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Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

Machine Learning · Computer Science 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

There are many algorithms for regret minimisation in episodic reinforcement learning. This problem is well-understood from a theoretical perspective, providing that the sequences of states, actions and rewards associated with each episode…

Machine Learning · Computer Science 2023-04-07 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

The twin support vector machine and its extensions have made great achievements in dealing with binary classification problems. However, it suffers from difficulties in effective solution of multi-classification and fast model selection.…

Machine Learning · Computer Science 2023-02-15 Liuyuan Chen , Kanglei Zhou , Junchang Jing , Haiju Fan , Juntao Li

Dual decomposition, and more generally Lagrangian relaxation, is a classical method for combinatorial optimization; it has recently been applied to several inference problems in natural language processing (NLP). This tutorial gives an…

Computation and Language · Computer Science 2014-05-21 Alexander M. Rush , Michael Collins

In traditional reinforcement learning (RL), the learner aims to solve a single objective optimization problem: find the policy that maximizes expected reward. However, in many real-world settings, it is important to optimize over multiple…

Machine Learning · Computer Science 2025-02-18 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

Aligning large language models to human preferences is inherently multidimensional, yet most pipelines collapse heterogeneous signals into a single optimizeable objective. We seek to answer what it would take to simultaneously align a model…

Machine Learning · Computer Science 2025-10-02 Yiran Shen , Yu Xia , Jonathan Chang , Prithviraj Ammanabrolu

We formalize a simple but natural subclass of service domains for relational planning problems with object-centered, independent exogenous events and additive rewards capturing, for example, problems in inventory control. Focusing on this…

Artificial Intelligence · Computer Science 2013-06-28 S. Joshi , R. Khardon , P. Tadepalli , A. Raghavan , A. Fern

Traditionally, there are several polynomial algorithms for linear programming including the ellipsoid method, the interior point method and other variants. Recently, Chubanov [Chubanov, 2015] proposed a projection and rescaling algorithm,…

Optimization and Control · Mathematics 2018-10-11 Zhize Li , Wei Zhang , Kees Roos

This paper presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably…

Optimization and Control · Mathematics 2022-01-19 Anirudh Subramanyam

Meta continual learning algorithms seek to train a model when faced with similar tasks observed in a sequential manner. Despite promising methodological advancements, there is a lack of theoretical frameworks that enable analysis of…

Machine Learning · Computer Science 2020-10-12 R. Krishnan , Prasanna Balaprakash

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…

Machine Learning · Computer Science 2025-05-29 Zhonglin Xie , Yiman Fong , Haoran Yuan , Zaiwen Wen

In this paper we propose an algorithm for polynomial-time reinforcement learning in factored Markov decision processes (FMDPs). The factored optimistic initial model (FOIM) algorithm, maintains an empirical model of the FMDP in a…

Artificial Intelligence · Computer Science 2009-04-23 Istvan Szita , Andras Lorincz

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Numerical Analysis · Computer Science 2017-02-15 Roberto Mínguez , Víctor Casero-Alonso

This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…

General Economics · Economics 2026-03-25 Pranjal Rawat

Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…

Optimization and Control · Mathematics 2023-06-05 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Andreas Hauptmann , Carola-Bibiane Schönlieb

We study deterministic and stochastic primal-dual sub-gradient algorithms for distributed optimization of a separable objective function with global inequality constraints. In both algorithms, the norm of the Lagrangian multipliers are…

Optimization and Control · Mathematics 2017-06-20 Masoud Badiei Khuzani , Na Li

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

Although different learning systems are coordinated to afford complex behavior, little is known about how this occurs. This article describes a theoretical framework that specifies how complex behaviors that might be thought to require…

Artificial Intelligence · Computer Science 2015-03-27 Yanping Liu , Erik D. Reichle

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng