arXiv subjects

Yanjun Han

Publications and source records attributed to Yanjun Han.

At least 55 records · Page 3Linked to original sources

arXiv2022

Leveraging the Hints: Adaptive Bidding in Repeated First-Price Auctions

With the advent and increasing consolidation of e-commerce, digital advertising has very recently replaced traditional advertising as the main marketing force in the economy. In the past four years, a particularly important development in the digital advertising industry is the shift from second-price auctions to first-price auctions for online display ads. This shift immediately motivated the intellectually challenging question of how to bid in first-price auctions, because unlike in second-price auctions, bidding one's private value truthfully is no longer optimal. Following a series of recent works in this area, we consider a differentiated setup: we do not make any assumption about other bidders' maximum bid (i.e. it can be adversarial over time), and instead assume that we have access to a hint that serves as a prediction of other bidders' maximum bid, where the prediction is learned through some blackbox machine learning model. We consider two types of hints: one where a single point-prediction is available, and the other where a hint interval (representing a type of confidence region into which others' maximum bid falls) is available. We establish minimax optimal regret bounds for both cases and highlight the quantitatively different behavior between the two settings. We also provide improved regret bounds when the others' maximum bid exhibits the further structure of sparsity. Finally, we complement the theoretical results with demonstrations using real bidding data.

cs.GT↗

arXiv2022

Beyond the Best: Estimating Distribution Functionals in Infinite-Armed Bandits

In the infinite-armed bandit problem, each arm's average reward is sampled from an unknown distribution, and each arm can be sampled further to obtain noisy estimates of the average reward of that arm. Prior work focuses on identifying the best arm, i.e., estimating the maximum of the average reward distribution. We consider a general class of distribution functionals beyond the maximum, and propose unified meta algorithms for both the offline and online settings, achieving optimal sample complexities. We show that online estimation, where the learner can sequentially choose whether to sample a new or existing arm, offers no advantage over the offline setting for estimating the mean functional, but significantly reduces the sample complexity for other functionals such as the median, maximum, and trimmed mean. The matching lower bounds utilize several different Wasserstein distances. For the special case of median estimation, we identify a curious thresholding phenomenon on the indistinguishability between Gaussian convolutions with respect to the noise level, which may be of independent interest.

cs.LG↗

arXiv2022

Optimal prediction of Markov chains with and without spectral gap

We study the following learning problem with dependent data: Observing a trajectory of length $n$ from a stationary Markov chain with $k$ states, the goal is to predict the next state. For $3 \leq k \leq O(\sqrt{n})$, using techniques from universal compression, the optimal prediction risk in Kullback-Leibler divergence is shown to be $Θ(\frac{k^2}{n}\log \frac{n}{k^2})$, in contrast to the optimal rate of $Θ(\frac{\log \log n}{n})$ for $k=2$ previously shown in Falahatgar et al. (2016). These rates, slower than the parametric rate of $O(\frac{k^2}{n})$, can be attributed to the memory in the data, as the spectral gap of the Markov chain can be arbitrarily small. To quantify the memory effect, we study irreducible reversible chains with a prescribed spectral gap. In addition to characterizing the optimal prediction risk for two states, we show that, as long as the spectral gap is not excessively small, the prediction risk in the Markov model is $O(\frac{k^2}{n})$, which coincides with that of an iid model with the same number of parameters. Extensions to higher-order Markov chains are also obtained.

math.ST↗

arXiv2021

Optimal Communication Rates and Combinatorial Properties for Common Randomness Generation

We study common randomness generation problems where $n$ players aim to generate same sequences of random coin flips where some subsets of the players share an independent common coin which can be tossed multiple times, and there is a publicly seen blackboard through which the players communicate with each other. We provide a tight representation of the optimal communication rates via linear programming, and more importantly, propose explicit algorithms for the optimal distributed simulation for a wide class of hypergraphs. In particular, the optimal communication rate in complete hypergraphs is still achievable in sparser hypergraphs containing a path-connected cycle-free cluster of topologically connected components. Some key steps in analyzing the upper bounds rely on two different definitions of connectivity in hypergraphs, which may be of independent interest.

cs.IT↗

arXiv2021

Geometric Lower Bounds for Distributed Parameter Estimation under Communication Constraints

