Sing-Yuan Yeh

Sing-Yuan Yeh, Fu-Chieh Chang, Chang-Wei Yueh et al.

Modern reinforcement learning (RL) often faces an enormous state-action space. Existing analytical results are typically for settings with a small number of state-actions, or simple models such as linearly modeled Q-functions. To derive statistically efficient RL policies handling large state-action spaces, with more general Q-functions, some recent works have considered nonlinear function approximation using kernel ridge regression. In this work, we derive sample complexities for kernel based Q-learning when a generative model exists. We propose a nonparametric Q-learning algorithm which finds an $ε$-optimal policy in an arbitrarily large scale discounted MDP. The sample complexity of the proposed algorithm is order optimal with respect to $ε$ and the complexity of the kernel (in terms of its information gain). To the best of our knowledge, this is the first result showing a finite sample complexity under such a general model.

Sing-Yuan Yeh, Yi-An Wu, Hau-Tieng Wu et al.

We propose a landmark-constrained algorithm, LA-VDM (Landmark Accelerated Vector Diffusion Maps), to accelerate the Vector Diffusion Maps (VDM) framework built upon the Graph Connection Laplacian (GCL), which captures pairwise connection relationships within complex datasets. LA-VDM introduces a novel two-stage normalization that effectively address nonuniform sampling densities in both the data and the landmark sets. Under a manifold model with the frame bundle structure, we show that we can accurately recover the parallel transport with landmark-constrained diffusion from a point cloud, and hence asymptotically LA-VDM converges to the connection Laplacian. The performance and accuracy of LA-VDM are demonstrated through experiments on simulated datasets and an application to nonlocal image denoising.

Sing-Yuan Yeh, Hau-Tieng Wu, Ronen Talmon et al.

Alternating Diffusion (AD) is a commonly applied diffusion-based sensor fusion algorithm. While it has been successfully applied to various problems, its computational burden remains a limitation. Inspired by the landmark diffusion idea considered in the Robust and Scalable Embedding via Landmark Diffusion (ROSELAND), we propose a variation of AD, called Landmark AD (LAD), which captures the essence of AD while offering superior computational efficiency. We provide a series of theoretical analyses of LAD under the manifold setup and apply it to the automatic sleep stage annotation problem with two electroencephalogram channels to demonstrate its application.

Sing-Yuan Yeh, Chun-Hao Yang

Persistent homology (PH) is a crucial concept in computational topology, providing a multiscale topological description of a space. It is particularly significant in topological data analysis, which aims to make statistical inference from a topological perspective. In this work, we introduce a new topological summary for Bayesian neural networks, termed the predictive topological uncertainty (pTU). The proposed pTU measures the uncertainty in the interaction between the model and the inputs. It provides insights from the model perspective: if two samples interact with a model in a similar way, then they are considered identically distributed. We also show that the pTU is insensitive to the model architecture. As an application, pTU is used to solve the out-of-distribution (OOD) detection problem, which is critical to ensure model reliability. Failure to detect OOD input can lead to incorrect and unreliable predictions. To address this issue, we propose a significance test for OOD based on the pTU, providing a statistical framework for this issue. The effectiveness of the framework is validated through various experiments, in terms of its statistical power, sensitivity, and robustness.