相关论文: Double Control Variates for Gradient Estimation in…

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

A key challenge for gradient based optimization methods in model-free reinforcement learning is to develop an approach that is sample efficient and has low variance. In this work, we apply Kronecker-factored curvature estimation technique…

Restricting the variance of a policy's return is a popular choice in risk-averse Reinforcement Learning (RL) due to its clear mathematical definition and easy interpretability. Traditional methods directly restrict the total return…

It has been previously observed that training Variational Recurrent Autoencoders (VRAE) for text generation suffers from serious uninformative latent variables problem. The model would collapse into a plain language model that totally…

Many popular statistical models for complex phenomena are intractable, in the sense that the likelihood function cannot easily be evaluated. Bayesian estimation in this setting remains challenging, with a lack of computational methodology…

Data-centric learning emphasizes curating high-quality training samples to boost performance rather than designing new architectures. A central problem is to estimate the influence of training sample efficiently. Prior studies largely focus…

We consider the problem of learning linear prediction models with model misspecification bias. In such case, the collinearity among input variables may inflate the error of parameter estimation, resulting in instability of prediction…

Meta-gradients provide a general approach for optimizing the meta-parameters of reinforcement learning (RL) algorithms. Estimation of meta-gradients is central to the performance of these meta-algorithms, and has been studied in the setting…

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD):…

We propose a method for variable selection and basis learning for high-dimensional classification with ordinal responses. The proposed method extends sparse multiclass linear discriminant analysis, with the aim of identifying not only the…

Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for estimating total, spillover, and direct effects in MRDs. We…

A B testing serves as the gold standard for large scale, data driven decision making in online businesses. To mitigate metric variability and enhance testing sensitivity, control variates and regression adjustment have emerged as prominent…

We developed a single factor model with measure-specific sample weights for multivariate data with multiple observed indicators clustered within a higher level subject. The factor is therefore a latent variable shared by multiple indicators…

Reward learning typically relies on a single feedback type or combines multiple feedback types using manually weighted loss terms. Currently, it remains unclear how to jointly learn reward functions from heterogeneous feedback types such as…

Categorical random variables can faithfully represent the discrete and uncertain aspects of data as part of a discrete latent variable model. Learning in such models necessitates taking gradients with respect to the parameters of the…

We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

This paper deals with a general class of transformation models that contains many important semiparametric regression models as special cases. It develops a self-induced smoothing for the maximum rank correlation estimator, resulting in…