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Simulating a single trajectory of a dynamical system under some state-dependent policy is a core bottleneck in policy optimization (PO) algorithms. The many inherently serial policy evaluations that must be performed in a single simulation…

Artificial Intelligence · Computer Science 2025-02-18 Vivek Farias , Joren Gijsbrechts , Aryan Khojandi , Tianyi Peng , Andrew Zheng

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

Optimization and Control · Mathematics 2019-10-15 Omar El Housni , Vineet Goyal

Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

A long-lived autonomous agent should be able to respond online to novel instances of tasks from a familiar domain. Acting online requires 'fast' responses, in terms of rapid convergence, especially when the task instance has a short…

Artificial Intelligence · Computer Science 2015-12-15 Benjamin Rosman , Majd Hawasly , Subramanian Ramamoorthy

We tackle the issue of finding a good policy when the number of policy updates is limited. This is done by approximating the expected policy reward as a sequence of concave lower bounds which can be efficiently maximized, drastically…

Artificial Intelligence · Computer Science 2016-12-30 Nicolas Le Roux

In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…

Machine Learning · Computer Science 2024-05-31 Weiye Zhao , Feihan Li , Yifan Sun , Rui Chen , Tianhao Wei , Changliu Liu

Spiking neural networks (SNNs) that mimic information transmission in the brain can energy-efficiently process spatio-temporal information through discrete and sparse spikes, thereby receiving considerable attention. To improve accuracy and…

Neural and Evolutionary Computing · Computer Science 2022-06-14 Byunggook Na , Jisoo Mok , Seongsik Park , Dongjin Lee , Hyeokjun Choe , Sungroh Yoon

We propose a physics-informed neural network policy iteration (PINN-PI) framework for solving stochastic optimal control problems governed by second-order Hamilton--Jacobi--Bellman (HJB) equations. At each iteration, a neural network is…

Machine Learning · Computer Science 2025-08-05 Yeongjong Kim , Yeoneung Kim , Minseok Kim , Namkyeong Cho

The Adaptive Seeding problem is an algorithmic challenge motivated by influence maximization in social networks: One seeks to select among certain accessible nodes in a network, and then select, adaptively, among neighbors of those nodes as…

Social and Information Networks · Computer Science 2015-07-10 Ashwinkumar Badanidiyuru , Christos Papadimitriou , Aviad Rubinstein , Lior Seeman , Yaron Singer

As one of the most important paradigms of recurrent neural networks, the echo state network (ESN) has been applied to a wide range of fields, from robotics to medicine, finance, and language processing. A key feature of the ESN paradigm is…

Machine Learning · Computer Science 2020-02-26 Pau Vilimelis Aceituno , Yan Gang , Yang-Yu Liu

A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…

Machine Learning · Statistics 2022-08-10 Jie Chen , Yongming Liu

We study the problem of how to construct a set of policies that can be composed together to solve a collection of reinforcement learning tasks. Each task is a different reward function defined as a linear combination of known features. We…

Artificial Intelligence · Computer Science 2021-12-13 Tom Zahavy , Andre Barreto , Daniel J Mankowitz , Shaobo Hou , Brendan O'Donoghue , Iurii Kemaev , Satinder Singh

Reservoir computing, using nonlinear dynamical systems, offers a cost-effective alternative to neural networks for complex tasks involving processing of sequential data, time series modeling, and system identification. Echo state networks…

Machine Learning · Computer Science 2025-01-14 Peter J. Ehlers , Hendra I. Nurdin , Daniel Soh

Short-term synaptic depression and facilitation have been found to greatly influence the performance of autoassociative neural networks. However, only partial results, focused for instance on the computation of the maximum storage capacity…

Disordered Systems and Neural Networks · Physics 2015-06-03 J. F. Mejias , B. Hernandez-Gomez , J. J. Torres

Stochastic processing networks (SPNs) have broad applications in healthcare, transportation, and communication networks. The control of SPN is to dynamically assign servers in batches under uncertainty to optimize long-run performance. This…

Systems and Control · Electrical Eng. & Systems 2025-10-09 Jim Dai , Manxi Wu , Zhanhao Zhang

Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…

Numerical Analysis · Mathematics 2026-03-30 Chao Chang , Yuning Yang

Large-scale approximate nearest neighbor search (ANN) has been gaining attention along with the latest machine learning researches employing ANNs. If the data is too large to fit in memory, it is necessary to search for the most similar…

Machine Learning · Computer Science 2025-01-29 Taiga Ikeda , Daisuke Miyashita , Jun Deguchi

Deep neural networks have recently drawn considerable attention to build and evaluate artificial learning models for perceptual tasks. Here, we present a study on the performance of the deep learning models to deal with global optimization…

Neural and Evolutionary Computing · Computer Science 2020-12-18 Hojjat Rakhshani , Lhassane Idoumghar , Soheila Ghambari , Julien Lepagnot , Mathieu Brévilliers

In optimal control problem, policy iteration (PI) is a powerful reinforcement learning (RL) tool used for designing optimal controller for the linear systems. However, the need for an initial stabilizing control policy significantly limits…

Optimization and Control · Mathematics 2024-11-13 Zhen Pang , Shengda Tang , Jun Cheng , Shuping He

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari