Related papers: $K$-Nearest-Neighbor Resampling for Off-Policy Eva…

Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…

The $k$-$\mathtt{means}$++ seeding algorithm (Arthur & Vassilvitskii, 2007) is widely used in practice for the $k$-means clustering problem where the goal is to cluster a dataset $\mathcal{X} \subset \mathbb{R} ^d$ into $k$ clusters. The…

Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

We construct a hybrid quantum-classical approach for the $K$-Nearest Neighbour algorithm, where the information is embedded in a phase-distributed multimode coherent state with the assistance of a single photon. The task of finding the…

The weighted k-nearest neighbors algorithm is one of the most fundamental non-parametric methods in pattern recognition and machine learning. The question of setting the optimal number of neighbors as well as the optimal weights has…

In this paper, we propose an optimal control-estimation architecture for distribution networks, which jointly solves the optimal power flow (OPF) problem and static state estimation (SE) problem through an online gradient-based feedback…

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

When nodes can repeatedly update their behavior (as in agent-based models from computational social science or repeated-game play settings) the problem of optimal network seeding becomes very complex. For a popular spreading-phenomena model…

We study the sample complexity of reducing reinforcement learning to a sequence of empirical risk minimization problems over the policy space. Such reductions-based algorithms exhibit local convergence in the function space, as opposed to…

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies…

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Three methods of temporal data upscaling, which may collectively be called the generalized k-nearest neighbor (GkNN) method, are considered. The accuracy of the GkNN simulation of month by month yield is considered (where the term yield…

This paper describes ANN-Benchmarks, a tool for evaluating the performance of in-memory approximate nearest neighbor algorithms. It provides a standard interface for measuring the performance and quality achieved by nearest neighbor…

This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…