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Reinforcement learning (RL) -- finding the optimal behaviour (also referred to as policy) maximizing the collected long-term cumulative reward -- is among the most influential approaches in machine learning with a large number of successful applications. In several decision problems, however, one faces the possibility of policy switching -- changing from the current policy to a new one -- which incurs a non-negligible cost (examples include the shifting of the currently applied educational technology, modernization of a computing cluster, and the introduction of a new webpage design), and in the decision one is limited to using historical data without the availability for further online interaction. Despite the inevitable importance of this offline learning scenario, to our best knowledge, very little effort has been made to tackle the key problem of balancing between the gain and the cost of switching in a flexible and principled way. Leveraging ideas from the area of optimal transport, we initialize the systematic study of policy switching in offline RL. We establish fundamental properties and design a Net Actor-Critic algorithm for the proposed novel switching formulation. Numerical experiments demonstrate the efficiency of our approach on multiple benchmarks of the Gymnasium.

Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally designed for policy learning -- in the context of OPE. Our contributions are three-fold: (i) We define a set of irrelevance conditions central to learning state abstractions for OPE, and derive a backward-model-irrelevance condition for achieving irrelevance in %sequential and (marginalized) importance sampling ratios by constructing a time-reversed Markov decision process (MDP). (ii) We propose a novel iterative procedure that sequentially projects the original state space into a smaller space, resulting in a deeply-abstracted state, which substantially simplifies the sample complexity of OPE arising from high cardinality. (iii) We prove the Fisher consistencies of various OPE estimators when applied to our proposed abstract state spaces., Comment: 56 pages, 5 figures

For each nonnegative integer m we show that any closed, oriented topological four-manifold with fundamental group Z_{4m+2} and odd intersection form, with possibly seven exceptions, either admits no smooth structure or admits infinitely many distinct smooth structures up to diffeomorphism. Moreover, we construct infinite families of non-complex irreducible fake projective planes with diverse fundamental groups., Comment: 32 pages

Kernel methods underpin many of the most successful approaches in data science and statistics, and they allow representing probability measures as elements of a reproducing kernel Hilbert space without loss of information. Recently, the kernel Stein discrepancy (KSD), which combines Stein's method with the flexibility of kernel techniques, gained considerable attention. Through the Stein operator, KSD allows the construction of powerful goodness-of-fit tests where it is sufficient to know the target distribution up to a multiplicative constant. However, the typical U- and V-statistic-based KSD estimators suffer from a quadratic runtime complexity, which hinders their application in large-scale settings. In this work, we propose a Nystr\"om-based KSD acceleration -- with runtime $\mathcal O\left(mn+m^3\right)$ for $n$ samples and $m\ll n$ Nystr\"om points -- , show its $\sqrt{n}$-consistency with a classical sub-Gaussian assumption, and demonstrate its applicability for goodness-of-fit testing on a suite of benchmarks., Comment: Broader applicability of main result, consistency of quadratic time estimator

Kernel techniques are among the most influential approaches in data science and statistics. Under mild conditions, the reproducing kernel Hilbert space associated to a kernel is capable of encoding the independence of $M\ge 2$ random variables. Probably the most widespread independence measure relying on kernels is the so-called Hilbert-Schmidt independence criterion (HSIC; also referred to as distance covariance in the statistics literature). Despite various existing HSIC estimators designed since its introduction close to two decades ago, the fundamental question of the rate at which HSIC can be estimated is still open. In this work, we prove that the minimax optimal rate of HSIC estimation on $\mathbb R^d$ for Borel measures containing the Gaussians with continuous bounded translation-invariant characteristic kernels is $\mathcal O\!\left(n^{-1/2}\right)$. Specifically, our result implies the optimality in the minimax sense of many of the most-frequently used estimators (including the U-statistic, the V-statistic, and the Nystr\"om-based one) on $\mathbb R^d$., Comment: Accepted for publication at NeurIPS 2024

Tensor algebras give rise to one of the most powerful measures of similarity for sequences of arbitrary length called the signature kernel accompanied with attractive theoretical guarantees from stochastic analysis. Previous algorithms to compute the signature kernel scale quadratically in terms of the length and the number of the sequences. To mitigate this severe computational bottleneck, we develop a random Fourier feature-based acceleration of the signature kernel acting on the inherently non-Euclidean domain of sequences. We show uniform approximation guarantees for the proposed unbiased estimator of the signature kernel, while keeping its computation linear in the sequence length and number. In addition, combined with recent advances on tensor projections, we derive two even more scalable time series features with favourable concentration properties and computational complexity both in time and memory. Our empirical results show that the reduction in computational cost comes at a negligible price in terms of accuracy on moderate-sized datasets, and it enables one to scale to large datasets up to a million time series.

In an earlier paper, we introduced ``bordered knot algebras'', which are graded algebras indexed by a pair of integers (m,k). In a subsequent paper, we introduced a two-parameter family of differential graded algebra, the ``pong algebras'', and identified their homology with the bordered knot algebras, and characterized the induced A-infinity structure on the homology. The aim of the present paper is to give an explicit, combinatorial model for this A-infinity structure on the bordered knot algebras, and a further weighted deformation of this structure, in the case where k=1.

