Yuxuan Han

Yuxuan Han, Ruicheng Wang, Jiaolong Yang

This paper deals with the challenging task of synthesizing novel views for in-the-wild photographs. Existing methods have shown promising results leveraging monocular depth estimation and color inpainting with layered depth representations. However, these methods still have limited capability to handle scenes with complex 3D geometry. We propose a new method based on the multiplane image (MPI) representation. To accommodate diverse scene layouts in the wild and tackle the difficulty in producing high-dimensional MPI contents, we design a network structure that consists of two novel modules, one for plane depth adjustment and another for depth-aware color prediction. The former adjusts the initial plane positions using the RGBD context feature and an attention mechanism. Given adjusted depth values, the latter predicts the color and density for each plane separately with proper inter-plane interactions achieved via a feature masking strategy. To train our method, we construct large-scale stereo training data using only unconstrained single-view image collections by a simple yet effective warp-back strategy. The experiments on both synthetic and real datasets demonstrate that our trained model works remarkably well and achieves state-of-the-art results.

Yuxuan Han, Jialin Zeng, Yang Wang et al.

We study the stochastic contextual bandit with knapsacks (CBwK) problem, where each action, taken upon a context, not only leads to a random reward but also costs a random resource consumption in a vector form. The challenge is to maximize the total reward without violating the budget for each resource. We study this problem under a general realizability setting where the expected reward and expected cost are functions of contexts and actions in some given general function classes $\mathcal{F}$ and $\mathcal{G}$, respectively. Existing works on CBwK are restricted to the linear function class since they use UCB-type algorithms, which heavily rely on the linear form and thus are difficult to extend to general function classes. Motivated by online regression oracles that have been successfully applied to contextual bandits, we propose the first universal and optimal algorithmic framework for CBwK by reducing it to online regression. We also establish the lower regret bound to show the optimality of our algorithm for a variety of function classes.

Yuxuan Han, Zhicong Liang, Zhipeng Liang et al.

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially. We also consider the continual release model where parameters related to private information are updated and released upon each new data, often known as the online algorithms. Despite that numerous algorithms have been developed to achieve the optimal excess risks in different $\ell_p$ norm geometries, yet none of the existing ones can be adapted to the streaming and continual release setting. To address such a challenge as the online convex optimization with privacy protection, we propose a private variant of online Frank-Wolfe algorithm with recursive gradients for variance reduction to update and reveal the parameters upon each data. Combined with the adaptive differential privacy analysis, our online algorithm achieves in linear time the optimal excess risk when $1<p\leq 2$ and the state-of-the-art excess risk meeting the non-private lower ones when $2<p\leq\infty$. Our algorithm can also be extended to the case $p=1$ to achieve nearly dimension-independent excess risk. While previous variance reduction results on recursive gradient have theoretical guarantee only in the independent and identically distributed sample setting, we establish such a guarantee in a non-stationary setting. To demonstrate the virtues of our method, we design the first DP algorithm for high-dimensional generalized linear bandits with logarithmic regret. Comparative experiments with a variety of DP-SCO and DP-Bandit algorithms exhibit the efficacy and utility of the proposed algorithms.

Junyi Fan, Yuxuan Han, Jialin Zeng et al.

Efficiently learning equilibria with large state and action spaces in general-sum Markov games while overcoming the curse of multi-agency is a challenging problem. Recent works have attempted to solve this problem by employing independent linear function classes to approximate the marginal $Q$-value for each agent. However, existing sample complexity bounds under such a framework have a suboptimal dependency on the desired accuracy $\varepsilon$ or the action space. In this work, we introduce a new algorithm, Lin-Confident-FTRL, for learning coarse correlated equilibria (CCE) with local access to the simulator, i.e., one can interact with the underlying environment on the visited states. Up to a logarithmic dependence on the size of the state space, Lin-Confident-FTRL learns $ε$-CCE with a provable optimal accuracy bound $O(ε^{-2})$ and gets rids of the linear dependency on the action space, while scaling polynomially with relevant problem parameters (such as the number of agents and time horizon). Moreover, our analysis of Linear-Confident-FTRL generalizes the virtual policy iteration technique in the single-agent local planning literature, which yields a new computationally efficient algorithm with a tighter sample complexity bound when assuming random access to the simulator.

Yingying Fan, Yuxuan Han, Jinchi Lv et al.

In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence Bound (UCB) algorithm that incorporates variance estimates into its decision-making process. More precisely, we provide an asymptotic characterization of the arm-pulling rates for UCB-V, extending recent results for the canonical UCB in Kalvit and Zeevi (2021) and Khamaru and Zhang (2024). In an interesting contrast to the canonical UCB, our analysis reveals that the behavior of UCB-V can exhibit instability, meaning that the arm-pulling rates may not always be asymptotically deterministic. Besides the asymptotic characterization, we also provide non-asymptotic bounds for the arm-pulling rates in the high probability regime, offering insights into the regret analysis. As an application of this high probability result, we establish that UCB-V can achieve a more refined regret bound, previously unknown even for more complicate and advanced variance-aware online decision-making algorithms.