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes an estimate of a desired parameter. We develop lower bounds for the minimax risk of estimating the underlying parameter for a large class of losses and distributions. Our results show that under mild regularity conditions, the communication constraint reduces the effective sample size by a factor of $d$ when $k$ is small, where $d$ is the dimension of the estimated parameter. Furthermore, this penalty reduces at most exponentially with increasing $k$, which is the case for some models, e.g., estimating high-dimensional distributions. For other models however, we show that the sample size reduction is re-mediated only linearly with increasing $k$, e.g. when some sub-Gaussian structure is available. We apply our results to the distributed setting with product Bernoulli model, multinomial model, Gaussian location models, and logistic regression which recover or strengthen existing results. Our approach significantly deviates from existing approaches for developing information-theoretic lower bounds for communication-efficient estimation. We circumvent the need for strong data processing inequalities used in prior work and develop a geometric approach which builds on a new representation of the communication constraint. This approach allows us to strengthen and generalize existing results with simpler and more transparent proofs.

cs.DC↗

arXiv2021

Planar multi-aperture fish-eye lens using metagrating

The design of compact optical systems with large field of view has been difficult due to the requirement of many elements or a curved focal plane to reduce off-axis aberration. We propose a multi-aperture lens design to effectively resolve these issues. Metagrating-based deflectors are placed near entrance pupils of multi-aperture lens array to enhance field of view. A systematic design method is given in details. In design examples, a $\pm$80$^\circ$ field of view using only two planar optical elements is achieved. Also, the system is extremely compact with total track lengths an order of magnitude smaller than conventional fish-eye lenses, while the imaging performance is comparable with conventional designs.

physics.optics↗

arXiv2021

Ultrafast Parallel LiDAR with Time-encoding and Spectral Scanning: Breaking the Time-of-flight Limit

Light detection and ranging (LiDAR) has been widely used in autonomous driving and large-scale manufacturing. Although state-of-the-art scanning LiDAR can perform long-range three-dimensional imaging, the frame rate is limited by both round-trip delay and the beam steering speed, hindering the development of high-speed autonomous vehicles. For hundred-meter level ranging applications, a several-time speedup is highly desirable. Here, we uniquely combine fiber-based encoders with wavelength-division multiplexing devices to implement all-optical time-encoding on the illumination light. Using this method, parallel detection and fast inertia-free spectral scanning can be achieved simultaneously with single-pixel detection. As a result, the frame rate of a scanning LiDAR can be multiplied with scalability. We demonstrate a 4.4-fold speedup for a maximum 75-m detection range, compared with a time-of-flight-limited laser ranging system. This approach has the potential to improve the velocity of LiDAR-based autonomous vehicles to the regime of hundred kilometers per hour and open up a new paradigm for ultrafast-frame-rate LiDAR imaging.

physics.optics↗

arXiv2021

On the High Accuracy Limitation of Adaptive Property Estimation

Recent years have witnessed the success of adaptive (or unified) approaches in estimating symmetric properties of discrete distributions, where one first obtains a distribution estimator independent of the target property, and then plugs the estimator into the target property as the final estimator. Several such approaches have been proposed and proved to be adaptively optimal, i.e. they achieve the optimal sample complexity for a large class of properties within a low accuracy, especially for a large estimation error $\varepsilon\gg n^{-1/3}$ where $n$ is the sample size. In this paper, we characterize the high accuracy limitation, or the penalty for adaptation, for all such approaches. Specifically, we show that under a mild assumption that the distribution estimator is close to the true sorted distribution in expectation, any adaptive approach cannot achieve the optimal sample complexity for every $1$-Lipschitz property within accuracy $\varepsilon \ll n^{-1/3}$. In particular, this result disproves a conjecture in [Acharya et al. 2017] that the profile maximum likelihood (PML) plug-in approach is optimal in property estimation for all ranges of $\varepsilon$, and confirms a conjecture in [Han and Shiragur, 2021] that their competitive analysis of the PML is tight.

math.ST↗

arXiv2021

On Estimation of $L_{r}$-Norms in Gaussian White Noise Models

We provide a complete picture of asymptotically minimax estimation of $L_r$-norms (for any $r\ge 1$) of the mean in Gaussian white noise model over Nikolskii-Besov spaces. In this regard, we complement the work of Lepski, Nemirovski and Spokoiny (1999), who considered the cases of $r=1$ (with poly-logarithmic gap between upper and lower bounds) and $r$ even (with asymptotically sharp upper and lower bounds) over Hölder spaces. We additionally consider the case of asymptotically adaptive minimax estimation and demonstrate a difference between even and non-even $r$ in terms of an investigator's ability to produce asymptotically adaptive minimax estimators without paying a penalty.