In this paper we study smooth structures on closed oriented 4-manifolds with fundamental group Z_2 and definite intersection form. We construct infinitely many irreducible, smooth, oriented, closed, definite four-manifolds with fundamental group Z_2 and second Betti number 1 and 2. As an application, we prove that when the second Betti number of a definite four-manifold with fundamental group Z_2 is positive and it admits a smooth structure, then it admits infinitely many smooth structures., Comment: 21 pages, 4 figures

Inspired by a recent result of Levine-Lidman-Piccirillo, we construct infinitely many exotic smooth structures on some closed four-manifolds with definite intersection form and fundamental group isomorphic to $\Z /2\Z$. Similar constructions provide exotic smooth structures on further four-manifolds with fundamental group $Z/2\Z$, including examples with even $b_2^+$., Comment: 13 pages, 3 figures, minor changes, references added

We study the minimal genus problem for some smooth four-manifolds., Comment: 18 pages

Kernel techniques are among the most popular and powerful approaches of data science. Among the key features that make kernels ubiquitous are (i) the number of domains they have been designed for, (ii) the Hilbert structure of the function class associated to kernels facilitating their statistical analysis, and (iii) their ability to represent probability distributions without loss of information. These properties give rise to the immense success of Hilbert-Schmidt independence criterion (HSIC) which is able to capture joint independence of random variables under mild conditions, and permits closed-form estimators with quadratic computational complexity (w.r.t. the sample size). In order to alleviate the quadratic computational bottleneck in large-scale applications, multiple HSIC approximations have been proposed, however these estimators are restricted to $M=2$ random variables, do not extend naturally to the $M\ge 2$ case, and lack theoretical guarantees. In this work, we propose an alternative Nystr\"om-based HSIC estimator which handles the $M\ge 2$ case, prove its consistency, and demonstrate its applicability in multiple contexts, including synthetic examples, dependency testing of media annotations, and causal discovery.

In $\mathbb R^d$, it is well-known that cumulants provide an alternative to moments that can achieve the same goals with numerous benefits such as lower variance estimators. In this paper we extend cumulants to reproducing kernel Hilbert spaces (RKHS) using tools from tensor algebras and show that they are computationally tractable by a kernel trick. These kernelized cumulants provide a new set of all-purpose statistics; the classical maximum mean discrepancy and Hilbert-Schmidt independence criterion arise as the degree one objects in our general construction. We argue both theoretically and empirically (on synthetic, environmental, and traffic data analysis) that going beyond degree one has several advantages and can be achieved with the same computational complexity and minimal overhead in our experiments., Comment: 19 pages, 8 figures

The aim of this paper is to identify the pong algebra defined in our earlier work with a certain endomorphism algebra in the wrapped Fukaya category of the symmetric product of a disk., Comment: 26 pages, 12 figures

In an earlier paper, we described bordered algebras for knot Floer homology. In this paper, we introduce a differential graded algebra, the pong algebra and compute the A-infinity structure on its homology., Comment: Minor revisions

We discuss how MultiFIT, the Multiscale Fisher's Independence Test for Multivariate Dependence proposed by Gorsky and Ma (2022), compares to existing linear-time kernel tests based on the Hilbert-Schmidt independence criterion (HSIC). We highlight the fact that the levels of the kernel tests at any finite sample size can be controlled exactly, as it is the case with the level of MultiFIT. In our experiments, we observe some of the performance limitations of MultiFIT in terms of test power., Comment: 8 pages

The focus of the paper is functional output regression (FOR) with convoluted losses. While most existing work consider the square loss setting, we leverage extensions of the Huber and the $\epsilon$-insensitive loss (induced by infimal convolution) and propose a flexible framework capable of handling various forms of outliers and sparsity in the FOR family. We derive computationally tractable algorithms relying on duality to tackle the resulting tasks in the context of vector-valued reproducing kernel Hilbert spaces. The efficiency of the approach is demonstrated and contrasted with the classical squared loss setting on both synthetic and real-world benchmarks., Comment: 24 pages, ICML 2022

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a divergence measure referred to as maximum mean discrepancy (MMD) with existing quadratic-time estimators (w.r.t. the sample size) and known convergence properties for bounded kernels. In this paper we focus on the problem of MMD estimation when the mean embedding of one of the underlying distributions is available analytically. Particularly, we consider distributions on the real line (motivated by financial applications) and prove tighter concentration for the proposed estimator under this semi-explicit setting; we also extend the result to the case of unbounded (exponential) kernel with minimax-optimal lower bounds. We demonstrate the efficiency of our approach beyond synthetic example in three real-world examples relying on one-dimensional random variables: index replication and calibration on loss-given-default ratios and on S&P 500 data.

