Related papers: Self-Improvement for Neural Combinatorial Optimiza…
In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…
In sequential decision-making environments, the primary approaches for training agents are Reinforcement Learning (RL) and Imitation Learning (IL). Unlike RL, which relies on modeling a reward function, IL leverages expert demonstrations,…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…
The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…
Recent neural combinatorial optimization (NCO) methods have shown promising problem-solving ability without requiring domain-specific expertise. Most existing NCO methods use training and testing data with a fixed constraint value and lack…
Multi-task learning has gained popularity due to the advantages it provides with respect to resource usage and performance. Nonetheless, the joint optimization of parameters with respect to multiple tasks remains an active research topic.…
Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…
Deep reinforcement learning (DRL)-based combinatorial optimization (CO) methods (i.e., DRL-NCO) have shown significant merit over the conventional CO solvers as DRL-NCO is capable of learning CO solvers less relying on problem-specific…
Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…
Recent years have seen considerable progress in the continual training of deep neural networks, predominantly thanks to approaches that add replay or regularization terms to the loss function to approximate the joint loss over all tasks so…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
We present an approach for approximately solving discrete-time stochastic optimal-control problems by combining direct trajectory optimization, deterministic sampling, and policy optimization. Our feedback motion-planning algorithm uses a…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…
This work investigates the formal policy synthesis of continuous-state stochastic dynamic systems given high-level specifications in linear temporal logic. To learn an optimal policy that maximizes the satisfaction probability, we take a…
In various scenarios, a single phase of modelling and solving is either not sufficient or not feasible to solve the problem at hand. A standard approach to solving AI planning problems, for example, is to incrementally extend the planning…
This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching. While this dynamic program has…
Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…
In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, and partial state observations. We discuss an algorithm that uses multistep lookahead, truncated rollout with a known…
Current reinforcement learning (RL) algorithms can be brittle and difficult to use, especially when learning goal-reaching behaviors from sparse rewards. Although supervised imitation learning provides a simple and stable alternative, it…
A procedure is presented which considerably improves the performance of local search based heuristic algorithms for combinatorial optimization problems. It increases the average `gain' of the individual local searches by merging pairs of…