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Regularized MDPs serve as a smooth version of original MDPs. However, biased optimal policy always exists for regularized MDPs. Instead of making the coefficient{\lambda}of regularized term sufficiently small, we propose an adaptive…

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

This work studies a Reinforcement Learning (RL) problem in which we are given a set of trajectories collected with K baseline policies. Each of these policies can be quite suboptimal in isolation, and have strong performance in…

Scaling reinforcement learning to tens of thousands of parallel environments requires overcoming the limited exploration capacity of a single policy. Ensemble-based policy gradient methods, which employ multiple policies to collect diverse…

We study the problem of efficiently estimating counts for queries involving complex filters, such as user-defined functions, or predicates involving self-joins and correlated subqueries. For such queries, traditional sampling techniques may…

Many decisions involve choosing an uncertain course of actions in deep and wide decision trees, as when we plan to visit an exotic country for vacation. In these cases, exhaustive search for the best sequence of actions is not tractable due…

Algorithmic recommendations and decisions have become ubiquitous in today's society. Many of these data-driven policies, especially in the realm of public policy, are based on known, deterministic rules to ensure their transparency and…

The impossibility of simultaneously cloning non-orthogonal states lies at the foundations of quantum theory. Even when allowing for approximation errors, cloning an arbitrary unknown pure state requires as many initial copies as needed to…

An easy-to-implement form of the Metropolis Algorithm is described which, unlike most standard techniques, is well suited to sampling from multi-modal distributions on spaces with moderate numbers of dimensions (order ten) in environments…

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

Sampling from a distribution $p(x) \propto e^{-\mathcal{E}(x)}$ known up to a normalising constant is an important and challenging problem in statistics. Recent years have seen the rise of a new family of amortised sampling algorithms,…

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

In many domains, the exploration process of reinforcement learning will be too costly as it requires trying out suboptimal policies, resulting in a need for off-policy evaluation, in which a target policy is evaluated based on data…

How can we find a general way to choose the most suitable samples for training a classifier? Even with very limited prior information? Active learning, which can be regarded as an iterative optimization procedure, plays a key role to…

Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…