{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/adaptive-monte-carlo-optimization","title":"Bandit-Based Monte Carlo Optimization for Nearest Neighbors","arxiv_id":"1805.08321","date":"2018-05-21","proceeding":null,"authors":["Vivek Bagaria","Tavor Z. Baharav","Govinda M. Kamath","David N. Tse"],"abstract":"The celebrated Monte Carlo method estimates an expensive-to-compute quantity by random sampling. Bandit-based Monte Carlo optimization is a general technique for computing the minimum of many such expensive-to-compute quantities by adaptive random sampling. The technique converts an optimization problem into a statistical estimation problem which is then solved via multi-armed bandits. We apply this technique to solve the problem of high-dimensional $k$-nearest neighbors, developing an algorithm which we prove is able to identify exact nearest neighbors with high probability. We show that under regularity assumptions on a dataset of $n$ points in $d$-dimensional space, the complexity of our algorithm scales logarithmically with the dimension of the data as $O\\left((n+d)\\log^2 \\left(\\frac{nd}{\\delta}\\right)\\right)$ for error probability $\\delta$, rather than linearly as in exact computation requiring $O(nd)$. We corroborate our theoretical results with numerical simulations, showing that our algorithm outperforms both exact computation and state-of-the-art algorithms such as kGraph, NGT, and LSH on real datasets.","url_abs":"https://arxiv.org/abs/1805.08321v4","url_pdf":"https://arxiv.org/pdf/1805.08321v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"adaptive-monte-carlo-optimization","repo_url":"https://github.com/govinda-kamath/combinatorial_MAB","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok"}}],"tasks":[{"task_slug":"clustering","task_name":"Clustering"},{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1805.08321","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}