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We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

We propose a novel model-based reinforcement learning algorithm -- Dynamics Learning and predictive control with Parameterized Actions (DLPA) -- for Parameterized Action Markov Decision Processes (PAMDPs). The agent learns a…

Machine Learning · Computer Science 2024-05-27 Renhao Zhang , Haotian Fu , Yilin Miao , George Konidaris

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Social recommendations have been widely adopted in substantial domains. Recently, graph neural networks (GNN) have been employed in recommender systems due to their success in graph representation learning. However, dealing with the dynamic…

Social and Information Networks · Computer Science 2024-12-12 Behafarid Mohammad Jafari , Xiao Luo , Ali Jafari

Preference-based reinforcement learning has gained prominence as a strategy for training agents in environments where the reward signal is difficult to specify or misaligned with human intent. However, its effectiveness is often limited by…

Machine Learning · Computer Science 2025-08-27 Jonathan Erskine , Taku Yamagata , Raúl Santos-Rodríguez

This paper studies the probability of error associated with the social machine learning framework, which involves an independent training phase followed by a cooperative decision-making phase over a graph. This framework addresses the…

Machine Learning · Computer Science 2024-07-10 Ping Hu , Virginia Bordignon , Mert Kayaalp , Ali H. Sayed

We present Self-Play Preference Optimization (SPO), an algorithm for reinforcement learning from human feedback. Our approach is minimalist in that it does not require training a reward model nor unstable adversarial training and is…

Machine Learning · Computer Science 2024-06-14 Gokul Swamy , Christoph Dann , Rahul Kidambi , Zhiwei Steven Wu , Alekh Agarwal

Rewards play an essential role in reinforcement learning. In contrast to rule-based game environments with well-defined reward functions, complex real-world robotic applications, such as contact-rich manipulation, lack explicit and…

Machine Learning · Computer Science 2022-05-30 Yuning Wu , Jieliang Luo , Hui Li

Several recent unsupervised learning methods use probabilistic approaches to solve combinatorial optimization (CO) problems based on the assumption of statistically independent solution variables. We demonstrate that this assumption imposes…

Machine Learning · Computer Science 2023-11-27 Sebastian Sanokowski , Wilhelm Berghammer , Sepp Hochreiter , Sebastian Lehner

Using a martingale concentration inequality, concentration bounds `from time $n_0$ on' are derived for stochastic approximation algorithms with contractive maps and both martingale difference and Markov noises. These are applied to…

Machine Learning · Computer Science 2022-06-14 Siddharth Chandak , Vivek S. Borkar , Parth Dodhia

Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

Machine Learning · Statistics 2019-06-18 Belhal Karimi , Blazej Miasojedow , Eric Moulines , Hoi-To Wai

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

We consider a problem of stochastic online learning with general probabilistic graph feedback, where each directed edge in the feedback graph has probability $p_{ij}$. Two cases are covered. (a) The one-step case, where after playing arm…

Machine Learning · Computer Science 2019-11-22 Shuai Li , Wei Chen , Zheng Wen , Kwong-Sak Leung

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

We provide a general framework to study stochastic sequences related to individual learning in economics, learning automata in computer sciences, social learning in marketing, and other applications. More precisely, we study the asymptotic…

Probability · Mathematics 2014-10-07 Carlos Oyarzun , Johannes Ruf

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…

Artificial Intelligence · Computer Science 2019-07-10 Shuai Ma , Jia Yuan Yu , Ahmet Satir

Theoretical computer science plays an important role in the understanding of social networks and their properties. We can model information rippling throughout social networks, or the opinions of social media users for example, using graph…

Discrete Mathematics · Computer Science 2024-06-11 Timothy Horscroft

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

Probability · Mathematics 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson
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