## PAC Mode Estimation using PPR Martingale Confidence Sequences

### Shubham A Jain · Rohan Shah · Sanit Gupta · Denil Mehta · Inderjeet Nair · Jian Vora · Sushil Khyalia · Sourav Das · Vinay Ribeiro · Shivaram Kalyanakrishnan

[ Abstract ]
Wed 30 Mar 8:30 a.m. PDT — 10 a.m. PDT

Abstract: We consider the problem of correctly identifying the mode of a discrete distribution $\mathcal{P}$ with sufficiently high probability by observing a sequence of i.i.d. samples drawn from $\mathcal{P}$. This problem reduces to the estimation of a single parameter when $\mathcal{P}$ has a support set of size $K = 2$. After noting that this special case is handled very well by prior-posterior-ratio (PPR) martingale confidence sequences (Waudby-Smith and Ramdas, 2020), we propose a generalisation to mode estimation, in which $\mathcal{P}$ may take $K \geq 2$ values. To begin, we show that the "one-versus-one" principle to generalise from $K = 2$ to $K \geq 2$ classes is more efficient than the "one-versus-rest" alternative. We then prove that our resulting stopping rule, denoted PPR-1v1, is asymptotically optimal (as the mistake probability is taken to 0). PPR-1v1 is simple and computationally light, and incurs significantly fewer samples than competitors even in the non-asymptotic regime. We demonstrate its gains in two practical applications of sampling: election forecasting and verification of smart contracts in blockchains.

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