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Forecasting over graph-structured sensor networks demands models that capture both deterministic spatial trends and stochastic variability, while remaining efficient enough for repeated inference as new observations arrive. We propose…
Deep Reinforcement Learning (Deep RL) and Evolutionary Algorithms (EA) are two major paradigms of policy optimization with distinct learning principles, i.e., gradient-based v.s. gradient-free. An appealing research direction is integrating…
This paper, for the first time, presents a low-complexity peak-power-assisted data-aided channel estimation (DACE) scheme for both single-input single-output (SISO) and multiple-input multiple-output orthogonal frequency division…
We give a continuous perspective on the Inertial Corrected Primal-Dual Proximal Splitting (IC-PDPS) proposed by Valkonen ({\it SIAM J. Optim.}, 30(2): 1391--1420, 2020) for solving saddle-point problems. The algorithm possesses nonergodic…
Offline imitation learning (IL) promises the ability to learn performant policies from pre-collected demonstrations without interactions with the environment. However, imitating behaviors fully offline typically requires numerous expert…
This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable,…
We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…
Physical processes evolving in both time and space are often modeled using Partial Differential Equations (PDEs). Recently, it has been shown how stability analysis and control of coupled PDEs in a single spatial variable can be more…
Representation learning lies at the heart of the empirical success of deep learning for dealing with the curse of dimensionality. However, the power of representation learning has not been fully exploited yet in reinforcement learning (RL),…
We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…
Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…
We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…
Transformers excel in natural language processing and computer vision tasks. However, they still face challenges in generalizing to Out-of-Distribution (OOD) datasets, i.e. data whose distribution differs from that seen during training. OOD…
Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…
By interpreting the forward dynamics of the latent representation of neural networks as an ordinary differential equation, Neural Ordinary Differential Equation (Neural ODE) emerged as an effective framework for modeling a system dynamics…
Outlier exposure (OE) is powerful in out-of-distribution (OOD) detection, enhancing detection capability via model fine-tuning with surrogate OOD data. However, surrogate data typically deviate from test OOD data. Thus, the performance of…
Maximum entropy reinforcement learning (MaxEnt-RL) has become the standard approach to RL due to its beneficial exploration properties. Traditionally, policies are parameterized using Gaussian distributions, which significantly limits their…
In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…
The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…