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Related papers: Generalized Implicit Follow-The-Regularized-Leader

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Follow-The-Regularized-Leader (FTRL) is known as an effective and versatile approach in online learning, where appropriate choice of the learning rate is crucial for smaller regret. To this end, we formulate the problem of adjusting FTRL's…

Machine Learning · Computer Science 2024-03-12 Shinji Ito , Taira Tsuchiya , Junya Honda

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

We consider online linear optimization over symmetric positive semi-definite matrices, which has various applications including the online collaborative filtering. The problem is formulated as a repeated game between the algorithm and the…

Machine Learning · Computer Science 2018-07-04 Ken-ichiro Moridomi , Kohei Hatano , Eiji Takimoto

Sample efficiency is critical in solving real-world reinforcement learning problems, where agent-environment interactions can be costly. Imitation learning from expert advice has proved to be an effective strategy for reducing the number of…

Machine Learning · Computer Science 2018-10-16 Ching-An Cheng , Xinyan Yan , Evangelos A. Theodorou , Byron Boots

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

Inverse reinforcement learning (IRL) is the problem of learning the preferences of an agent from the observations of its behavior on a task. While this problem has been well investigated, the related problem of {\em online} IRL---where the…

Machine Learning · Computer Science 2020-11-19 Saurabh Arora , Prashant Doshi , Bikramjit Banerjee

Follow-The-Regularized-Leader (FTRL) algorithms often enjoy optimal regret for adversarial as well as stochastic bandit problems and allow for a streamlined analysis. Nonetheless, FTRL algorithms require the solution of an optimization…

Machine Learning · Computer Science 2025-02-14 Mengmeng Li , Daniel Kuhn , Bahar Taşkesen

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

Inverse reinforcement learning (IRL) aims to recover the reward function of an expert agent from demonstrations of behavior. It is well-known that the IRL problem is fundamentally ill-posed, i.e., many reward functions can explain the…

Machine Learning · Computer Science 2024-06-07 Filippo Lazzati , Mirco Mutti , Alberto Maria Metelli

We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…

Machine Learning · Computer Science 2023-05-16 Dirk van der Hoeven , Lukas Zierahn , Tal Lancewicki , Aviv Rosenberg , Nicoló Cesa-Bianchi

In real-world decision optimization, often multiple competing objectives must be taken into account. Following classical reinforcement learning, these objectives have to be combined into a single reward function. In contrast,…

Machine Learning · Computer Science 2022-04-12 Johannes Dornheim

Follow-the-regularized-leader (FTRL) algorithms have become popular in the context of games, providing easy-to-implement methods for each agent, as well as theoretical guarantees that the strategies of all agents will converge to some…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Heling Zhang , Siqi Du , Roy Dong

Post-training has split large language model (LLM) alignment into two largely disconnected tracks. Online reinforcement learning (RL) with verifiable rewards drives emergent reasoning on math and code but depends on a programmatic verifier…

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…

Machine Learning · Computer Science 2022-10-13 Shentao Yang , Shujian Zhang , Yihao Feng , Mingyuan Zhou

Iterative methods for computing matrix functions have been extensively studied and their convergence speed can be significantly improved with the right tuning of parameters and by mixing different iteration types. Handtuning the design…

Machine Learning · Computer Science 2025-07-17 Sungyoon Kim , Rajat Vadiraj Dwaraknath , Longling geng , Mert Pilanci

This study raises and addresses the problem of time-delayed feedback in learning in games. Because learning in games assumes that multiple agents independently learn their strategies, a discrepancy in optimization often emerges among the…

Machine Learning · Computer Science 2025-11-10 Yuma Fujimoto , Kenshi Abe , Kaito Ariu

Reinforcement learning (RL) is central to improving reasoning in large language models (LLMs) but typically requires ground-truth rewards. Test-Time Reinforcement Learning (TTRL) removes this need by using majority-vote rewards, but relies…

Machine Learning · Computer Science 2025-10-06 Aleksei Arzhantsev , Otmane Sakhi , Flavian Vasile

This paper proposes a federated learning framework designed to achieve \textit{relative fairness} for clients. Traditional federated learning frameworks typically ensure absolute fairness by guaranteeing minimum performance across all…

Machine Learning · Statistics 2024-11-05 Shogo Nakakita , Tatsuya Kaneko , Shinya Takamaeda-Yamazaki , Masaaki Imaizumi

The linear bandit problem has been studied for many years in both stochastic and adversarial settings. Designing an algorithm that can optimize the environment without knowing the loss type attracts lots of interest. \citet{LeeLWZ021}…

Machine Learning · Computer Science 2023-07-19 Fang Kong , Canzhe Zhao , Shuai Li