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Summary of Just Wing It: Near-optimal Estimation Of Missing Mass in a Markovian Sequence, by Ashwin Pananjady et al.


Just Wing It: Near-Optimal Estimation of Missing Mass in a Markovian Sequence

by Ashwin Pananjady, Vidya Muthukumar, Andrew Thangaraj

First submitted to arxiv on: 8 Apr 2024

Categories

  • Main: Machine Learning (stat.ML)
  • Secondary: Information Theory (cs.IT); Machine Learning (cs.LG); Probability (math.PR); Statistics Theory (math.ST)

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
A new machine learning approach is presented for estimating the missing mass in a single trajectory of a discrete-time Markov chain. The authors develop an estimator called Windowed Good-Turing (WingIt) that can handle large state spaces and has a minimax-optimal risk decay rate. This method outperforms existing heuristic estimators, which lack guarantees. The WingIt estimator is shown to have a linear runtime and its variance is bounded. Additionally, the authors extend their approach to approximate the stationary mass for elements with small frequency in the trajectory. Evaluations on canonical chains and natural language text demonstrate the efficacy of the proposed method.
Low GrooveSquid.com (original content) Low Difficulty Summary
A new way to estimate missing information in a special kind of math model (Markov chain) is shown to be effective. The problem is important because it helps smooth out noisy data in machine learning models. Existing methods are flawed, so researchers developed a new approach called WingIt. This new method can handle big datasets and has a guaranteed level of accuracy. It’s also fast and doesn’t get stuck on tricky problems. The authors tested their approach on simulated data and real-world text data to show it works well.

Keywords

* Artificial intelligence  * Machine learning