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Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

Deep reinforcement learning algorithms are usually impeded by sampling inefficiency, heavily depending on multiple interactions with the environment to acquire accurate decision-making capabilities. In contrast, humans rely on their…

Machine Learning · Computer Science 2024-03-07 Yonggang Jin , Chenxu Wang , Tianyu Zheng , Liuyu Xiang , Yaodong Yang , Junge Zhang , Jie Fu , Zhaofeng He

Modern meta-reinforcement learning (Meta-RL) methods are mainly developed based on model-agnostic meta-learning, which performs policy gradient steps across tasks to maximize policy performance. However, the gradient conflict problem is…

Artificial Intelligence · Computer Science 2022-09-22 Haozhi Wang , Qing Wang , Yunfeng Shao , Dong Li , Jianye Hao , Yinchuan Li

A candidate explanation of the good empirical performance of deep neural networks is the implicit regularization effect of first order optimization methods. Inspired by this, we prove a convergence theorem for nonconvex composite…

Machine Learning · Computer Science 2023-02-14 Dávid Terjék , Diego González-Sánchez

Convex optimizers have known many applications as differentiable layers within deep neural architectures. One application of these convex layers is to project points into a convex set. However, both forward and backward passes of these…

Machine Learning · Computer Science 2020-11-16 Riad Akrour , Asma Atamna , Jan Peters

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Machine Learning · Computer Science 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

Unsupervised learning is the most challenging problem in machine learning and especially in deep learning. Among many scenarios, we study an unsupervised learning problem of high economic value --- learning to predict without costly pairing…

Machine Learning · Computer Science 2016-06-16 Jianshu Chen , Po-Sen Huang , Xiaodong He , Jianfeng Gao , Li Deng

We review basic concepts of convex duality, focusing on the very general and supremely useful Fenchel-Rockafellar duality. We summarize how this duality may be applied to a variety of reinforcement learning (RL) settings, including policy…

Machine Learning · Computer Science 2020-01-13 Ofir Nachum , Bo Dai

Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…

Machine Learning · Computer Science 2023-01-13 Leonardo Lucio Custode , Giovanni Iacca

We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible. We observe that the optimization of the function essentially relies on learning the induced bipartite ranking…

Machine Learning · Statistics 2017-03-08 Cédric Malherbe , Nicolas Vayatis

Reinforcement learning optimizes policies for expected cumulative reward. Need the supervision be so narrow? Reward is delayed and sparse for many tasks, making it a difficult and impoverished signal for end-to-end optimization. To augment…

Machine Learning · Computer Science 2017-03-10 Evan Shelhamer , Parsa Mahmoudieh , Max Argus , Trevor Darrell

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

Hierarchies of temporally decoupled policies present a promising approach for enabling structured exploration in complex long-term planning problems. To fully achieve this approach an end-to-end training paradigm is needed. However,…

Machine Learning · Computer Science 2021-11-19 Abdul Rahman Kreidieh , Glen Berseth , Brandon Trabucco , Samyak Parajuli , Sergey Levine , Alexandre M. Bayen

Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

Optimization and Control · Mathematics 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma

With the development of deep learning techniques, supervised learning has achieved performances surpassing those of humans. Researchers have designed numerous corresponding models for different data modalities, achieving excellent results…

Artificial Intelligence · Computer Science 2023-08-29 Qiang Li , Qiuyang Ma , Weizhi Nie , Anan Liu

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

In this paper, we studied the federated bilevel optimization problem, which has widespread applications in machine learning. In particular, we developed two momentum-based algorithms for optimizing this kind of problem and established the…

Machine Learning · Computer Science 2022-12-22 Hongchang Gao

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong
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