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Optimizing the learning rate remains a critical challenge in machine learning, essential for achieving model stability and efficient convergence. The Vector Auxiliary Variable (VAV) algorithm introduces a novel energy-based self-adjustable…

机器学习 · 计算机科学 2024-11-12 Jiahao Zhang , Christian Moya , Guang Lin

We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…

机器学习 · 计算机科学 2021-11-04 Nikos Vlassis , Ashok Chandrashekar , Fernando Amat Gil , Nathan Kallus

The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is violated for cases where the objective…

Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

系统与控制 · 电气工程与系统科学 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

In this paper, we propose a simple variant of the original stochastic variance reduction gradient (SVRG), where hereafter we refer to as the variance reduced stochastic gradient descent (VR-SGD). Different from the choices of the snapshot…

机器学习 · 计算机科学 2017-04-18 Fanhua Shang

We propose a remarkably general variance-reduced method suitable for solving regularized empirical risk minimization problems with either a large number of training examples, or a large model dimension, or both. In special cases, our method…

最优化与控制 · 数学 2020-01-16 Filip Hanzely , Peter Richtárik

We study the sample complexity of reducing reinforcement learning to a sequence of empirical risk minimization problems over the policy space. Such reductions-based algorithms exhibit local convergence in the function space, as opposed to…

机器学习 · 计算机科学 2023-01-26 Naman Agarwal , Brian Bullins , Karan Singh

In recent years, advanced model-based and data-driven control methods are unlocking the potential of complex robotics systems, and we can expect this trend to continue at an exponential rate in the near future. However, ensuring safety with…

机器人学 · 计算机科学 2024-08-29 Gianni Lunardi , Asia La Rocca , Matteo Saveriano , Andrea Del Prete

Stochastic gradient-based optimisation for discrete latent variable models is challenging due to the high variance of gradients. We introduce a variance reduction technique for score function estimators that makes use of double control…

机器学习 · 统计学 2022-06-07 Michalis K. Titsias , Jiaxin Shi

The celebrated Expected Shortfall (ES) optimization formula implies that ES at a fixed probability level is the minimum of a linear real function plus a scaled mean excess function. We establish a reverse ES optimization formula, which says…

风险管理 · 定量金融 2023-05-23 Yuanying Guan , Zhanyi Jiao , Ruodu Wang

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

机器学习 · 计算机科学 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Learning a stable and generalizable centralized value function (CVF) is a crucial but challenging task in multi-agent reinforcement learning (MARL), as it has to deal with the issue that the joint action space increases exponentially with…

多智能体系统 · 计算机科学 2020-08-11 Xinghu Yao , Chao Wen , Yuhui Wang , Xiaoyang Tan

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

机器学习 · 计算机科学 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of…

人工智能 · 计算机科学 2016-08-12 Anna Harutyunyan , Marc G. Bellemare , Tom Stepleton , Remi Munos

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

机器学习 · 计算机科学 2021-07-06 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

This paper aims to solve a safe reinforcement learning (RL) problem with risk measure-based constraints. As risk measures, such as conditional value at risk (CVaR), focus on the tail distribution of cost signals, constraining risk measures…

机器学习 · 计算机科学 2023-12-04 Dohyeong Kim , Songhwai Oh

Reinforcement learning for control over continuous spaces typically uses high-entropy stochastic policies, such as Gaussian distributions, for local exploration and estimating policy gradient to optimize performance. Many robotic control…

机器学习 · 计算机科学 2024-04-03 Ya-Chien Chang , Sicun Gao

Evolution Strategy (ES) is a powerful black-box optimization technique based on the idea of natural evolution. In each of its iterations, a key step entails ranking candidate solutions based on some fitness score. For an ES method in…

机器学习 · 计算机科学 2023-02-22 Eshwar S R , Shishir Kolathaya , Gugan Thoppe

Large multimodal reasoning models have achieved rapid progress, but their advancement is constrained by two major limitations: the absence of open, large-scale, high-quality long chain-of-thought (CoT) data, and the instability of…

计算机视觉与模式识别 · 计算机科学 2025-09-26 Sicong Leng , Jing Wang , Jiaxi Li , Hao Zhang , Zhiqiang Hu , Boqiang Zhang , Yuming Jiang , Hang Zhang , Xin Li , Lidong Bing , Deli Zhao , Wei Lu , Yu Rong , Aixin Sun , Shijian Lu

In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…

机器学习 · 计算机科学 2016-07-21 Richard S. Sutton , A. Rupam Mahmood , Martha White