相关论文: Two Time-scale Off-Policy TD Learning: Non-asympto…

We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…

Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…

We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

We study the stochastic optimization problem from a continuous-time perspective, with a focus on the Stochastic Gradient Descent with Momentum (SGDM) method. We show that the trajectory of SGDM, despite its \emph{stochastic} nature,…

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…

Diffusion models have demonstrated remarkable efficacy in various generative tasks with the predictive prowess of denoising model. Currently, diffusion models employ a uniform denoising model across all timesteps. However, the inherent…

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

The Contrastive Divergence (CD) algorithm has achieved notable success in training energy-based models including Restricted Boltzmann Machines and played a key role in the emergence of deep learning. The idea of this algorithm is to…

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Normalized gradient descent has shown substantial success in speeding up the convergence of exponentially-tailed loss functions (which includes exponential and logistic losses) on linear classifiers with separable data. In this paper, we go…

Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…

Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction…

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Gradient descent (GD) on logistic regression has many fascinating properties. When the dataset is linearly separable, it is known that the iterates converge in direction to the maximum-margin separator regardless of how large the step size…

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…