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Surrogate risk minimization is an ubiquitous paradigm in supervised machine learning, wherein a target problem is solved by minimizing a surrogate loss on a dataset. Surrogate regret bounds, also called excess risk bounds, are a common tool…

Machine Learning · Computer Science 2021-10-28 Rafael Frongillo , Bo Waggoner

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

Predicting which action (treatment) will lead to a better outcome is a central task in decision support systems. To build a prediction model in real situations, learning from biased observational data is a critical issue due to the lack of…

Machine Learning · Statistics 2020-06-11 Akira Tanimoto , Tomoya Sakai , Takashi Takenouchi , Hisashi Kashima

An agent with an inaccurate model of its environment faces a difficult choice: it can ignore the errors in its model and act in the real world in whatever way it determines is optimal with respect to its model. Alternatively, it can take a…

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical…

Machine Learning · Computer Science 2009-04-01 Jacob Abernethy , Alekh Agarwal , Peter L. Bartlett , Alexander Rakhlin

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

With the growing attention on learning-to-learn new tasks using only a few examples, meta-learning has been widely used in numerous problems such as few-shot classification, reinforcement learning, and domain generalization. However,…

Computer Vision and Pattern Recognition · Computer Science 2020-04-14 Hung-Yu Tseng , Yi-Wen Chen , Yi-Hsuan Tsai , Sifei Liu , Yen-Yu Lin , Ming-Hsuan Yang

We consider the predict-then-optimize paradigm for decision-making in which a practitioner (1) trains a supervised learning model on historical data of decisions, contexts, and rewards, and then (2) uses the resulting model to make future…

Machine Learning · Computer Science 2024-06-13 Samuel Tan , Peter I. Frazier

This paper studies a recent proposal to use randomized value functions to drive exploration in reinforcement learning. These randomized value functions are generated by injecting random noise into the training data, making the approach…

Machine Learning · Computer Science 2024-09-23 Daniel Russo

This is a brief technical note to clarify the state of lower bounds on regret for reinforcement learning. In particular, this paper: - Reproduces a lower bound on regret for reinforcement learning, similar to the result of Theorem 5 in the…

Machine Learning · Statistics 2016-08-10 Ian Osband , Benjamin Van Roy

Biological evolution has distilled the experiences of many learners into the general learning algorithms of humans. Our novel meta reinforcement learning algorithm MetaGenRL is inspired by this process. MetaGenRL distills the experiences of…

Machine Learning · Computer Science 2020-02-17 Louis Kirsch , Sjoerd van Steenkiste , Jürgen Schmidhuber

The expected regret of any reinforcement learning algorithm is lower bounded by $\Omega\left(\sqrt{DXAT}\right)$ for undiscounted returns, where $D$ is the diameter of the Markov decision process, $X$ the size of the state space, $A$ the…

Machine Learning · Computer Science 2024-06-10 Lucas Weber , Ana Bušić , Jiamin Zhu

The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function…

Machine Learning · Computer Science 2024-01-09 Yunfan Li , Lin Yang

Robot decision-making increasingly relies on data-driven human prediction models when operating around people. While these models are known to mispredict in out-of-distribution interactions, only a subset of prediction errors impact…

Robotics · Computer Science 2024-11-12 Kensuke Nakamura , Ran Tian , Andrea Bajcsy

Implementing a reward function that perfectly captures a complex task in the real world is impractical. As a result, it is often appropriate to think of the reward function as a proxy for the true objective rather than as its definition. We…

Machine Learning · Computer Science 2023-10-16 Jacek Karwowski , Oliver Hayman , Xingjian Bai , Klaus Kiendlhofer , Charlie Griffin , Joar Skalse

Towards bridging classical optimal control and online learning, regret minimization has recently been proposed as a control design criterion. This competitive paradigm penalizes the loss relative to the optimal control actions chosen by a…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We study learning in a dynamically evolving environment modeled as a Markov game between a learner and a strategic opponent that can adapt to the learner's strategies. While most existing works in Markov games focus on external regret as…

Machine Learning · Computer Science 2024-12-11 Thanh Nguyen-Tang , Raman Arora

This research delves deeply into Meta Reinforcement Learning (Meta RL) through a exploration focusing on defining generalization limits and ensuring convergence. By employing a approach this article introduces an innovative theoretical…

Machine Learning · Computer Science 2024-05-24 Cangqing Wang , Mingxiu Sui , Dan Sun , Zecheng Zhang , Yan Zhou

Most meta reinforcement learning (meta-RL) methods learn to adapt to new tasks by directly optimizing the parameters of policies over primitive action space. Such algorithms work well in tasks with relatively slight difference. However,…

Machine Learning · Computer Science 2020-03-05 Haotian Fu , Hongyao Tang , Jianye Hao , Wulong Liu , Chen Chen