Collaborative Algorithms for Online Personalized Mean Estimation - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue Transactions on Machine Learning Research Journal Année : 2022

Collaborative Algorithms for Online Personalized Mean Estimation

Résumé

We consider an online estimation problem involving a set of agents. Each agent has access to a (personal) process that generates samples from a real-valued distribution and seeks to estimate its mean. We study the case where some of the distributions have the same mean, and the agents are allowed to actively query information from other agents. The goal is to design an algorithm that enables each agent to improve its mean estimate thanks to communication with other agents. The means as well as the number of distributions with same mean are unknown, which makes the task nontrivial. We introduce a novel collaborative strategy to solve this online personalized mean estimation problem. We analyze its time complexity and introduce variants that enjoy good performance in numerical experiments. We also extend our approach to the setting where clusters of agents with similar means seek to estimate the mean of their cluster.
Fichier principal
Vignette du fichier
tmlr.pdf (914.62 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03905917 , version 1 (19-12-2022)

Identifiants

Citer

Mahsa Asadi, Aurélien Bellet, Odalric-Ambrym Maillard, Marc Tommasi. Collaborative Algorithms for Online Personalized Mean Estimation. Transactions on Machine Learning Research Journal, 2022. ⟨hal-03905917⟩
26 Consultations
21 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More