Related papers: Krylov-Bellman boosting: Super-linear policy evalu…

We consider off-policy temporal-difference (TD) learning in discounted Markov decision processes, where the goal is to evaluate a policy in a model-free way by using observations of a state process generated without executing the policy. To…

We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the…

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Quantum Krylov algorithms have emerged as a promising approach for ground-state energy estimation in the near-term quantum computing era. A major challenge, however, lies in their inherently substantial sampling cost, primarily due to the…

In this paper, we investigate the issue of error accumulation in critic networks updated via pessimistic temporal difference objectives. We show that the critic approximation error can be approximated via a recursive fixed-point model…

Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…

Designing and analyzing model-based RL (MBRL) algorithms with guaranteed monotonic improvement has been challenging, mainly due to the interdependence between policy optimization and model learning. Existing discrepancy bounds generally…

Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are…

Motivation: With the growth of big data, variable selection has become one of the major challenges in statistics. Although many methods have been proposed in the literature their performance in terms of recall and precision are limited in a…

Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Policy evaluation is a fundamental component of the development and deployment pipeline for robotic policies. In modern manipulation systems, this problem is particularly challenging: rewards are often sparse, task progression of evaluation…

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

We present K-Means Batch Bayesian Optimization (KMBBO), a novel batch sampling algorithm for Bayesian Optimization (BO). KMBBO uses unsupervised learning to efficiently estimate peaks of the model acquisition function. We show in empirical…

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration…

Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…

We introduce a novel boosting algorithm called `KTBoost' which combines kernel boosting and tree boosting. In each boosting iteration, the algorithm adds either a regression tree or reproducing kernel Hilbert space (RKHS) regression…

Componentwise boosting (CWB), also known as model-based boosting, is a variant of gradient boosting that builds on additive models as base learners to ensure interpretability. CWB is thus often used in research areas where models are…

This paper establishes a precise high-dimensional asymptotic theory for boosting on separable data, taking statistical and computational perspectives. We consider a high-dimensional setting where the number of features (weak learners) $p$…