Browsing by Author "Neyshabouri, Mohammadreza Mohaghegh"

Now showing 1 - 4 of 4

Open Access
Asymptotically optimal contextual bandit algorithm using hierarchical structures
(Institute of Electrical and Electronics Engineers, 2018) Neyshabouri, Mohammadreza Mohaghegh; Gökçesu, Kaan; Gökçesu, Hakan; Özkan, Hüseyin; Kozat, Süleyman Serdar
We propose an online algorithm for sequential learning in the contextual multiarmed bandit setting. Our approach is to partition the context space and, then, optimally combine all of the possible mappings between the partition regions and the set of bandit arms in a data-driven manner. We show that in our approach, the best mapping is able to approximate the best arm selection policy to any desired degree under mild Lipschitz conditions. Therefore, we design our algorithm based on the optimal adaptive combination and asymptotically achieve the performance of the best mapping as well as the best arm selection policy. This optimality is also guaranteed to hold even in adversarial environments since we do not rely on any statistical assumptions regarding the contexts or the loss of the bandit arms. Moreover, we design an efficient implementation for our algorithm using various hierarchical partitioning structures, such as lexicographical or arbitrary position splitting and binary trees (BTs) (and several other partitioning examples). For instance, in the case of BT partitioning, the computational complexity is only log-linear in the number of regions in the finest partition. In conclusion, we provide significant performance improvements by introducing upper bounds (with respect to the best arm selection policy) that are mathematically proven to vanish in the average loss per round sense at a faster rate compared to the state of the art. Our experimental work extensively covers various scenarios ranging from bandit settings to multiclass classification with real and synthetic data. In these experiments, we show that our algorithm is highly superior to the state-of-the-art techniques while maintaining the introduced mathematical guarantees and a computationally decent scalability. IEEE
Open Access
Nonlinear regression via incremental decision trees
(Elsevier, 2019) Vanlı, N.; Sayın, M.; Neyshabouri, Mohammadreza Mohaghegh; Özkan, H.; Kozat, Süleyman S.
We study sequential nonlinear regression and introduce an online algorithm that elegantly mitigates, via an adaptively incremental hierarchical structure, convergence and undertraining issues of conventional nonlinear regression methods. Particularly, we present a piecewise linear (or nonlinear) regression algorithm that partitions the regressor space and learns a linear model at each region to combine. Unlike the conventional approaches, our algorithm effectively learns the optimal regressor space partition with the desired complexity in a completely sequential and data driven manner. Our algorithm sequentially and asymptotically achieves the performance of the optimal twice differentiable regression function for any data sequence without any statistical assumptions. The introduced algorithm can be efficiently implemented with a computational complexity that is only logarithmic in the length of data. In our experiments, we demonstrate significant gains for the well-known benchmark real data sets when compared to the state-of-the-art techniques.
Open Access
Sequential outlier detection based on incremental decision trees
(IEEE, 2019) Gökçesu, Kaan; Neyshabouri, Mohammadreza Mohaghegh; Gökçesu, Hakan; Serdar, Süleyman
We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multimodal probability density function to model the normal samples. In the second stage, given a new observation, we label it as an anomaly if the value of aforementioned density function is below a specified threshold at the newly observed point. In order to construct our multimodal density function, we use an incremental decision tree to construct a set of subspaces of the observation space. We train a single component density function of the exponential family using the observations, which fall inside each subspace represented on the tree. These single component density functions are then adaptively combined to produce our multimodal density function, which is shown to achieve the performance of the best convex combination of the density functions defined on the subspaces. As we observe more samples, our tree grows and produces more subspaces. As a result, our modeling power increases in time, while mitigating overfitting issues. In order to choose our threshold level to label the observations, we use an adaptive thresholding scheme. We show that our adaptive threshold level achieves the performance of the optimal prefixed threshold level, which knows the observation labels in hindsight. Our algorithm provides significant performance improvements over the state of the art in our wide set of experiments involving both synthetic as well as real data.
Open Access
A tree-based solution to nonlinear regression problem
(IEEE, 2016) Demir, Oğuzhan; Neyshabouri, Mohammadreza Mohaghegh; Delibalta, İ.; Kozat, Süleyman Serdar
In this paper, we offer and examine a new algorithm for sequential nonlinear regression problem. In this architecture, we use piecewise adaptive linear functions to find the nonlinear regression model sequentially. For more accurate and faster convergence, we combine a large class of piecewise linear functions. These piecewise linear functions are constructed by composing different adaptive linear functions, which are represented by the nodes of a lexicographical tree. With this tree structure, computational complexity of the algorithm is significantly reduced. To show the performance of the proposed algorithm, we present a simulation which is performed by using a well-known real data set.