Related papers: Greedy Algorithms for Sparse Reinforcement Learnin…
In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…
In this paper, we present new results on using orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries for complex cases (i.e., complex measurement vector, complex dictionary and complex…
This paper is concerned with the performance of Orthogonal Matching Pursuit (OMP) algorithms applied to a dictionary $\mathcal{D}$ in a Hilbert space $\mathcal{H}$. Given an element $f\in \mathcal{H}$, OMP generates a sequence of…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…
Offline Reinforcement Learning (RL) faces distributional shift and unreliable value estimation, especially for out-of-distribution (OOD) actions. To address this, existing uncertainty-based methods penalize the value function with…
The application of reinforcement learning (RL) to dynamic resource allocation in optical networks has been the focus of intense research activity in recent years, with almost 100 peer-reviewed papers. We present a review of progress in the…
Online mirror descent (OMD) is a fundamental algorithmic paradigm that underlies many algorithms in optimization, machine learning and sequential decision-making. The OMD iterates are defined as solutions to optimization subproblems which,…
The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…
Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…
Orthogonal Matching Pursuit (OMP) plays an important role in data science and its applications such as sparse subspace clustering and image processing. However, the existing OMP-based approaches lack of data adaptiveness so that the data…
Multi-goal reinforcement learning (RL) aims to qualify the agent to accomplish multi-goal tasks, which is of great importance in learning scalable robotic manipulation skills. However, reward engineering always requires strenuous efforts in…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…
Learning to optimize is an approach that leverages training data to accelerate the solution of optimization problems. Many approaches use unrolling to parametrize the update step and learn optimal parameters. Although L2O has shown…
Online map matching is a fundamental problem in location-based services, aiming to incrementally match trajectory data step-by-step onto a road network. However, existing methods fail to meet the needs for efficiency, robustness, and…
Greedy sparse recovery has become a popular tool in many applications, although its complexity is still prohibitive when large sparsifying dictionaries or sensing matrices have to be exploited. In this paper, we formulate first a new class…
We propose a novel sparse preference learning/ranking algorithm. Our algorithm approximates the true utility function by a weighted sum of basis functions using the squared loss on pairs of data points, and is a generalization of the kernel…
Modern LiDAR-SLAM (L-SLAM) systems have shown excellent results in large-scale, real-world scenarios. However, they commonly have a high latency due to the expensive data association and nonlinear optimization. This paper demonstrates that…
Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…
This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…