Trans-Glasso: A Transfer Learning Approach to Precision Matrix Estimation

Precision matrix estimation is essential in various fields, yet it is challenging when samples for the target study are limited. Transfer learning can enhance estimation accuracy by leveraging data from related source studies. We propose Trans-Glasso, a two-step transfer learning method for precision matrix estimation. First, we obtain initial estimators using a multi-task learning objective that captures shared and unique features across studies. Then, we refine these estimators through differential network estimation to adjust for structural differences between the target and source precision matrices. Under the assumption that most entries of the target precision matrix are shared with source matrices, we derive non-asymptotic error bounds and show that Trans-Glasso achieves minimax optimality under certain conditions. Extensive simulations demonstrate Trans Glasso's superior performance compared to baseline methods, particularly in small-sample settings. We further validate Trans-Glasso in applications to gene networks across brain tissues and protein networks for various cancer subtypes, showcasing its effectiveness in biological contexts. Additionally, we derive the minimax optimal rate for differential network estimation, representing the first such guarantee in this area.

Off-policy estimation with adaptively collected data: the power of online learning

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the average treatment effect (\textsf{ATE}) in causal inference. While a certain class of augmented inverse propensity weighting (\textsf{AIPW}) estimators enjoys desirable asymptotic properties including the semi-parametric efficiency, much less is known about their non-asymptotic theory with adaptively collected data. To fill in the gap, we first establish generic upper bounds on the mean-squared error of the class of AIPW estimators that crucially depends on a sequentially weighted error between the treatment effect and its estimates. Motivated by this, we also propose a general reduction scheme that allows one to produce a sequence of estimates for the treatment effect via online learning to minimize the sequentially weighted estimation error. To illustrate this, we provide three concrete instantiations in (\romannumeral 1) the tabular case; (\romannumeral 2) the case of linear function approximation; and (\romannumeral 3) the case of general function approximation for the outcome model. We then provide a local minimax lower bound to show the instance-dependent optimality of the \textsf{AIPW} estimator using no-regret online learning algorithms.

RoboSense: Large-scale Dataset and Benchmark for Multi-sensor Low-speed Autonomous Driving

Robust object detection and tracking under arbitrary sight of view is challenging yet essential for the development of Autonomous Vehicle technology. With the growing demand of unmanned function vehicles, near-field scene understanding becomes an important research topic in the areas of low-speed autonomous driving. Due to the complexity of driving conditions and diversity of near obstacles such as blind spots and high occlusion, the perception capability of near-field environment is still inferior than its farther counterpart. To further enhance the intelligent ability of unmanned vehicles, in this paper, we construct a multimodal data collection platform based on 3 main types of sensors (Camera, LiDAR and Fisheye), which supports flexible sensor configurations to enable dynamic sight of view for ego vehicle, either global view or local view. Meanwhile, a large-scale multi-sensor dataset is built, named RoboSense, to facilitate near-field scene understanding. RoboSense contains more than 133K synchronized data with 1.4M 3D bounding box and IDs annotated in the full $360^{\circ}$ view, forming 216K trajectories across 7.6K temporal sequences. It has $270\times$ and $18\times$ as many annotations of near-field obstacles within 5$m$ as the previous single-vehicle datasets such as KITTI and nuScenes. Moreover, we define a novel matching criterion for near-field 3D perception and prediction metrics. Based on RoboSense, we formulate 6 popular tasks to facilitate the future development of related research, where the detailed data analysis as well as benchmarks are also provided accordingly.

LCSim: A Large-Scale Controllable Traffic Simulator

With the rapid development of urban transportation and the continuous advancement in autonomous vehicles, the demand for safely and efficiently testing autonomous driving and traffic optimization algorithms arises, which needs accurate modeling of large-scale urban traffic scenarios. Existing traffic simulation systems encounter two significant limitations. Firstly, they often rely on open-source datasets or manually crafted maps, constraining the scale of simulations. Secondly, vehicle models within these systems tend to be either oversimplified or lack controllability, compromising the authenticity and diversity of the simulations. In this paper, we propose LCSim, a large-scale controllable traffic simulator. LCSim provides map tools for constructing unified high-definition map (HD map) descriptions from open-source datasets including Waymo and Argoverse or publicly available data sources like OpenStreetMap to scale up the simulation scenarios. Also, we integrate diffusion-based traffic simulation into the simulator for realistic and controllable microscopic traffic flow modeling. By leveraging these features, LCSim provides realistic and diverse virtual traffic environments. Code and Demos are available at https://github.com/tsinghua-fib-lab/LCSim.

Random pairing MLE for estimation of item parameters in Rasch model

The Rasch model, a classical model in the item response theory, is widely used in psychometrics to model the relationship between individuals' latent traits and their binary responses on assessments or questionnaires. In this paper, we introduce a new likelihood-based estimator -- random pairing maximum likelihood estimator ($\mathsf{RP\text{-}MLE}$) and its bootstrapped variant multiple random pairing MLE ($\mathsf{MRP\text{-}MLE}$) that faithfully estimate the item parameters in the Rasch model. The new estimators have several appealing features compared to existing ones. First, both work for sparse observations, an increasingly important scenario in the big data era. Second, both estimators are provably minimax optimal in terms of finite sample $\ell_{\infty}$ estimation error. Lastly, $\mathsf{RP\text{-}MLE}$ admits precise distributional characterization that allows uncertainty quantification on the item parameters, e.g., construction of confidence intervals of the item parameters. The main idea underlying $\mathsf{RP\text{-}MLE}$ and $\mathsf{MRP\text{-}MLE}$ is to randomly pair user-item responses to form item-item comparisons. This is carefully designed to reduce the problem size while retaining statistical independence. We also provide empirical evidence of the efficacy of the two new estimators using both simulated and real data.

