Related papers: Tensor and Matrix Low-Rank Value-Function Approxim…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under…
This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…
Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…
Reinforcement learning (RL) is a promising approach for solving robotic manipulation tasks. However, it is challenging to apply the RL algorithms directly in the real world. For one thing, RL is data-intensive and typically requires…
This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…
Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…
The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…
Variational quantum algorithms (VQAs) are a broad class of algorithms with many applications in science and industry. Applying a VQA to a problem involves optimizing a parameterized quantum circuit by maximizing or minimizing a cost…
Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…
Tensor train (TT) decomposition is a powerful representation for high-order tensors, which has been successfully applied to various machine learning tasks in recent years. However, since the tensor product is not commutative, permutation of…
Fast-converging algorithms are a contemporary requirement in reinforcement learning. In the context of linear function approximation, the magnitude of the smallest eigenvalue of the key matrix is a major factor reflecting the convergence…
We consider real-world reinforcement learning (RL) of robotic manipulation tasks that involve both visuomotor skills and contact-rich skills. We aim to train a policy that maps multimodal sensory observations (vision and force) to a…
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal with high-dimensional random variables (RVs). A high-dimensional RV can be described by its probability density (pdf) and/or by the…
Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…
We study the problem of robust matrix completion (RMC), where the partially observed entries of an underlying low-rank matrix is corrupted by sparse noise. Existing analysis of the non-convex methods for this problem either requires the…
We make progress in a long-standing problem of batch reinforcement learning (RL): learning $Q^\star$ from an exploratory and polynomial-sized dataset, using a realizable and otherwise arbitrary function class. In fact, all existing…
This paper studies how to sketch element-wise functions of low-rank matrices. Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we aim for finding an approximated low-rank representation of the (possibly high-rank)…
Value functions are crucial for model-free Reinforcement Learning (RL) to obtain a policy implicitly or guide the policy updates. Value estimation heavily depends on the stochasticity of environmental dynamics and the quality of reward…
Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…