math.ST↗

arXiv2021

Minimax Rate-Optimal Estimation of Divergences between Discrete Distributions

We study the minimax estimation of $α$-divergences between discrete distributions for integer $α\ge 1$, which include the Kullback--Leibler divergence and the $χ^2$-divergences as special examples. Dropping the usual theoretical tricks to acquire independence, we construct the first minimax rate-optimal estimator which does not require any Poissonization, sample splitting, or explicit construction of approximating polynomials. The estimator uses a hybrid approach which solves a problem-independent linear program based on moment matching in the non-smooth regime, and applies a problem-dependent bias-corrected plug-in estimator in the smooth regime, with a soft decision boundary between these regimes.

cs.IT↗

arXiv2021

Provably Breaking the Quadratic Error Compounding Barrier in Imitation Learning, Optimally

We study the statistical limits of Imitation Learning (IL) in episodic Markov Decision Processes (MDPs) with a state space $\mathcal{S}$. We focus on the known-transition setting where the learner is provided a dataset of $N$ length-$H$ trajectories from a deterministic expert policy and knows the MDP transition. We establish an upper bound $O(|\mathcal{S}|H^{3/2}/N)$ for the suboptimality using the Mimic-MD algorithm in Rajaraman et al (2020) which we prove to be computationally efficient. In contrast, we show the minimax suboptimality grows as $Ω( H^{3/2}/N)$ when $|\mathcal{S}|\geq 3$ while the unknown-transition setting suffers from a larger sharp rate $Θ(|\mathcal{S}|H^2/N)$ (Rajaraman et al (2020)). The lower bound is established by proving a two-way reduction between IL and the value estimation problem of the unknown expert policy under any given reward function, as well as building connections with linear functional estimation with subsampled observations. We further show that under the additional assumption that the expert is optimal for the true reward function, there exists an efficient algorithm, which we term as Mimic-Mixture, that provably achieves suboptimality $O(1/N)$ for arbitrary 3-state MDPs with rewards only at the terminal layer. In contrast, no algorithm can achieve suboptimality $O(\sqrt{H}/N)$ with high probability if the expert is not constrained to be optimal. Our work formally establishes the benefit of the expert optimal assumption in the known transition setting, while Rajaraman et al (2020) showed it does not help when transitions are unknown.

cs.LG↗

arXiv2021

Low half-wave-voltage, ultra-high bandwidth thin-film LiNbO3 modulator based on hybrid waveguide and periodic capacitively loaded electrodes

A novel thin-film LiNbO3 (TFLN) electro-optic modulator is proposed and demonstrated. LiNbO3-silica hybrid waveguide is adopted to maintain low optical loss for an electrode spacing as narrow as 3 μm, resulting in a record low half-wave-voltage length product of only 1.7 V*cm. Capacitively loaded traveling-wave electrodes (CL-TWEs) are employed to reduce the microwave loss, while quartz substrate is used in place of silicon substrate to achieve velocity matching. The fabricated TFLN modulator with a 5-mm-long modulation region exhibits a half-wave-voltage of 3.4 V and merely 1.3 dB roll-off in electro-optic response up to 67 GHz, and a 3-dB modulation bandwidth over 110 GHz is predicted.

physics.app-ph↗

arXiv2021

Adversarial Combinatorial Bandits with General Non-linear Reward Functions

In this paper we study the adversarial combinatorial bandit with a known non-linear reward function, extending existing work on adversarial linear combinatorial bandit. {The adversarial combinatorial bandit with general non-linear reward is an important open problem in bandit literature, and it is still unclear whether there is a significant gap from the case of linear reward, stochastic bandit, or semi-bandit feedback.} We show that, with $N$ arms and subsets of $K$ arms being chosen at each of $T$ time periods, the minimax optimal regret is $\widetildeΘ_{d}(\sqrt{N^d T})$ if the reward function is a $d$-degree polynomial with $d< K$, and $Θ_K(\sqrt{N^K T})$ if the reward function is not a low-degree polynomial. {Both bounds are significantly different from the bound $O(\sqrt{\mathrm{poly}(N,K)T})$ for the linear case, which suggests that there is a fundamental gap between the linear and non-linear reward structures.} Our result also finds applications to adversarial assortment optimization problem in online recommendation. We show that in the worst-case of adversarial assortment problem, the optimal algorithm must treat each individual $\binom{N}{K}$ assortment as independent.

stat.ML↗

arXiv2020

Soliton dynamics in microresonators with XPM induced negative thermo-optic effect