HoloVIC: Large-scale Dataset and Benchmark for Multi-Sensor Holographic Intersection and Vehicle-Infrastructure Cooperative

Vehicle-to-everything (V2X) is a popular topic in the field of Autonomous Driving in recent years. Vehicle-infrastructure cooperation (VIC) becomes one of the important research area. Due to the complexity of traffic conditions such as blind spots and occlusion, it greatly limits the perception capabilities of single-view roadside sensing systems. To further enhance the accuracy of roadside perception and provide better information to the vehicle side, in this paper, we constructed holographic intersections with various layouts to build a large-scale multi-sensor holographic vehicle-infrastructure cooperation dataset, called HoloVIC. Our dataset includes 3 different types of sensors (Camera, Lidar, Fisheye) and employs 4 sensor-layouts based on the different intersections. Each intersection is equipped with 6-18 sensors to capture synchronous data. While autonomous vehicles pass through these intersections for collecting VIC data. HoloVIC contains in total on 100k+ synchronous frames from different sensors. Additionally, we annotated 3D bounding boxes based on Camera, Fisheye, and Lidar. We also associate the IDs of the same objects across different devices and consecutive frames in sequence. Based on HoloVIC, we formulated four tasks to facilitate the development of related research. We also provide benchmarks for these tasks.

Batched Nonparametric Contextual Bandits

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We establish a minimax regret lower bound for this setting and propose Batched Successive Elimination with Dynamic Binning (BaSEDB) that achieves optimal regret (up to logarithmic factors). In essence, BaSEDB dynamically splits the covariate space into smaller bins, carefully aligning their widths with the batch size. We also show the suboptimality of static binning under batch constraints, highlighting the necessity of dynamic binning. Additionally, our results suggest that a nearly constant number of policy updates can attain optimal regret in the fully online setting.

Top-$K$ ranking with a monotone adversary

In this paper, we address the top-$K$ ranking problem with a monotone adversary. We consider the scenario where a comparison graph is randomly generated and the adversary is allowed to add arbitrary edges. The statistician's goal is then to accurately identify the top-$K$ preferred items based on pairwise comparisons derived from this semi-random comparison graph. The main contribution of this paper is to develop a weighted maximum likelihood estimator (MLE) that achieves near-optimal sample complexity, up to a $\log^2(n)$ factor, where n denotes the number of items under comparison. This is made possible through a combination of analytical and algorithmic innovations. On the analytical front, we provide a refined $\ell_\infty$ error analysis of the weighted MLE that is more explicit and tighter than existing analyses. It relates the $\ell_\infty$ error with the spectral properties of the weighted comparison graph. Motivated by this, our algorithmic innovation involves the development of an SDP-based approach to reweight the semi-random graph and meet specified spectral properties. Additionally, we propose a first-order method based on the Matrix Multiplicative Weight Update (MMWU) framework. This method efficiently solves the resulting SDP in nearly-linear time relative to the size of the semi-random comparison graph.

On the design-dependent suboptimality of the Lasso

This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of the design matrix is bounded away from zero. In addition to this information-theoretic result, we provide and analyze a procedure which is simultaneously statistically optimal and computationally efficient, based on soft thresholding the ordinary least squares estimator. Most surprisingly, we show that the Lasso estimator -- despite its widespread adoption for sparse linear regression -- is provably minimax rate-suboptimal when the minimum singular value is small. We present a family of design matrices and sparse parameters for which we can guarantee that the Lasso with any choice of regularization parameter -- including those which are data-dependent and randomized -- would fail in the sense that its estimation rate is suboptimal by polynomial factors in the sample size. Our lower bound is strong enough to preclude the statistical optimality of all forms of the Lasso, including its highly popular penalized, norm-constrained, and cross-validated variants.

Maximum Likelihood Estimation is All You Need for Well-Specified Covariate Shift

A key challenge of modern machine learning systems is to achieve Out-of-Distribution (OOD) generalization -- generalizing to target data whose distribution differs from that of source data. Despite its significant importance, the fundamental question of ``what are the most effective algorithms for OOD generalization'' remains open even under the standard setting of covariate shift. This paper addresses this fundamental question by proving that, surprisingly, classical Maximum Likelihood Estimation (MLE) purely using source data (without any modification) achieves the minimax optimality for covariate shift under the well-specified setting. That is, no algorithm performs better than MLE in this setting (up to a constant factor), justifying MLE is all you need. Our result holds for a very rich class of parametric models, and does not require any boundedness condition on the density ratio. We illustrate the wide applicability of our framework by instantiating it to three concrete examples -- linear regression, logistic regression, and phase retrieval. This paper further complement the study by proving that, under the misspecified setting, MLE is no longer the optimal choice, whereas Maximum Weighted Likelihood Estimator (MWLE) emerges as minimax optimal in certain scenarios.