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The performance of trained neural networks is robust to harsh levels of pruning. Coupled with the ever-growing size of deep learning models, this observation has motivated extensive research on learning sparse models. In this work, we focus…
In Reinforcement Learning (abbreviated as RL), an agent interacts with the environment via a set of possible actions, and a reward is generated from some unknown distribution. The task here is to find an optimal set of actions such that the…
Many payment platforms hold large-scale marketing campaigns, which allocate incentives to encourage users to pay through their applications. To maximize the return on investment, incentive allocations are commonly solved in a two-stage…
We present a general theory of exact penalty functions with vectorial (multidimensional) penalty parameter for optimization problems in infinite dimensional spaces. In comparison with the scalar case, the use of vectorial penalty parameters…
This paper identifies necessary and sufficient conditions for the exactness of penalty functions in optimization problems whose constraint sets are not necessarily bounded. The case where the data of problems is locally Lipschitz,…
In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…
This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…
This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…
Motivated by applications of the Erlang-B blocking model and the extended $M/M/k/k+N$ model that allows for some queueing, beyond communication networks to sizing and pricing in production, messaging, and app-based parking systems, we study…
For many tasks, the reward function is inaccessible to introspection or too complex to be specified procedurally, and must instead be learned from user data. Prior work has evaluated learned reward functions by evaluating policies optimized…
Safe reinforcement learning aims to learn the optimal policy while satisfying safety constraints, which is essential in real-world applications. However, current algorithms still struggle for efficient policy updates with hard constraint…
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…
A key impediment to reinforcement learning (RL) in real applications with limited, batch data is defining a reward function that reflects what we implicitly know about reasonable behaviour for a task and allows for robust off-policy…
We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we use the standard reformulation { transforming the original…
Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…
Aligning generative models with human preference via RLHF typically suffers from overoptimization, where an imperfectly learned reward model can misguide the generative model to output undesired responses. We investigate this problem in a…
Selective labels are a common feature of consequential decision-making applications, referring to the lack of observed outcomes under one of the possible decisions. This paper reports work in progress on learning decision policies in the…
In this paper, we study a class of revenue management problems where the decision maker aims to maximize the total revenue subject to budget constraints on multiple type of resources over a finite horizon. At each time, a new…
Loss function learning is a new meta-learning paradigm that aims to automate the essential task of designing a loss function for a machine learning model. Existing techniques for loss function learning have shown promising results, often…
In this paper, we focus on a class of constrained nonlinear optimization problems (NLP), where some of its equality constraints define a closed embedded submanifold $\mathcal{M}$ in $\mathbb{R}^n$. Although NLP can be solved directly by…