype, from aerial sorghum crop imagery. Our counting approach uses the image density map obtained from dot or region annotation as the target with a novel deep convolutional neural network architecture. We also propose a novel instance segmentation algorithm using the estimated density map, to identify the individual panicles in the presence of occlusion. With real Sorghum aerial images, we obtain a mean absolute error (MAE) of 1.06 for counting which is better than using well-known crowd counting approaches such as CCNN, MCNN and CSRNet models. The instance segmentation model also produces respectable results which will be ultimately useful in reducing the manual annotation workload for future data.

cs.CV↗

arXiv2018

Adaptive Pattern Matching with Reinforcement Learning for Dynamic Graphs

Graph pattern matching algorithms to handle million-scale dynamic graphs are widely used in many applications such as social network analytics and suspicious transaction detections from financial networks. On the other hand, the computation complexity of many graph pattern matching algorithms is expensive, and it is not affordable to extract patterns from million-scale graphs. Moreover, most real-world networks are time-evolving, updating their structures continuously, which makes it harder to update and output newly matched patterns in real time. Many incremental graph pattern matching algorithms which reduce the number of updates have been proposed to handle such dynamic graphs. However, it is still challenging to recompute vertices in the incremental graph pattern matching algorithms in a single process, and that prevents the real-time analysis. We propose an incremental graph pattern matching algorithm to deal with time-evolving graph data and also propose an adaptive optimization system based on reinforcement learning to recompute vertices in the incremental process more efficiently. Then we discuss the qualitative efficiency of our system with several types of data graphs and pattern graphs. We evaluate the performance using million-scale attributed and time-evolving social graphs. Our incremental algorithm is up to 10.1 times faster than an existing graph pattern matching and 1.95 times faster with the adaptive systems in a computation node than naive incremental processing.

cs.DB↗

arXiv2018

Directed Exploration in PAC Model-Free Reinforcement Learning

We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL method that modifies Delayed Q-learning and utilizes the long-term exploration bonus with provable efficiency. We show that our proposed method finds a near-optimal policy in polynomial time (PAC-MDP), and also provide experimental evidence that our proposed algorithm is an efficient exploration method.

cs.LG↗

arXiv2014

A shotgun sampling solution for the common input problem in neural connectivity inference

Inferring connectivity in neuronal networks remains a key challenge in statistical neuroscience. The `common input' problem presents the major roadblock: it is difficult to reliably distinguish causal connections between pairs of observed neurons from correlations induced by common input from unobserved neurons. Since available recording techniques allow us to sample from only a small fraction of large networks simultaneously with sufficient temporal resolution, naive connectivity estimators that neglect these common input effects are highly biased. This work proposes a `shotgun' experimental design, in which we observe multiple sub-networks briefly, in a serial manner. Thus, while the full network cannot be observed simultaneously at any given time, we may be able to observe most of it during the entire experiment. Using a generalized linear model for a spiking recurrent neural network, we develop scalable approximate Bayesian methods to perform network inference given this type of data, in which only a small fraction of the network is observed in each time bin. We demonstrate in simulation that, using this method: (1) The shotgun experimental design can eliminate the biases induced by common input effects. (2) Networks with thousands of neurons, in which only a small fraction of the neurons is observed in each time bin, could be quickly and accurately estimated. (3) Performance can be improved if we exploit prior information about the probability of having a connection between two neurons, its dependence on neuronal cell types (e.g., Dale's law), or its dependence on the distance between neurons.

q-bio.NC↗