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Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…

Machine Learning · Computer Science 2024-11-05 Jonathan Pirnay , Dominik G. Grimm

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

This paper introduces two novel modifications to the Dynamic sAmpling Policy Optimization (DAPO) algorithm [1], approached from a mixed-policy perspective. Standard policy gradient methods can suffer from instability and sample…

Machine Learning · Computer Science 2025-08-20 Hongze Tan , Yuchen Li

We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…

Methodology · Statistics 2012-10-01 Jushan Bai , Yuan Liao

Model inversion attacks pose a significant privacy risk by attempting to reconstruct private training data from trained models. Most of the existing methods either depend on gradient estimation or require white-box access to model…

Machine Learning · Computer Science 2025-02-21 Xinpeng Shou

In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…

Machine Learning · Statistics 2025-03-14 Hamidreza Behjoo , Michael Chertkov

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Natural policy gradient methods are popular reinforcement learning methods that improve the stability of policy gradient methods by utilizing second-order approximations to precondition the gradient with the inverse of the…

Machine Learning · Computer Science 2022-10-12 Brennan Gebotys , Alexander Wong , David A. Clausi

In neural combinatorial optimization (CO), reinforcement learning (RL) can turn a deep neural net into a fast, powerful heuristic solver of NP-hard problems. This approach has a great potential in practical applications because it allows…

Machine Learning · Computer Science 2021-07-14 Yeong-Dae Kwon , Jinho Choo , Byoungjip Kim , Iljoo Yoon , Youngjune Gwon , Seungjai Min

Value function factorization methods are commonly used in cooperative multi-agent reinforcement learning, with QMIX receiving significant attention. Many QMIX-based methods introduce monotonicity constraints between the joint action value…

Machine Learning · Computer Science 2025-04-11 Chang Huang , Shatong Zhu , Junqiao Zhao , Hongtu Zhou , Chen Ye , Tiantian Feng , Changjun Jiang

We present Coordinated Proximal Policy Optimization (CoPPO), an algorithm that extends the original Proximal Policy Optimization (PPO) to the multi-agent setting. The key idea lies in the coordinated adaptation of step size during the…

Artificial Intelligence · Computer Science 2021-11-09 Zifan Wu , Chao Yu , Deheng Ye , Junge Zhang , Haiyin Piao , Hankz Hankui Zhuo

While extreme-scale language models have demonstrated exceptional performance on a variety of language tasks, the degree of control over these language models through pure prompting can often be limited. Directly fine-tuning such language…

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

We present an extension of two policy-iteration based algorithms on weighted graphs (viz., Markov Decision Problems and Max-Plus Algebras). This extension allows us to solve the following inverse problem: considering the weights of the…

Discrete Mathematics · Computer Science 2009-11-18 Laurent Fribourg , Etienne André

One of the main challenges in the field of embodied artificial intelligence is the open-ended autonomous learning of complex behaviours. Our approach is to use task-independent, information-driven intrinsic motivation(s) to support…

Artificial Intelligence · Computer Science 2013-09-27 Keyan Zahedi , Georg Martius , Nihat Ay

The Increasing Population Covariance Matrix Adaptation Evolution Strategy (IPOP-CMA-ES) algorithm is a reference stochastic optimizer dedicated to blackbox optimization, where no prior knowledge about the underlying problem structure is…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-02 David Redon , Pierre Fortin , Bilel Derbel , Miwako Tsuji , Mitsuhisa Sato

The aim of this paper is to study the optimal investment problem by using coherent acceptability indices (CAIs) as a tool to measure the portfolio performance. We call this problem the acceptability maximization. First, we study the…

Mathematical Finance · Quantitative Finance 2020-12-23 Gabriela Kováčová , Birgit Rudloff , Igor Cialenco

Although there is growing interest in measuring integrated information in computational and cognitive systems, current methods for doing so in practice are computationally unfeasible. Existing and novel integration measures are investigated…

Neurons and Cognition · Quantitative Biology 2017-02-08 Max Tegmark

Despite advancements in deep reinforcement learning algorithms, developing an effective exploration strategy is still an open problem. Most existing exploration strategies either are based on simple heuristics, or require the model of the…

Machine Learning · Computer Science 2021-02-11 Arash Mahyari