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Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical…

Machine Learning · Statistics 2022-06-08 Yi-An Ma , Yuansi Chen , Chi Jin , Nicolas Flammarion , Michael I. Jordan

The reinforcement learning algorithms that focus on how to compute the gradient and choose next actions, are effectively improved the performance of the agents. However, these algorithms are environment-agnostic. This means that the…

Machine Learning · Computer Science 2023-11-28 Pouya Parsa , Raoof Zare Moayedi , Mohammad Bornosi , Mohammad Mahdi Bejani

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

Learning from Demonstration is increasingly used for transferring operator manipulation skills to robots. In practice, it is important to cater for limited data and imperfect human demonstrations, as well as underlying safety constraints.…

Robotics · Computer Science 2020-04-03 Ya-Yen Tsai , Bo Xiao , Edward Johns , Guang-Zhong Yang

Imitation learning algorithms learn a policy from demonstrations of expert behavior. We show that, for deterministic experts, imitation learning can be done by reduction to reinforcement learning with a stationary reward. Our theoretical…

Machine Learning · Statistics 2022-03-16 Kamil Ciosek

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Model-based reinforcement learning attempts to use an available or learned model to improve the data efficiency of reinforcement learning. This work proposes a one-step lookback approach that jointly learns the deep incremental model and…

Robotics · Computer Science 2025-02-28 Cong Li

Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…

Machine Learning · Computer Science 2024-10-10 Jiawei Yao , Chuming Li , Canran Xiao

Q-learning is a widely used algorithm in reinforcement learning (RL), but its convergence can be slow, especially when the discount factor is close to one. Successive Over-Relaxation (SOR) Q-learning, which introduces a relaxation factor to…

Machine Learning · Computer Science 2025-07-01 Shreyas S R

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Ian Osband , Benjamin Van Roy

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

POMDPs capture a broad class of decision making problems, but hardness results suggest that learning is intractable even in simple settings due to the inherent partial observability. However, in many realistic problems, more information is…

Machine Learning · Computer Science 2023-02-07 Jonathan N. Lee , Alekh Agarwal , Christoph Dann , Tong Zhang

We study "incentivized exploration" (IE) in social learning problems where the principal (a recommendation algorithm) can leverage information asymmetry to incentivize sequentially-arriving agents to take exploratory actions. We identify…

Machine Learning · Computer Science 2024-02-22 Anand Kalvit , Aleksandrs Slivkins , Yonatan Gur

We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…

Optimization and Control · Mathematics 2020-07-22 Jun Liu

In this paper, we present a novel method for achieving dexterous manipulation of complex objects, while simultaneously securing the object without the use of passive support surfaces. We posit that a key difficulty for training such…

Sampling algorithms drive probabilistic machine learning, and recent years have seen an explosion in the diversity of tools for this task. However, the increasing sophistication of sampling algorithms is correlated with an increase in the…

Computation · Statistics 2025-07-02 Congye Wang , Matthew A. Fisher , Heishiro Kanagawa , Wilson Chen , Chris. J. Oates

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…

Machine Learning · Computer Science 2020-06-19 Eric Mazumdar , Aldo Pacchiano , Yi-an Ma , Peter L. Bartlett , Michael I. Jordan