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We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…
Mixup is a recent regularizer for current deep classification networks. Through training a neural network on convex combinations of pairs of examples and their labels, it imposes locally linear constraints on the model's input space.…
This paper is concerned with the sample efficiency of reinforcement learning, assuming access to a generative model (or simulator). We first consider $\gamma$-discounted infinite-horizon Markov decision processes (MDPs) with state space…
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…
We study the optimization version of constraint satisfaction problems (Max-CSPs) in the framework of parameterized complexity; the goal is to compute the maximum fraction of constraints that can be satisfied simultaneously. In standard…
Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…
Vertex Subset Problems (VSPs) are a class of combinatorial optimization problems on graphs where the goal is to find a subset of vertices satisfying a predefined condition. Two prominent approaches for solving VSPs are dynamic programming…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…
We report on an improvement to the implementation of the Maximum Entropy Method (MEM). It amounts to departing from the search space obtained through a singular value decomposition (SVD) of the Kernel. Based on the shape of the SVD basis…
Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper we investigate goodness-of-fit and two-sample testing…
This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
This paper proposes a new framework for the optimization of excitation inputs for system identification. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal…
We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…
Monte Carlo Exploring Starts (MCES), which aims to learn the optimal policy using only sample returns, is a simple and natural algorithm in reinforcement learning which has been shown to converge under various conditions. However, the…
We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…
Signomial programs (SPs) are optimization problems specified in terms of signomials, which are weighted sums of exponentials composed with linear functionals of a decision variable. SPs are non-convex optimization problems in general, and…
Although the existing max-value entropy search (MES) is based on the widely celebrated notion of mutual information, its empirical performance can suffer due to two misconceptions whose implications on the exploration-exploitation trade-off…
In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this question by providing…
We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…