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Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators…

Machine Learning · Computer Science 2022-03-14 Ming Yin , Yaqi Duan , Mengdi Wang , Yu-Xiang Wang

We propose a new loss function for supervised and physics-informed training of neural networks and operators that incorporates a posteriori error estimate. More specifically, during the training stage, the neural network learns additional…

Numerical Analysis · Mathematics 2024-02-09 Vladimir Fanaskov , Alexander Rudikov , Ivan Oseledets

This works handles the inverse reinforcement learning problem in high-dimensional state spaces, which relies on an efficient solution of model-based high-dimensional reinforcement learning problems. To solve the computationally expensive…

Machine Learning · Computer Science 2017-08-28 Kun Li , Joel W. Burdick

Large language models (LLMs) have demonstrated remarkable performance across a wide range of tasks. However, the quadratic complexity of softmax attention remains a central bottleneck that limits their scalability. Alman and Song (NeurIPS…

Machine Learning · Computer Science 2026-03-20 Maryam Aliakbarpour , Vladimir Braverman , Junze Yin , Haochen Zhang

Modern reinforcement learning (RL) can be categorized into online and offline variants. As a pivotal aspect of both online and offline RL, current research on the Bellman equation revolves primarily around optimization techniques and…

Machine Learning · Computer Science 2023-12-14 Outongyi Lv , Bingxin Zhou

Assisted by the availability of data and high performance computing, deep learning techniques have achieved breakthroughs and surpassed human performance empirically in difficult tasks, including object recognition, speech recognition, and…

Machine Learning · Computer Science 2019-01-23 Shaeke Salman , Xiuwen Liu

This paper presents a framework for deep transfer learning, which aims to leverage information from multi-domain upstream data with a large number of samples $n$ to a single-domain downstream task with a considerably smaller number of…

Machine Learning · Computer Science 2025-01-07 Yuling Jiao , Huazhen Lin , Yuchen Luo , Jerry Zhijian Yang

In this paper, we study the generalization properties of online learning based stochastic methods for supervised learning problems where the loss function is dependent on more than one training sample (e.g., metric learning, ranking). We…

Machine Learning · Computer Science 2013-05-14 Purushottam Kar , Bharath K Sriperumbudur , Prateek Jain , Harish C Karnick

Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bilinear programming formulation of value function approximation,…

Artificial Intelligence · Computer Science 2010-06-15 Marek Petrik , Shlomo Zilberstein

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

We study non-linear Bayesian inverse problems arising from semilinear partial differential equations (PDEs) that can be transformed into linear Bayesian inverse problems. We are then able to extend the early stopping for Ensemble…

Statistics Theory · Mathematics 2025-10-22 Maia Tienstra , Gottfried Hastermann

In this work, we propose a hyperparameter optimization method named \emph{HyperTime} to find hyperparameters robust to potential temporal distribution shifts in the unseen test data. Our work is motivated by an important observation that it…

Machine Learning · Computer Science 2023-05-31 Shaokun Zhang , Yiran Wu , Zhonghua Zheng , Qingyun Wu , Chi Wang

We propose a method for meta-learning reinforcement learning algorithms by searching over the space of computational graphs which compute the loss function for a value-based model-free RL agent to optimize. The learned algorithms are…

Machine Learning · Computer Science 2022-11-11 John D. Co-Reyes , Yingjie Miao , Daiyi Peng , Esteban Real , Sergey Levine , Quoc V. Le , Honglak Lee , Aleksandra Faust

We present a class of algorithms capable of directly training deep neural networks with respect to large families of task-specific performance measures such as the F-measure and the Kullback-Leibler divergence that are structured and…

Machine Learning · Statistics 2021-09-22 Amartya Sanyal , Pawan Kumar , Purushottam Kar , Sanjay Chawla , Fabrizio Sebastiani

Loss functions serve as the foundation of supervised learning and are often chosen prior to model development. To avoid potentially ad hoc choices of losses, statistical decision theory describes a desirable property for losses known as…

Machine Learning · Statistics 2023-11-30 Kevin Lam , Christian Walder , Spiridon Penev , Richard Nock

Failure of mission-critical equipment interrupts production and results in monetary loss. The risk of unplanned equipment downtime can be minimized through Predictive Maintenance of revenue generating assets to ensure optimal performance…

Machine Learning · Computer Science 2020-07-08 Kevin Shen Hoong Ong , Dusit Niyato , Chau Yuen

We prove bounds on the generalization error of convolutional networks. The bounds are in terms of the training loss, the number of parameters, the Lipschitz constant of the loss and the distance from the weights to the initial weights. They…

Machine Learning · Computer Science 2020-04-09 Philip M. Long , Hanie Sedghi

In this work, we derive a priori error estimate of the mixed residual method when solving some elliptic PDEs. Our work is the first theoretical study of this method. We prove that the neural network solutions will converge if we increase…

Numerical Analysis · Mathematics 2022-06-16 Lingfeng Li , Xue-cheng Tai , Jiang Yang , Quanhui Zhu
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