Using elliptic fibrations with specific singular fibers, we find spheres with very negative self-intersections in elliptic surfaces and in their blow-ups., Comment: 7 pages, 1 figure

Style transfer is a significant problem of machine learning with numerous successful applications. In this work, we present a novel style transfer framework building upon infinite task learning and vector-valued reproducing kernel Hilbert spaces. We instantiate the idea in emotion transfer where the goal is to transform facial images to different target emotions. The proposed approach provides a principled way to gain explicit control over the continuous style space. We demonstrate the efficiency of the technique on popular facial emotion benchmarks, achieving low reconstruction cost and high emotion classification accuracy., Comment: 17 pages, 10 figures

Shape constraints, such as non-negativity, monotonicity, convexity or supermodularity, play a key role in various applications of machine learning and statistics. However, incorporating this side information into predictive models in a hard way (for example at all points of an interval) for rich function classes is a notoriously challenging problem. We propose a unified and modular convex optimization framework, relying on second-order cone (SOC) tightening, to encode hard affine SDP constraints on function derivatives, for models belonging to vector-valued reproducing kernel Hilbert spaces (vRKHSs). The modular nature of the proposed approach allows to simultaneously handle multiple shape constraints, and to tighten an infinite number of constraints into finitely many. We prove the convergence of the proposed scheme and that of its adaptive variant, leveraging geometric properties of vRKHSs. Due to the covering-based construction of the tightening, the method is particularly well-suited to tasks with small to moderate input dimensions. The efficiency of the approach is illustrated in the context of shape optimization, safety-critical control, robotics and econometrics.

We introduce a numerical invariant \beta(K) of a knot K which measures how non-alternating K is. We prove an inequality between \beta (K) and the (knot Floer) thickness of K. As an application we show that all Montesinos knots have thickness at most one., Comment: 7 pages, 5 figures

We show that all pretzel knots satisfy the (purely) cosmetic surgery conjecture, i.e. Dehn surgeries with different slopes along a pretzel knot provide different oriented three-manifolds., Comment: 14 pages, 5 figures

Shape constraints (such as non-negativity, monotonicity, convexity) play a central role in a large number of applications, as they usually improve performance for small sample size and help interpretability. However enforcing these shape requirements in a hard fashion is an extremely challenging problem. Classically, this task is tackled (i) in a soft way (without out-of-sample guarantees), (ii) by specialized transformation of the variables on a case-by-case basis, or (iii) by using highly restricted function classes, such as polynomials or polynomial splines. In this paper, we prove that hard affine shape constraints on function derivatives can be encoded in kernel machines which represent one of the most flexible and powerful tools in machine learning and statistics. Particularly, we present a tightened second-order cone constrained reformulation, that can be readily implemented in convex solvers. We prove performance guarantees on the solution, and demonstrate the efficiency of the approach in joint quantile regression with applications to economics and to the analysis of aircraft trajectories, among others., Comment: camera-ready paper

We explain how to use bordered algebras to compute a version of link Floer homology. As a corollary, we also give a fast computation of the Thuston polytope for links in the three-sphere., Comment: 42 pages; 21 Figures

Knot Floer homology is a knot invariant defined using holomorphic curves. In more recent work, taking cues from bordered Floer homology,the authors described another knot invariant, called "bordered knot Floer homology", which has an explicit algebraic and combinatorial construction. In the present paper, we extend the holomorphic theory to bordered Heegaard diagrams for partial knot projections, and establish a pairing result for gluing such diagrams, in the spirit of the pairing theorem of bordered Floer homology. After making some model calculations, we obtain an identification of a variant of knot Floer homology with its algebraically defined relative. These results give a fast algorithm for computing knot Floer homology., Comment: 165 pages

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood theoretically on their optimality and limitations of their performance. Only recently, precise statistical-computational trade-offs have been established for RFFs in the approximation of kernel values, kernel ridge regression, kernel PCA and SVM classification. Our goal is to spark the investigation of optimality of RFF-based approximations in tasks involving not only function values but derivatives, which naturally lead to optimization problems with kernel derivatives. Particularly, in this paper, we focus on the approximation quality of RFFs for kernel derivatives and prove that the existing finite-sample guarantees can be improved exponentially in terms of the domain where they hold, using recent tools from unbounded empirical process theory. Our result implies that the same approximation guarantee is attainable for kernel derivatives using RFF as achieved for kernel values., Comment: AISTATS-2019

Machine learning has witnessed tremendous success in solving tasks depending on a single hyperparameter. When considering simultaneously a finite number of tasks, multi-task learning enables one to account for the similarities of the tasks via appropriate regularizers. A step further consists of learning a continuum of tasks for various loss functions. A promising approach, called \emph{Parametric Task Learning}, has paved the way in the continuum setting for affine models and piecewise-linear loss functions. In this work, we introduce a novel approach called \emph{Infinite Task Learning} whose goal is to learn a function whose output is a function over the hyperparameter space. We leverage tools from operator-valued kernels and the associated vector-valued RKHSs that provide an explicit control over the role of the hyperparameters, and also allows us to consider new type of constraints. We provide generalization guarantees to the suggested scheme and illustrate its efficiency in cost-sensitive classification, quantile regression and density level set estimation., Comment: 23 pages, 6 figures, 3 tables