Optical frequency comb generation in microresonators has attracted significant attention over the past decade, as it offers the promising potential for chip-scale optical frequency synthesis, optical clocks and precise optical spectroscopy. However, accessing temporal dissipative Kerr soliton (DKSs) is known to be severely hampered by thermal effects. Furthermore, due to the degeneracy of soliton existence range with respect to soliton number, deterministically accessing single soliton state is another challenge. Here, we demonstrate stable and deterministic single soliton generation in AlN-on-sapphire platform via auxiliary laser pumping scheme without the requirement of fast control of the pump power and detuning. Moreover, we reveal the underlying physics of soliton switching in a dual-pumped microcomb, which is fully described by the Lugiato - Lefever equation. The switching process is attributed to cross-phase modulation (XPM) induced degeneracy lifting of the soliton existence range, corresponding to an effective negative thermo-optic effect.

physics.optics↗

arXiv2020

On the Competitive Analysis and High Accuracy Optimality of Profile Maximum Likelihood

A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile maximum likelihood (PML) distribution, is competitive compared with any estimators regardless of the symmetric property. Specifically, given $n$ observations from the discrete distribution, if some estimator incurs an error $\varepsilon$ with probability at most $δ$, then plugging in the PML distribution incurs an error $2\varepsilon$ with probability at most $δ\cdot \exp(3\sqrt{n})$. In this paper, we strengthen the above result and show that using a careful chaining argument, the error probability can be reduced to $δ^{1-c}\cdot \exp(c'n^{1/3+c})$ for arbitrarily small constants $c>0$ and some constant $c'>0$. In particular, we show that the PML distribution is an optimal estimator of the sorted distribution: it is $\varepsilon$-close in sorted $\ell_1$ distance to the true distribution with support size $k$ for any $n=Ω(k/(\varepsilon^2 \log k))$ and $\varepsilon \gg n^{-1/3}$, which are the information-theoretically optimal sample complexity and the largest error regime where the classical empirical distribution is sub-optimal, respectively. In order to strengthen the analysis of the PML, a key ingredient is to employ novel "continuity" properties of the PML distributions and construct a chain of suitable quantized PMLs, or "coverings". We also construct a novel approximation-based estimator for the sorted distribution with a near-optimal concentration property without any sample splitting, where as a byproduct we obtain better trade-offs between the polynomial approximation error and the maximum magnitude of coefficients in the Poisson approximation of $1$-Lipschitz functions.

math.ST↗

arXiv2020

Integrated Gallium Nitride Nonlinear Photonics

Gallium nitride (GaN) as a wide-band gap material has been widely used in solid-state lighting. Thanks to its high nonlinearity and high refractive index contrast, GaN-on-insulator (GaNOI) is also a promising platform for nonlinear optical applications. Despite its intriguing optical proprieties, nonlinear applications of GaN have rarely been studied due to the relatively high optical loss of GaN waveguides (2 dB/cm). In this letter, we report GaNOI microresonator with intrinsic quality factor over 2 million, corresponding to an optical loss of 0.26 dB/cm. Parametric oscillation threshold power as low as 8.8 mW is demonstrated, and the experimentally extracted nonlinear index of GaN at telecom wavelengths is estimated to be n2 = 1.2*10 -18 m2W-1, which is comparable with silicon. Single soliton generation in GaN is implemented by an auxiliary laser pumping scheme, so as to mitigate the high thermorefractive effect in GaN. The large intrinsic nonlinear refractive index, together with its broadband transparency window and high refractive index contrast, make GaNOI a most balanced platform for chip-scale nonlinear applications.

physics.optics↗

arXiv2020

Constrained Functional Value under General Convexity Conditions with Applications to Distributed Simulation

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random vector in any dimension with given density at the mode has a range of just 1. Specifically, for general functions $ϕ$ and $ψ$, we derive upper and lower bounds of density functionals taking the form $I_ϕ(f) = \int_{\mathbb{R}^n} ϕ(f(x))dx$ assuming the convexity of $ψ^{-1}(f(x))$ for the density, and establish the tightness of these bounds under mild conditions satisfied by most examples. We apply this result to the distributed simulation of continuous random variables, and establish an upper bound of the exact common information for $β$-concave joint densities, which is a generalization of the log-concave densities in Li and El Gamal (2017).

cs.IT↗

arXiv2020

Minimax Optimal Nonparametric Estimation of Heterogeneous Treatment Effects

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing popularity in recent practical applications such as the personalized medicine. In this paper, we model the HTE as a smooth nonparametric difference between two less smooth baseline functions, and determine the tight statistical limits of the nonparametric HTE estimation as a function of the covariate geometry. In particular, a two-stage nearest-neighbor-based estimator throwing away observations with poor matching quality is near minimax optimal. We also establish the tight dependence on the density ratio without the usual assumption that the covariate densities are bounded away from zero, where a key step is to employ a novel maximal inequality which could be of independent interest.

math.ST↗