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Related papers: Learning mirror maps in policy mirror descent

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Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

Optimization and Control · Mathematics 2022-01-19 Youbang Sun , Mahyar Fazlyab , Shahin Shahrampour

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Mirror descent is an elegant optimization technique that leverages a dual space of parametric models to perform gradient descent. While originally developed for convex optimization, it has increasingly been applied in the field of machine…

Machine Learning · Computer Science 2023-05-10 Hyungjoon Soh , Dongyeob Kim , Juno Hwang , Junghyo Jo

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

Machine Learning · Computer Science 2024-10-24 Axel Brunnbauer , Julian Lemmel , Zahra Babaiee , Sophie Neubauer , Radu Grosu

In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ding-Xuan Zhou

Attention mechanisms have revolutionized several domains of artificial intelligence, such as natural language processing and computer vision, by enabling models to selectively focus on relevant parts of the input data. While recent work has…

Machine Learning · Computer Science 2026-02-03 Addison Kristanto Julistiono , Davoud Ataee Tarzanagh , Navid Azizan

Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…

Optimization and Control · Mathematics 2023-06-05 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Andreas Hauptmann , Carola-Bibiane Schönlieb

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…

Optimization and Control · Mathematics 2026-04-22 Yu-Wen Chen , Can Kizilkale , Murat Arcak

Policy optimization methods like Group Relative Policy Optimization (GRPO) and its variants have achieved strong results on mathematical reasoning and code generation tasks. Despite extensive exploration of reward processing strategies and…

Machine Learning · Computer Science 2026-02-05 Rui Yuan , Mykola Khandoga , Vinay Kumar Sankarapu

Explicit exploration in the action space was assumed to be indispensable for online policy gradient methods to avoid a drastic degradation in sample complexity, for solving general reinforcement learning problems over finite state and…

Machine Learning · Computer Science 2023-03-22 Yan Li , Guanghui Lan

Inverse reinforcement learning is the problem of inferring a reward function from an optimal policy or demonstrations by an expert. In this work, it is assumed that the reward is expressed as a reward machine whose transitions depend on…

Machine Learning · Computer Science 2025-10-23 Mohamad Louai Shehab , Antoine Aspeel , Necmiye Ozay

Reinforcement learning agents need a reward signal to learn successful policies. When this signal is sparse or the corresponding gradient is deceptive, such agents need a dedicated mechanism to efficiently explore their search space without…

Artificial Intelligence · Computer Science 2021-04-13 Alexandre Chenu , Nicolas Perrin-Gilbert , Stéphane Doncieux , Olivier Sigaud

Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…

Machine Learning · Computer Science 2019-06-11 Navid Azizan , Sahin Lale , Babak Hassibi

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic…

Optimization and Control · Mathematics 2019-04-04 Navid Azizan , Babak Hassibi

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

Optimization and Control · Mathematics 2021-12-08 Nima Eshraghi , Ben Liang

Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…

Machine Learning · Computer Science 2015-07-03 Francesco Orabona , Koby Crammer , Nicolò Cesa-Bianchi

In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…

Machine Learning · Computer Science 2018-05-15 Megumi Miyashita , Shiro Yano , Toshiyuki Kondo

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

Optimization and Control · Mathematics 2024-03-13 Anastasia Borovykh , Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang