Related papers: On some improvements to Unbounded Minimax
We propose a new approach to learned optimization where we represent the computation of an optimizer's update step using a neural network. The parameters of the optimizer are then learned by training on a set of optimization tasks with the…
In this work we consider a variant of adversarial online learning where in each round one picks $B$ out of $N$ arms and incurs cost equal to the $\textit{minimum}$ of the costs of each arm chosen. We propose an algorithm called Follow the…
In this paper, we propose a provably convergent and practical framework for multi-objective reinforcement learning with max-min criterion. From a game-theoretic perspective, we reformulate max-min multi-objective reinforcement learning as a…
Finite-horizon lookahead policies are abundantly used in Reinforcement Learning and demonstrate impressive empirical success. Usually, the lookahead policies are implemented with specific planning methods such as Monte Carlo Tree Search…
We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation of the constrained problem. Then…
In online betting, the bookmaker can update the payoffs it offers on a particular event many times before the event takes place, and the updated payoffs may depend on the bets accumulated thus far. We study the problem of bookmaking with…
Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…
Recently, accelerated algorithms using the anchoring mechanism for minimax optimization and fixed-point problems have been proposed, and matching complexity lower bounds establish their optimality. In this work, we present the surprising…
While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…
This paper investigates the execution of tree-shaped task graphs using multiple processors. Each edge of such a tree represents some large data. A task can only be executed if all input and output data fit into memory, and a data can only…
In this paper, several techniques for learning game state evaluation functions by reinforcement are proposed. The first is a generalization of tree bootstrapping (tree learning): it is adapted to the context of reinforcement learning…
Tree-form sequential decision making (TFSDM) extends classical one-shot decision making by modeling tree-form interactions between an agent and a potentially adversarial environment. It captures the online decision-making problems that each…
The games of prediction with expert advice are considered in this paper. We present some modification of Kalai and Vempala algorithm of following the perturbed leader for the case of unrestrictedly large one-step gains. We show that in…
We present the first fixed-parameter tractable (FPT) algorithms for exact computation of generalized hypertree width (ghw) and fractional hypertree width (fhw). Our algorithms are parameterized by the target width, the rank, and the maximum…
Maximization of submodular functions under various constraints is a fundamental problem that has been studied extensively. A powerful technique that has emerged and has been shown to be extremely effective for such problems is the…
Optimization algorithms are essential for solving many real-world problems. However, challenges such as getting trapped in local minima and effectively balancing exploration and exploitation often limit their performance. This paper…
Adversarial self-play in two-player games has delivered impressive results when used with reinforcement learning algorithms that combine deep neural networks and tree search. Algorithms like AlphaZero and Expert Iteration learn tabula-rasa,…
Game theory has grown into a major field over the past few decades, and poker has long served as one of its key case studies. Game-Theory-Optimal (GTO) provides strategies to avoid loss in poker, but pure GTO does not guarantee maximum…
Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…
The main contribution of this paper is the development of a new decision tree algorithm. The proposed approach allows users to guide the algorithm through the data partitioning process. We believe this feature has many applications but in…