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Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…

Machine Learning · Computer Science 2022-06-15 Tianyu Zhang , Amin Banitalebi-Dehkordi , Yong Zhang

This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…

Optimization and Control · Mathematics 2020-11-24 Hideaki Iiduka

Deep reinforcement learning (DRL) algorithms can suffer from modeling errors between the simulation and the real world. Many studies use adversarial learning to generate perturbation during training process to model the discrepancy and…

Machine Learning · Computer Science 2024-05-21 Qianmei Liu , Yufei Kuang , Jie Wang

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when…

Machine Learning · Computer Science 2020-03-04 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Kenji Sugimoto

In recent years, reinforcement learning (RL) has gained popularity and has been applied to a wide range of tasks. One such popular domain where RL has been effective is resource management problems in systems. We look to extend work on RL…

Machine Learning · Computer Science 2025-10-09 Arisrei Lim , Abhiram Maddukuri

A number of image-processing problems can be formulated as optimization problems. The objective function typically contains several terms specifically designed for different purposes. Parameters in front of these terms are used to control…

Medical Physics · Physics 2017-11-02 Chenyang Shen , Yesenia Gonzalez , Liyuan Chen , Steve B. Jiang , Xun Jia

This paper proposes adversarial attacks for Reinforcement Learning (RL) and then improves the robustness of Deep Reinforcement Learning algorithms (DRL) to parameter uncertainties with the help of these attacks. We show that even a naively…

Machine Learning · Computer Science 2017-12-12 Anay Pattanaik , Zhenyi Tang , Shuijing Liu , Gautham Bommannan , Girish Chowdhary

Although deep learning based approximation algorithms have been applied very successfully to numerous problems, at the moment the reasons for their performance are not entirely understood from a mathematical point of view. Recently,…

Machine Learning · Computer Science 2023-04-13 Arnulf Jentzen , Adrian Riekert

Data efficiency is a key challenge for deep reinforcement learning. We address this problem by using unlabeled data to pretrain an encoder which is then finetuned on a small amount of task-specific data. To encourage learning…

One major barrier to applications of deep Reinforcement Learning (RL) both inside and outside of games is the lack of explainability. In this paper, we describe a lightweight and effective method to derive explanations for deep RL agents,…

Machine Learning · Computer Science 2021-10-08 Alexander Sieusahai , Matthew Guzdial

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

A major contributor to the quality of a deep learning model is the selection of the optimizer. We propose a new dual-joint search space in the realm of neural optimizer search (NOS), along with an integrity check, to automate the process of…

Neural and Evolutionary Computing · Computer Science 2024-04-11 Brandon Morgan , Dean Hougen

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Efficiency of single-objective optimization can be improved by introducing some auxiliary objectives. Ideally, auxiliary objectives should be helpful. However, in practice, objectives may be efficient on some optimization stages but…

Neural and Evolutionary Computing · Computer Science 2017-04-25 Irina Petrova , Arina Buzdalova

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

Deep reinforcement learning models are vulnerable to adversarial attacks that can decrease a victim's cumulative expected reward by manipulating the victim's observations. Despite the efficiency of previous optimization-based methods for…

Machine Learning · Computer Science 2023-02-28 You Qiaoben , Chengyang Ying , Xinning Zhou , Hang Su , Jun Zhu , Bo Zhang

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

Machine Learning · Computer Science 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Heuristic optimisers which search for an optimal configuration of variables relative to an objective function often get stuck in local optima where the algorithm is unable to find further improvement. The standard approach to circumvent…

Machine Learning · Statistics 2015-12-10 Ilia Zintchenko , Matthew Hastings , Nathan Wiebe , Ethan Brown , Matthias Troyer