Related papers: Log Barriers for Safe Black-box Optimization with …

As the complexity of control systems increases, the need for systematic methods to guarantee their efficacy grows as well. However, direct testing of these systems is oftentimes costly, difficult, or impractical. As a result, the test and…

Safe reinforcement learning (Safe RL) seeks to maximize rewards while satisfying safety constraints, typically addressed through Lagrangian-based methods. However, existing approaches, including PID and classical Lagrangian methods, suffer…

Safety is an essential component for deploying reinforcement learning (RL) algorithms in real-world scenarios, and is critical during the learning process itself. A natural first approach toward safe RL is to manually specify constraints on…

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Safe exploration is a key to applying reinforcement learning (RL) in safety-critical systems. Existing safe exploration methods guaranteed safety under the assumption of regularity, and it has been difficult to apply them to large-scale…

The safe linear bandit problem (SLB) is an online approach to linear programming with unknown objective and unknown roundwise constraints, under stochastic bandit feedback of rewards and safety risks of actions. We study the tradeoffs…

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus…

This paper presents a methodology for Practically Safe Extremum Seeking (PSfES), designed to optimize unknown objective functions while strictly enforcing safety constraints via a Logarithmic Barrier Function (LBF). Unlike traditional…

This paper is devoted to the study of the solution of a stochastic convex black box optimization problem. Where the black box problem means that the gradient-free oracle only returns the value of objective function, not its gradient. We…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Under voltage load shedding has been considered as a standard approach to recover the voltage stability of the electric power grid under emergency conditions, yet this scheme usually trips a massive amount of load inefficiently.…

A matrix free and a low rank approximation preconditioner are proposed to accelerate the convergence of stochastic gradient descent (SGD) by exploiting curvature information sampled from Hessian-vector products or finite differences of…

In this paper, we revisit \textsf{ROOT-SGD}, an innovative method for stochastic optimization to bridge the gap between stochastic optimization and statistical efficiency. The proposed method enhances the performance and reliability of…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

An important open problem is the theoretically feasible acceleration of mini-batch SGD-type algorithms on quadratic problems with power-law spectrum. In the non-stochastic setting, the optimal exponent $\xi$ in the loss convergence $L_t\sim…

Safe reinforcement learning (Safe RL) aims to ensure policy performance while satisfying safety constraints. However, most existing Safe RL methods assume benign environments, making them vulnerable to adversarial perturbations commonly…

In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…