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This paper focuses on the online saddle point problem, which involves a sequence of two-player time-varying convex-concave games. Considering the nonstationarity of the environment, we adopt the duality gap and the dynamic Nash equilibrium…

Machine Learning · Computer Science 2025-06-27 Qing-xin Meng , Jian-wei Liu

Backpropagation (BP), the standard learning algorithm for artificial neural networks, is often considered biologically implausible. In contrast, the standard learning algorithm for predictive coding (PC) models in neuroscience, known as the…

Neural and Evolutionary Computing · Computer Science 2023-05-24 Nick Alonso , Jeff Krichmar , Emre Neftci

We study the problem of offline imitation learning in Markov decision processes (MDPs), where the goal is to learn a well-performing policy given a dataset of state-action pairs generated by an expert policy. Complementing a recent line of…

Machine Learning · Computer Science 2026-01-09 Antoine Moulin , Gergely Neu , Luca Viano

Proximal policy optimization (PPO) has yielded state-of-the-art results in policy search, a subfield of reinforcement learning, with one of its key points being the use of a surrogate objective function to restrict the step size at each…

Machine Learning · Computer Science 2020-12-07 Wangshu Zhu , Andre Rosendo

Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…

Optimization and Control · Mathematics 2024-10-22 Xi Gao , Jinxin Xiong , Akang Wang , Qihong Duan , Jiang Xue , Qingjiang Shi

This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theoretical framework for inexact proximal point (IPP) methods…

Optimization and Control · Mathematics 2025-06-03 Minxin Zhang , Fuqun Han , Yat Tin Chow , Stanley Osher , Hayden Schaeffer

In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…

Optimization and Control · Mathematics 2021-09-09 Spyridon Pougkakiotis , Jacek Gondzio

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

Optimization and Control · Mathematics 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng

Imitation Learning (IL) methods seek to match the behavior of an agent with that of an expert. In the present work, we propose a new IL method based on a conceptually simple algorithm: Primal Wasserstein Imitation Learning (PWIL), which…

Machine Learning · Computer Science 2021-03-18 Robert Dadashi , Léonard Hussenot , Matthieu Geist , Olivier Pietquin

Inertial algorithms for minimizing nonsmooth and nonconvex functions as the inertial proximal alternating linearized minimization algorithm (iPALM) have demonstrated their superiority with respect to computation time over their non inertial…

Optimization and Control · Mathematics 2022-09-07 Johannes Hertrich , Gabriele Steidl

Sample efficiency is critical in solving real-world reinforcement learning problems, where agent-environment interactions can be costly. Imitation learning from expert advice has proved to be an effective strategy for reducing the number of…

Machine Learning · Computer Science 2018-10-16 Ching-An Cheng , Xinyan Yan , Evangelos A. Theodorou , Byron Boots

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

We study Imitation Learning (IL) from Observations alone (ILFO) in large-scale MDPs. While most IL algorithms rely on an expert to directly provide actions to the learner, in this setting the expert only supplies sequences of observations.…

Machine Learning · Computer Science 2019-06-12 Wen Sun , Anirudh Vemula , Byron Boots , J. Andrew Bagnell

Large language models (LLMs) have achieved great success across diverse tasks, and fine-tuning is sometimes needed to further enhance generation quality. Most existing methods rely on human supervision or parameter retraining, both of which…

Computation and Language · Computer Science 2025-05-27 Zhen-Yu Zhang , Jiandong Zhang , Huaxiu Yao , Gang Niu , Masashi Sugiyama

The MM principle is a device for creating optimization algorithms satisfying the ascent or descent property. The current survey emphasizes the role of the MM principle in nonlinear programming. For smooth functions, one can construct an…

Optimization and Control · Mathematics 2015-07-29 Kenneth Lange , Kevin L. Keys

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…

Optimization and Control · Mathematics 2024-06-21 Kevin Tracy , Zachary Manchester

Existing score-based methods for inverse problems often resort to approximate minimization of the KL divergence between the inversion distribution and the Bayesian posterior. Such an approximation leads to severe mode collapse and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-26 Weimin Bai , Yuxuan Gu , Yifei Wang , Weijian Luo , He Sun

In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…

Machine Learning · Computer Science 2023-01-04 Franck Djeumou , Christian Ellis , Murat Cubuktepe , Craig Lennon , Ufuk Topcu