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Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

统计方法学 · 统计学 2024-08-30 Takuo Matsubara

We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…

机器学习 · 统计学 2018-05-14 Ruidi Chen , Ioannis Ch. Paschalidis

We refer to recent inference methodology and formulate a framework for solving the distributionally robust optimization problem, where the true probability measure is inside a Wasserstein ball around the empirical measure and the radius of…

数理金融 · 定量金融 2023-06-28 Xin Hai , Kihun Nam

Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…

机器学习 · 计算机科学 2025-03-07 Shuang Liu , Yihan Wang , Yifan Zhu , Yibo Miao , Xiao-Shan Gao

Generative Adversarial Networks are a popular method for learning distributions from data by modeling the target distribution as a function of a known distribution. The function, often referred to as the generator, is optimized to minimize…

机器学习 · 计算机科学 2021-11-03 Daria Reshetova , Yikun Bai , Xiugang Wu , Ayfer Ozgur

Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence…

机器学习 · 计算机科学 2019-07-16 Zhuoran Yang , Yongxin Chen , Mingyi Hong , Zhaoran Wang

In many real-world applications, ensuring the robustness and stability of deep neural networks (DNNs) is crucial, particularly for image classification tasks that encounter various input perturbations. While data augmentation techniques…

机器学习 · 统计学 2025-06-26 Jiaming Hu , Debarghya Mukherjee , Ioannis Ch. Paschalidis

Deep off-policy actor-critic algorithms have emerged as the leading framework for reinforcement learning in continuous control domains. However, most of these algorithms suffer from poor sample efficiency, especially in environments with…

机器学习 · 计算机科学 2026-02-25 Zahra Shahrooei , Ali Baheri

This paper addresses a new active learning strategy for regression problems. The presented Wasserstein active regression model is based on the principles of distribution-matching to measure the representativeness of the labeled dataset. The…

机器学习 · 计算机科学 2024-03-25 Benjamin Bobbia , Matthias Picard

Deterministic-policy actor-critic algorithms for continuous control improve the actor by plugging its actions into the critic and ascending the action-value gradient, which is obtained by chaining the actor's Jacobian matrix with the…

人工智能 · 计算机科学 2020-10-23 Pierluca D'Oro , Wojciech Jaśkowski

On error of value function inevitably causes an overestimation phenomenon and has a negative impact on the convergence of the algorithms. To mitigate the negative effects of the approximation error, we propose Error Controlled Actor-critic…

机器学习 · 计算机科学 2021-09-08 Xingen Gao , Fei Chao , Changle Zhou , Zhen Ge , Chih-Min Lin , Longzhi Yang , Xiang Chang , Changjing Shang

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

最优化与控制 · 数学 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…

机器学习 · 计算机科学 2025-05-07 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to…

机器学习 · 计算机科学 2018-05-23 Yichen Wang , Le Song , Hongyuan Zha

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

机器学习 · 计算机科学 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

We propose a variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…

数值分析 · 数学 2020-07-15 Wuchen Li , Jianfeng Lu , Li Wang

Archetypal analysis is an unsupervised machine learning method that summarizes data using a convex polytope. In its original formulation, for fixed k, the method finds a convex polytope with k vertices, called archetype points, such that…

机器学习 · 统计学 2022-10-27 Katy Craig , Braxton Osting , Dong Wang , Yiming Xu

We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…

机器学习 · 计算机科学 2024-06-21 Ariel Neufeld , Julian Sester

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

机器学习 · 计算机科学 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

动力系统 · 数学 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin