相关论文: HessianFR: An Efficient Hessian-based Follow-the-R…

In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-implement gradient descent step in this algorithm, a crucial…

Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-the-art algorithm for solving sequential games that are too large for full tree traversals. It works by using gradient estimates that can be computed via sampling.…

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a…

This paper presents a novel natural gradient and Hessian-free (NGHF) optimisation framework for neural network training that can operate efficiently in a distributed manner. It relies on the linear conjugate gradient (CG) algorithm to…

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide…

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Hierarchical federated learning (HFL) has emerged as a key architecture for large-scale wireless and Internet of Things systems, where devices communicate with nearby edge servers before reaching the cloud. In these environments, uplink…

A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…

We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…

3D Gaussian Splatting (3DGS) achieves high-fidelity rendering with fast real-time performance, but existing methods rely on offline training after full Structure-from-Motion (SfM) processing. In contrast, this work introduces Gaussian…

Generative adversarial networks (GANs) are a class of generative models, known for producing accurate samples. The key feature of GANs is that there are two antagonistic neural networks: the generator and the discriminator. The main…

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

Dynamic programming and heuristic search are at the core of state-of-the-art solvers for sequential decision-making problems. In partially observable or collaborative settings (\eg, POMDPs and Dec-POMDPs), this requires introducing an…

We investigate the accuracy of prediction in deterministic learning dynamics of zero-sum games with random initializations, specifically focusing on observer uncertainty and its relationship to the evolution of covariances. Zero-sum games…

Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a…

In this work we present a hierarchical framework for solving discrete stochastic pursuit-evasion games (PEGs) in large grid worlds. With a partition of the grid world into superstates (e.g., "rooms"), the proposed approach creates a…

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…