Recep Can Yavas

Recep Can Yavas, Vincent Y. F. Tan

We study the best-arm identification problem in sparse linear bandits under the fixed-budget setting. In sparse linear bandits, the unknown feature vector $θ^*$ may be of large dimension $d$, but only a few, say $s \ll d$ of these features have non-zero values. We design a two-phase algorithm, Lasso and Optimal-Design- (Lasso-OD) based linear best-arm identification. The first phase of Lasso-OD leverages the sparsity of the feature vector by applying the thresholded Lasso introduced by Zhou (2009), which estimates the support of $θ^*$ correctly with high probability using rewards from the selected arms and a judicious choice of the design matrix. The second phase of Lasso-OD applies the OD-LinBAI algorithm by Yang and Tan (2022) on that estimated support. We derive a non-asymptotic upper bound on the error probability of Lasso-OD by carefully choosing hyperparameters (such as Lasso's regularization parameter) and balancing the error probabilities of both phases. For fixed sparsity $s$ and budget $T$, the exponent in the error probability of Lasso-OD depends on $s$ but not on the dimension $d$, yielding a significant performance improvement for sparse and high-dimensional linear bandits. Furthermore, we show that Lasso-OD is almost minimax optimal in the exponent. Finally, we provide numerical examples to demonstrate the significant performance improvement over the existing algorithms for non-sparse linear bandits such as OD-LinBAI, BayesGap, Peace, LinearExploration, and GSE.

Recep Can Yavas

We study variable-length feedback (VLF) codes over binary-input memoryless symmetric (BMS) channels using posterior matching with small-enough-difference (SED) partitioning. Prior analyses of SED-based schemes rely on bounded log-likelihood ratio (LLR) increments, restricting their scope to discrete-output channels such as the binary symmetric channel (BSC). We remove this restriction and provide an analysis of posterior matching that covers a broad class of BMS channels, including continuous-output channels such as the binary-input AWGN channel. We derive a novel non-asymptotic achievability bound on the expected decoding time that decomposes into communication, confirmation, and recovery terms with explicit dependence on the channel capacity~$C$, the KL divergence~$C_1$, and the Bhattacharyya parameter of the channel. The proof develops new stopping-time and overshoot bounds for submartingales and random walks with unbounded increments, drawing on tools from renewal theory. On the algorithmic side, we propose a low-complexity encoder that enforces the exact SED partition at every step by grouping messages according to their log-likelihood ratios that are assumed to land on a lattice, and applying a batched correction step that restores the partition balance. The resulting encoder complexity is polynomial in the number of transmitted bits. For continuous-output channels, the lattice structure is enforced through output quantization satisfying an exact induced-lattice constraint; the associated capacity loss is $O(\log B / B^2)$ for a $B$-level quantizer. These results yield a VLF coding scheme for BMS channels that simultaneously achieves strong non-asymptotic performance and practical encoder complexity.