相关论文: Policy Newton Algorithm in Reproducing Kernel Hilb…

Efficient numerical optimization methods can improve performance and reduce the environmental impact of computing in many applications. This work presents a proof-of-concept study combining primitive state representations and…

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Traditional machine learning models, particularly neural networks, are rooted in finite-dimensional parameter spaces and nonlinear function approximations. This report explores an alternative formulation where learning tasks are expressed…

In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…

Optimizing tensor networks with standard first-order methods often leads to slow convergence and entrapment in local minima. Although second-order optimization offers enhanced robustness, explicitly constructing the full Hessian matrix is…

Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an…

Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset. In this paper, we extend the hypothesis class of IO objective functions to a reproducing kernel Hilbert…

Reinforcement learning (RL) is a promising approach for deriving control policies for complex systems. As we show in two control problems, the derived policies from using the Proximal Policy Optimization (PPO) and Deep Q-Network (DQN)…

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown…

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Operator-Valued Kernels (OVKs) and associated vector-valued Reproducing Kernel Hilbert Spaces provide an elegant way to extend scalar kernel methods when the output space is a Hilbert space. Although primarily used in finite dimension for…

This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate…

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Optimization in Deep Learning is mainly dominated by first-order methods which are built around the central concept of backpropagation. Second-order optimization methods, which take into account the second-order derivatives are far less…

We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure…

Learning with Reproducing Kernel Hilbert Spaces (RKHS) has been widely used in many scientific disciplines. Because a RKHS can be very flexible, it is common to impose a regularization term in the optimization to prevent overfitting.…

This paper develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Many recurrent neural network machine learning paradigms can be formulated using state-space representations. The classical notion of canonical state-space realization is adapted in this paper to accommodate semi-infinite inputs so that it…