Related papers: Optimality of Robust Online Learning
We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
This paper investigates the impact of the loss function in value-based methods for reinforcement learning through an analysis of underlying prediction objectives. We theoretically show that mean absolute error is a better prediction…
This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…
The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…
One-class classification (OCC) aims to train a classifier only with the target class data and attracts great attention for its strong applicability in real-world application. Despite a lot of advances have been made in OCC, it still lacks…
Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…
We study the transfer learning (TL) for the functional linear regression (FLR) under the Reproducing Kernel Hilbert Space (RKHS) framework, observing that the TL techniques in existing high-dimensional linear regression are not compatible…
This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…
We consider the maximum causal entropy inverse reinforcement learning (IRL) problem for infinite-horizon stationary mean-field games (MFG), in which we model the unknown reward function within a reproducing kernel Hilbert space (RKHS). This…
This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
An extension of reproducing kernel Hilbert space (RKHS) theory provides a new framework for modeling functional regression models with functional responses. The approach only presumes a general nonlinear regression structure as opposed to…
This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…
The overarching goal of this paper is to derive excess risk bounds for learning from exp-concave loss functions in passive and sequential learning settings. Exp-concave loss functions encompass several fundamental problems in machine…
This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…
We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…
Inspired by the recent successes of Inverse Optimization (IO) across various application domains, we propose a novel offline Reinforcement Learning (ORL) algorithm for continuous state and action spaces, leveraging the convex loss function…
We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…
Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…