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1. The Optimal Sample Complexity of Matrix Completion with Hierarchical Similarity Graphs

   https://doi.org/10.1109/ISIT50566.2022.9834449  

   Elmahdy, Adel ; Ahn, Junhyung ; Mohajer, Soheil ; Suh, Changho ( January 2022 , 2022 IEEE International Symposium on Information Theory (ISIT))

   We study a matrix completion problem that lever-ages a hierarchical structure of social similarity graphs as side information in the context of recommender systems. We assume that users are categorized into clusters, each of which comprises sub-clusters (or what we call “groups”). We consider a low-rank matrix model for the rating matrix, and a hierarchical stochastic block model that well respects practically-relevant social graphs.Under this setting, we characterize the information-theoretic limit on the number of observed matrix entries (i.e., optimal sample complexity) as a function of the quality of graph side information (to be detailed) by proving sharp upper and lower bounds on the sample complexity. Furthermore, we develop a matrix completion algorithm and empirically demonstrate via extensive experiments that the proposed algorithm achieves the optimal sample complexity.
2. Matrix Completion with Hierarchical Graph Side Information

   Elmahdy, Adell ; Ahn, Junhyung ; Suh, Changho ; Mohajer, Soheil ( January 2020 , Advances in neural information processing systems)

   We consider a matrix completion problem that exploits social or item similarity graphs as side information. We develop a universal, parameter-free, and computationally efficient algorithm that starts with hierarchical graph clustering and then iteratively refines estimates both on graph clustering and matrix ratings. Under a hierarchical stochastic block model that well respects practically-relevant social graphs and a low-rank rating matrix model (to be detailed), we demonstrate that our algorithm achieves the information-theoretic limit on the number of observed matrix entries (i.e., optimal sample complexity) that is derived by maximum likelihood estimation together with a lower-bound impossibility result. One consequence of this result is that exploiting the hierarchical structure of social graphs yields a substantial gain in sample complexity relative to the one that simply identifies different groups without resorting to the relational structure across them. We conduct extensive experiments both on synthetic and real-world datasets to corroborate our theoretical results as well as to demonstrate significant performance improvements over other matrix completion algorithms that leverage graph side information.
3. Matrix Completion with Hierarchical Graph Side Information

   Elmahdy, Adel ; Ahn, Junhyung ; Suh, Changho ; Mohajer, Soheil ( January 2020 , Advances in neural information processing systems)

   We consider a matrix completion problem that exploits social or item similarity graphs as side information. We develop a universal, parameter-free, and computationally efficient algorithm that starts with hierarchical graph clustering and then iteratively refines estimates both on graph clustering and matrix ratings. Under a hierarchical stochastic block model that well respects practically-relevant social graphs and a low-rank rating matrix model (to be detailed), we demonstrate that our algorithm achieves the information-theoretic limit on the number of observed matrix entries (i.e., optimal sample complexity) that is derived by maximum likelihood estimation together with a lower-bound impossibility result. One consequence of this result is that exploiting the hierarchical structure of social graphs yields a substantial gain in sample complexity relative to the one that simply identifies different groups without resorting to the relational structure across them. We conduct extensive experiments both on synthetic and real-world datasets to corroborate our theoretical results as well as to demonstrate significant performance improvements over other matrix completion algorithms that leverage graph side information.
4. Matrix Completion with Hierarchical Graph Side Information

   Elmahdy, Adel ; Ahn, Junhyung ; Suh, Changho ; Mohajer, Soheil ( January 2020 , Advances in neural information processing systems)

   We consider a matrix completion problem that exploits social or item similarity graphs as side information. We develop a universal, parameter-free, and computationally efficient algorithm that starts with hierarchical graph clustering and then iteratively refines estimates both on graph clustering and matrix ratings. Under a hierarchical stochastic block model that well respects practically-relevant social graphs and a low-rank rating matrix model (to be detailed), we demonstrate that our algorithm achieves the information-theoretic limit on the number of observed matrix entries (i.e., optimal sample complexity) that is derived by maximum likelihood estimation together with a lower-bound impossibility result. One consequence of this result is that exploiting the hierarchical structure of social graphs yields a substantial gain in sample complexity relative to the one that simply identifies different groups without resorting to the relational structure across them. We conduct extensive experiments both on synthetic and real-world datasets to corroborate our theoretical results as well as to demonstrate significant performance improvements over other matrix completion algorithms that leverage graph side information.
5. Overcoming the Long Horizon Barrier for Sample-Efficient Reinforcement Learning with Latent Low-Rank Structure

   https://doi.org/10.1145/3589973  

   Sam, Tyler ; Chen, Yudong ; Yu, Christina Lee ( May 2023 , Proceedings of the ACM on Measurement and Analysis of Computing Systems)

   The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an ε-optimal policy is Ω(|S||A|H/ ε2) over worst case instances of an MDP with state space S, action space A, and horizon H. We consider a class of MDPs for which the associated optimal Q* function is low rank, where the latent features are unknown. While one would hope to achieve linear sample complexity in |S| and |A| due to the low rank structure, we show that without imposing further assumptions beyond low rank of Q*, if one is constrained to estimate the Q function using only observations from a subset of entries, there is a worst case instance in which one must incur a sample complexity exponential in the horizon H to learn a near optimal policy. We subsequently show that under stronger low rank structural assumptions, given access to a generative model, Low Rank Monte Carlo Policy Iteration (LR-MCPI) and Low Rank Empirical Value Iteration (LR-EVI) achieve the desired sample complexity of Õ((|S|+|A|)poly (d,H)/ε2) for a rank d setting, which is minimax optimal with respect to the scaling of |S|, |A|, and ε.more »In contrast to literature on linear and low-rank MDPs, we do not require a known feature mapping, our algorithm is computationally simple, and our results hold for long time horizons. Our results provide insights on the minimal low-rank structural assumptions required on the MDP with respect to the transition kernel versus the optimal action-value function.« less