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We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…

We propose primal-dual stochastic mirror descent for the convex optimization problems with functional constraints. We obtain the rate of convergence in terms of probability of large deviations.

Optimization and Control · Mathematics 2017-08-01 Anastasia Bayandina , Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky

Inverse reinforcement learning (IRL) methods infer an agent's reward function using demonstrations of expert behavior. A Bayesian IRL approach models a distribution over candidate reward functions, capturing a degree of uncertainty in the…

Machine Learning · Computer Science 2025-07-04 Aishwarya Mandyam , Didong Li , Jiayu Yao , Diana Cai , Andrew Jones , Barbara E. Engelhardt

First-order optimization methods tend to inherently favor certain solutions over others when minimizing an underdetermined training objective that has multiple global optima. This phenomenon, known as implicit bias, plays a critical role in…

Machine Learning · Computer Science 2024-04-09 Guanghui Wang , Zihao Hu , Claudio Gentile , Vidya Muthukumar , Jacob Abernethy

We consider the problem of reward learning for temporally extended tasks. For reward learning, inverse reinforcement learning (IRL) is a widely used paradigm. Given a Markov decision process (MDP) and a set of demonstrations for a task, IRL…

Robotics · Computer Science 2021-07-14 Farzan Memarian , Zhe Xu , Bo Wu , Min Wen , Ufuk Topcu

Acquiring complex behaviors is essential for artificially intelligent agents, yet learning these behaviors in high-dimensional settings poses a significant challenge due to the vast search space. Traditional reinforcement learning (RL)…

Machine Learning · Computer Science 2025-04-22 Mert Albaba , Sammy Christen , Thomas Langarek , Christoph Gebhardt , Otmar Hilliges , Michael J. Black

We propose a novel one-step supervised imitation learning (IL) framework called Adversarial Density Regression (ADR). This IL framework aims to correct the policy learned on unknown-quality to match the expert distribution by utilizing…

Machine Learning · Computer Science 2025-01-14 Ziqi Zhang , Zifeng Zhuang , Jingzehua Xu , Yiyuan Yang , Yubo Huang , Donglin Wang , Shuai Zhang

Optimisers are an essential component for training machine learning models, and their design influences learning speed and generalisation. Several studies have attempted to learn more effective gradient-descent optimisers via solving a…

Machine Learning · Computer Science 2022-03-08 Boyan Gao , Henry Gouk , Hae Beom Lee , Timothy M. Hospedales

Online Convex Optimization plays a key role in large scale machine learning. Early approaches to this problem were conservative, in which the main focus was protection against the worst case scenario. But recently several algorithms have…

Machine Learning · Computer Science 2016-09-09 Parameswaran Kamalaruban

Inverse reinforcement learning (IRL) aims to explicitly infer an underlying reward function based on collected expert demonstrations. Considering that obtaining expert demonstrations can be costly, the focus of current IRL techniques is on…

Machine Learning · Computer Science 2023-10-16 Lu Li , Yuxin Pan , Ruobing Chen , Jie Liu , Zilin Wang , Yu Liu , Zhiheng Li

The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…

Optimization and Control · Mathematics 2026-05-26 Bogdan K. Jastrzębski , Radosław Pytlak

Deep Reinforcement Learning (DRL) policies have been shown to be vulnerable to small adversarial noise in observations. Such adversarial noise can have disastrous consequences in safety-critical environments. For instance, a self-driving…

Machine Learning · Computer Science 2024-03-28 Roman Belaire , Pradeep Varakantham , Thanh Nguyen , David Lo

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet

Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…

Numerical Analysis · Mathematics 2023-05-17 Qinian Jin , Xiliang Lu , Liuying Zhang

As the demand for mobile robots continues to increase, social navigation has emerged as a critical task, driving active research into deep reinforcement learning (RL) approaches. However, because pedestrian dynamics and social conventions…

Robotics · Computer Science 2026-04-10 Haruto Nagahisa , Kohei Matsumoto , Yuki Tomita , Yuki Hyodo , Ryo Kurazume

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…

Optimization and Control · Mathematics 2020-04-01 Anant Raj , Francis Bach

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

This paper presents an inverse reinforcement learning~(IRL) framework for Bayesian stopping time problems. By observing the actions of a Bayesian decision maker, we provide a necessary and sufficient condition to identify if these actions…

Machine Learning · Computer Science 2023-03-29 Kunal Pattanayak , Vikram Krishnamurthy