Related papers: Bilevel reinforcement learning via the development…
In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in…
Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…
Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…
We present a novel regularization approach to train neural networks that enjoys better generalization and test error than standard stochastic gradient descent. Our approach is based on the principles of cross-validation, where a validation…
This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…
Hierarchical Reinforcement Learning (HRL) is a promising approach to solving long-horizon problems with sparse and delayed rewards. Many existing HRL algorithms either use pre-trained low-level skills that are unadaptable, or require…
Incentive-based load curtailment unlocks critical demand-side flexibility but is hindered by the limited knowledge of private user parameters and the inherent nonsmoothness of responses due to physical device constraints. We address this…
Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…
A learning approach to selecting regularization parameters in multi-penalty Tikhonov regularization is investigated. It leads to a bilevel optimization problem, where the lower level problem is a Tikhonov regularized problem parameterized…
Bilevel optimization has witnessed a resurgence of interest, driven by its critical role in trustworthy and efficient AI applications. While many recent works have established convergence to stationary points or local minima, obtaining the…
Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…
We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level…
Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…
We present Gradient Boosting Reinforcement Learning (GBRL), a framework that adapts the strengths of gradient boosting trees (GBT) to reinforcement learning (RL) tasks. While neural networks (NNs) have become the de facto choice for RL,…
We introduce a sampling perspective to tackle the challenging task of training robust Reinforcement Learning (RL) agents. Leveraging the powerful Stochastic Gradient Langevin Dynamics, we present a novel, scalable two-player RL algorithm,…
Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…
Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…
We apply reinforcement learning (RL) to robotics tasks. One of the drawbacks of traditional RL algorithms has been their poor sample efficiency. One approach to improve the sample efficiency is model-based RL. In our model-based RL…
Hierarchical reinforcement learning (HRL) is hypothesized to be able to leverage the inherent hierarchy in learning tasks where traditional reinforcement learning (RL) often fails. In this research, HRL is evaluated and contrasted with…
Backpropagation is driving today's artificial neural networks (ANNs). However, despite extensive research, it remains unclear if the brain implements this algorithm. Among neuroscientists, reinforcement learning (RL) algorithms are often…