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Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel…
The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…
We report a novel, computationally efficient approach for solving hard nonlinear problems of reinforcement learning (RL). Here we combine umbrella sampling, from computational physics/chemistry, with optimal control methods. The approach is…
Multi-dimensional data streams, prevalent in applications like IoT, financial markets, and real-time analytics, pose significant challenges due to their high velocity, unbounded nature, and complex inter-dimensional dependencies. Sliding…
In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…
This paper presents a model-based reinforcement learning (RL) framework for optimal closed-loop control of nonlinear robotic systems. The proposed approach learns linear lifted dynamics through Koopman operator theory and integrates the…
A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…
Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Offline reinforcement learning (RL) has received increasing attention for learning policies from previously collected data without interaction with the real environment, which is particularly important in high-stakes applications. While a…
This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…
The application of reinforcement learning (RL) to dynamic resource allocation in optical networks has been the focus of intense research activity in recent years, with almost 100 peer-reviewed papers. We present a review of progress in the…
Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…
This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…
We present optimality results for robust Kalman filtering where robustness is understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. This allows for outliers…
Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…
Domain-Independent Dynamic Programming (DIDP) is a state-space search paradigm based on dynamic programming for combinatorial optimization. In its current implementation, DIDP guides the search using user-defined dual bounds. Reinforcement…
We consider learning in decentralized heterogeneous networks: agents seek to minimize a convex functional that aggregates data across the network, while only having access to their local data streams. We focus on the case where agents seek…
In this paper, we study an online learning algorithm with a robust loss function $\mathcal{L}_{\sigma}$ for regression over a reproducing kernel Hilbert space (RKHS). The loss function $\mathcal{L}_{\sigma}$ involving a scaling parameter…
Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…