Related papers: An Inverse Method for Policy-Iteration Based Algor…
While recent progress has spawned very powerful machine learning systems, those agents remain extremely specialized and fail to transfer the knowledge they gain to similar yet unseen tasks. In this paper, we study a simple reinforcement…
We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…
We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…
We consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. In this problem, we are given an undirected graph. Each edge is assigned a known, independent probability of existence and…
We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…
We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…
The famous Policy Iteration algorithm alternates between policy improvement and policy evaluation. Implementations of this algorithm with several variants of the latter evaluation stage, e.g, $n$-step and trace-based returns, have been…
This paper introduces a graph-based algorithm for solving single-item, single-location inventory lot-sizing problems under non-stationary stochastic demand using the $(R_t, S_t)$ policy and a penalty cost scheme. The proposed method relaxes…
We study the stable matching problem in non-bipartite graphs with incomplete but strict preference lists, where the edges have weights and the goal is to compute a stable matching of minimum or maximum weight. This problem is known to be…
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set…
In this paper, we aim to develop a simple and scalable reinforcement learning algorithm that uses standard supervised learning methods as subroutines. Our goal is an algorithm that utilizes only simple and convergent maximum likelihood loss…
Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…
Suppose you are given a graph $G=(V,E)$ with a weight assignment $w:V\rightarrow\mathbb{Z}$ and that your objective is to modify $w$ using legal steps such that all vertices will have the same weight, where in each legal step you are…
We analyze variational inference for highly symmetric graphical models such as those arising from first-order probabilistic models. We first show that for these graphical models, the tree-reweighted variational objective lends itself to a…
Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…
Multi-attributed graph matching is a problem of finding correspondences between two sets of data while considering their complex properties described in multiple attributes. However, the information of multiple attributes is likely to be…
Policy gradient based reinforcement learning algorithms coupled with neural networks have shown success in learning complex policies in the model free continuous action space control setting. However, explicitly parameterized policies are…
This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…
We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…