Related papers: Finite-Sample Bounds for Adaptive Inverse Reinforc…

We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…

Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

Inverse reinforcement learning (IRL) is the task of finding a reward function that generates a desired optimal policy for a given Markov Decision Process (MDP). This paper develops an information-theoretic lower bound for the sample…

We consider the constrained sampling problem where the goal is to sample from a target distribution $\pi(x)\propto e^{-f(x)}$ when $x$ is constrained to lie on a convex body $\mathcal{C}$. Motivated by penalty methods from continuous…

This paper introduces Stochastic Gradient Langevin Boosting (SGLB) - a powerful and efficient machine learning framework that may deal with a wide range of loss functions and has provable generalization guarantees. The method is based on a…

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Algorithm-dependent generalization error bounds are central to statistical learning theory. A learning algorithm may use a large hypothesis space, but the limited number of iterations controls its model capacity and generalization error.…

Inverse Reinforcement Learning (IRL) learns an optimal policy, given some expert demonstrations, thus avoiding the need for the tedious process of specifying a suitable reward function. However, current methods are constrained by at least…

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Gradient-descent-based algorithms and their stochastic versions have widespread applications in machine learning and statistical inference. In this work we perform an analytic study of the performances of one of them, the Langevin…

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

We establish the first global convergence result of neural networks for two stage least squares (2SLS) approach in nonparametric instrumental variable regression (NPIV). This is achieved by adopting a lifted perspective through mean-field…

We prove quantitative convergence rates at which discrete Langevin-like processes converge to the invariant distribution of a related stochastic differential equation. We study the setup where the additive noise can be non-Gaussian and…

Motivated by the increasingly popular Score-based Generative Modeling (SGM), we study the Inexact Langevin Dynamics (ILD) and Inexact Langevin Algorithm (ILA) where a score function estimate is used in place of the exact score. We establish…

Inverse reinforcement learning (IRL) seeks to infer a cost function that explains the underlying goals and preferences of expert demonstrations. This paper presents receding horizon inverse reinforcement learning (RHIRL), a new IRL…

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

We present a unified framework to analyze the global convergence of Langevin dynamics based algorithms for nonconvex finite-sum optimization with $n$ component functions. At the core of our analysis is a direct analysis of the ergodicity of…

Flatness of the loss landscape has been widely studied as an important perspective for understanding the behavior and generalization of deep learning algorithms. Motivated by this view, we propose Flatness-Aware Stochastic Gradient Langevin…