Related papers: Regularized Langevin Dynamics for Combinatorial Op…

We consider a regularized expected reward optimization problem in the non-oblivious setting that covers many existing problems in reinforcement learning (RL). In order to solve such an optimization problem, we apply and analyze the…

Neural Combinatorial Optimization (NCO) has emerged as a promising learning-based paradigm for addressing Vehicle Routing Problems (VRPs) by minimizing the need for extensive manual engineering. While existing NCO methods, trained on…

Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…

To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…

Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. The algorithm generates new…

We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

This paper focuses on an online version of the emerging distributed constrained aggregative optimization framework, which is particularly suited for applications arising in cooperative robotics. Agents in a network want to minimize the sum…

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Combinatorial optimization problem (COP) over graphs is a fundamental challenge in optimization. Reinforcement learning (RL) has recently emerged as a new framework to tackle these problems and has demonstrated promising results. However,…

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

In this note we propose a new variant of the hybrid variance-reduced proximal gradient method in [7] to solve a common stochastic composite nonconvex optimization problem under standard assumptions. We simply replace the independent…

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

The mean squared error loss is widely used in many applications, including auto-encoders, multi-target regression, and matrix factorization, to name a few. Despite computational advantages due to its differentiability, it is not robust to…

Neural Combinatorial Optimization aims to learn to solve a class of combinatorial problems through data-driven methods and notably through employing neural networks by learning the underlying distribution of problem instances. While, so far…

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…

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 paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…

This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…