Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data usually tend to be high-dimensional, which leads to new challenges for traditional linear bandits mostly designed for the setting of low-dimensional contextual data. Due to the curse of dimensionality, there are two challenges in most of the current bandit algorithms: the first is high time-complexity; and the second is extreme large upper regret bounds with high-dimensional data. In this paper, in order to attack the above two challenges effectively, we develop an algorithm of Contextual Bandits via RAndom Projection ( CBRAP ) in the setting of linear payoffs, which works especially for high-dimensional contextual data. The proposed CBRAP algorithm is time-efficient and flexible, because it enables players to choose an arm in a low-dimensional space, and relaxes the sparsity assumption of constant number of non-zero components in previous work. Besides, we provide a linear upper regret bound for the proposed algorithm, which is associated with reduced dimensions.
@cite_5 , the authors proposed new methods for constructing sparse random sign matrix for dimensionality reduction. In the ensuing section, we name our algorithm of CBRAP with Random Sign (RS) matrix (abbreviated as CBRAP.RS ).
@cite_5
2037757210
Erasure codes, such as Reed-Solomon (RS) codes, are increasingly being deployed as an alternative to data-replication for fault tolerance in distributed storage systems. While RS codes provide significant savings in storage space, they can impose a huge burden on the I O and network resources when reconstructing failed or otherwise unavailable data. A recent class of erasure codes, called minimum-storage-regeneration (MSR) codes, has emerged as a superior alternative to the popular RS codes, in that it minimizes network transfers during reconstruction while also being optimal with respect to storage and reliability. However, existing practical MSR codes do not address the increasingly important problem of I O overhead incurred during reconstructions, and are, in general, inferior to RS codes in this regard. In this paper, we design erasure codes that are simultaneously optimal in terms of I O, storage, and network bandwidth. Our design builds on top of a class of powerful practical codes, called the product-matrix-MSR codes. Evaluations show that our proposed design results in a significant reduction the number of I Os consumed during reconstructions (a 5× reduction for typical parameters), while retaining optimality with respect to storage, reliability, and network bandwidth. Consider an @math matrix @math with the restricted isometry property of order k and level @math ; that is, the norm of any k-sparse vector in @math is preserved to within a multiplicative factor of @math under application of @math . We show that by randomizing the column signs of such a matrix @math , the resulting map with high probability embeds any fixed set of @math points in @math into @math without distorting the norm of any point in the set by more than a factor of @math . Consequently, matrices with the restricted isometry property and with randomized column signs provide optimal Johnson–Lindenstrauss embeddings up to logarithmic factors in N. In particular, our results improve the best known bounds on the necessary embedding dimension m for a wide class of structured random matrices; for partial Fourier and partial Hadamard matrices, we improve the recent bound @math given by Ailon and Liberty to $m... Petabyte-scale distributed storage systems are currently transitioning to erasure codes to achieve higher storage efficiency. Classical codes like Reed-Solomon are highly sub-optimal for distributed environments due to their high overhead in single-failure events. Locally Repairable Codes (LRCs) form a new family of codes that are repair efficient. In particular, LRCs minimize the number of nodes participating in single node repairs during which they generate small network traffic. Two large-scale distributed storage systems have already implemented different types of LRCs: Windows Azure Storage and the Hadoop Distributed File System RAID used by Facebook. The fundamental bounds for LRCs, namely the best possible distance for a given code locality, were recently discovered, but few explicit constructions exist. In this work, we present an explicit and optimal LRCs that are simple to construct. Our construction is based on grouping Reed-Solomon (RS) coded symbols to obtain RS coded symbols over a larger finite field. We then partition these RS symbols in small groups, and re-encode them using a simple local code that offers low repair locality. For the analysis of the optimality of the code, we derive a new result on the matroid represented by the code generator matrix. Random projections have recently emerged as a powerful method for dimensionality reduction. Theoretical results indicate that the method preserves distances quite nicely; however, empirical results are sparse. We present experimental results on using random projection as a dimensionality reduction tool in a number of cases, where the high dimensionality of the data would otherwise lead to burden-some computations. Our application areas are the processing of both noisy and noiseless images, and information retrieval in text documents. We show that projecting the data onto a random lower-dimensional subspace yields results comparable to conventional dimensionality reduction methods such as principal component analysis: the similarity of data vectors is preserved well under random projection. However, using random projections is computationally significantly less expensive than using, e.g., principal component analysis. We also show experimentally that using a sparse random matrix gives additional computational savings in random projection.