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Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…

Optimization and Control · Mathematics 2018-11-22 Donghwan Lee , Jianghai Hu

The growing number of pretrained models in Machine Learning (ML) presents significant challenges for practitioners. Given a new dataset, they need to determine the most suitable deep learning (DL) pipeline, consisting of the pretrained…

Machine Learning · Computer Science 2025-06-17 Fabio Ferreira

Existing work on continual learning (CL) is primarily devoted to developing algorithms for models trained from scratch. Despite their encouraging performance on contrived benchmarks, these algorithms show dramatic performance drops in…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Kuan-Ying Lee , Yuanyi Zhong , Yu-Xiong Wang

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Optimization and Control · Mathematics 2019-12-04 Xiaokai Chang , Sanyang Liu

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

Optimization and Control · Mathematics 2017-10-09 Junyu Zhang , Shiqian Ma , Shuzhong Zhang

Offline constrained reinforcement learning (RL) aims to learn a policy that maximizes the expected cumulative reward subject to constraints on expected cumulative cost using an existing dataset. In this paper, we propose Primal-Dual-Critic…

Machine Learning · Computer Science 2023-10-23 Kihyuk Hong , Yuhang Li , Ambuj Tewari

We study a class of misspecified saddle point (SP) problems, where the optimization objective depends on an unknown parameter that must be learned concurrently from data. Unlike existing studies that assume parameters are fully known or…

Machine Learning · Computer Science 2025-10-08 Mohammad Mahdi Ahmadi , Erfan Yazdandoost Hamedani

Studies on artificial neural networks rarely address both vanishing gradients and overfitting issues. In this study, we follow the pupil learning procedure, which has the features of interpreting, picking, understanding, cramming, and…

Machine Learning · Computer Science 2023-08-01 Rua-Huan Tsaih , Yu-Hang Chien , Shih-Yi Chien

As a popular paradigm for juggling data privacy and collaborative training, federated learning (FL) is flourishing to distributively process the large scale of heterogeneous datasets on edged clients. Due to bandwidth limitations and…

Machine Learning · Computer Science 2025-01-22 Yan Sun , Li Shen , Dacheng Tao

We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized PD (LPD) method. For convex-strongly…

Optimization and Control · Mathematics 2023-05-19 Mohammad Khalafi , Digvijay Boob

In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

Adversarial attack has recently become a tremendous threat to deep learning models. To improve the robustness of machine learning models, adversarial training, formulated as a minimax optimization problem, has been recognized as one of the…

Machine Learning · Computer Science 2020-04-28 Yuanhao Xiong , Cho-Jui Hsieh

Deep reinforcement learning (DRL) has attracted much attention as an approach to solve optimal control problems without mathematical models of systems. On the other hand, in general, constraints may be imposed on optimal control problems.…

Machine Learning · Statistics 2022-11-22 Junya Ikemoto , Toshimitsu Ushio

Classical primal-dual algorithms attempt to solve $\max_{\mu}\min_{x} \mathcal{L}(x,\mu)$ by alternatively minimizing over the primal variable $x$ through primal descent and maximizing the dual variable $\mu$ through dual ascent. However,…

Optimization and Control · Mathematics 2023-11-20 Kaizhao Sun , Andy Sun

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Self-paced learning (SPL) is a recently raised methodology designed through simulating the learning principle of humans/animals. A variety of SPL realization schemes have been designed for different computer vision and pattern recognition…

Machine Learning · Computer Science 2016-11-02 Deyu Meng , Qian Zhao , Lu Jiang

Locally supervised learning aims to train a neural network based on a local estimation of the global loss function at each decoupled module of the network. Auxiliary networks are typically appended to the modules to approximate the gradient…

Machine Learning · Computer Science 2022-08-02 Hasnain Irshad Bhatti , Jaekyun Moon
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