Related papers: Some Simulation Results for Emphatic Temporal-Diff…
Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…
Sutton, Szepesv\'{a}ri and Maei introduced the first gradient temporal-difference (GTD) learning algorithms compatible with both linear function approximation and off-policy training. The goal of this paper is (a) to propose some variants…
Considering the natural ventilation, the thermal behavior of buildings can be described by a linear time varying model. In this paper, we describe an implementation of model reduction of linear time varying systems. We show the consequences…
Concurrent systems are notoriously difficult to analyze, and technological advances such as weak memory architectures greatly compound this problem. This has renewed interest in partial order semantics as a theoretical foundation for formal…
In this paper, we consider the problem of event classification with multi-variate time series data consisting of heterogeneous (continuous and categorical) variables. The complex temporal dependencies between the variables combined with…
Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…
This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…
The main goal of this paper is twofold. First, we extend some results known in the case of weak greedy algorithms with a scalar parameter to the case of weak greedy algorithms with a weakness sequence. Second, we formulate a new setting of…
We consider a prospect theoretic version of the classical Q-learning algorithm for discounted reward Markov decision processes, wherein the controller perceives a distorted and noisy future reward, modeled by a nonlinearity that accentuates…
We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential…
This paper presents a novel framework for automatic learning of complex strategies in human decision making. The task that we are interested in is to better facilitate long term planning for complex, multi-step events. We observe temporal…
Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…
This paper revisits and extends the convergence and robustness properties of value and policy iteration algorithms for discrete-time linear quadratic regulator problems. In the model-based case, we extend current results concerning the…
The family of temporal difference (TD) methods span a spectrum from computationally frugal linear methods like TD({\lambda}) to data efficient least squares methods. Least square methods make the best use of available data directly…
Episodic self-imitation learning, a novel self-imitation algorithm with a trajectory selection module and an adaptive loss function, is proposed to speed up reinforcement learning. Compared to the original self-imitation learning algorithm,…
This chapter provides three tutorial exercises on physics-constrained regression. These are implemented as toy problems that seek to mimic grand challenges in (1) the super-resolution and data assimilation of the velocity field in image…
In [1, 2], we have explored the theoretical aspects of feature extraction optimization processes for solving largescale problems and overcoming machine learning limitations. Majority of optimization algorithms that have been introduced in…
We encounter variables with little variation often in educational data mining (EDM) due to the demographics of higher education and the questions we ask. Yet, little work has examined how to analyze such data. Therefore, we conducted a…
We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…
We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…