相关论文: Learning an Efficient Optimizer via Hybrid-Policy …

Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Combinatorial optimization problems are traditionally tackled with handcrafted heuristic algorithms, which demand extensive domain expertise and significant implementation effort. Recent progress has highlighted the potential of automatic…

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Column generation (CG) is a vital method to solve large-scale problems by dynamically generating variables. It has extensive applications in common combinatorial optimization, such as vehicle routing and scheduling problems, where each…

Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield…

Unified vision-language models have made significant progress in multimodal understanding and generation, yet they largely fall short in producing multimodal interleaved outputs, which is a crucial capability for tasks like visual…

Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…

Optimization of hyper-parameters in reinforcement learning (RL) algorithms is a key task, because they determine how the agent will learn its policy by interacting with its environment, and thus what data is gathered. In this work, an…

We design multi-horizon forecasting models for limit order book (LOB) data by using deep learning techniques. Unlike standard structures where a single prediction is made, we adopt encoder-decoder models with sequence-to-sequence and…

This paper presents a novel hybrid approach that integrates linear programming (LP) within the loss function of an unsupervised machine learning model. By leveraging the strengths of both optimization techniques and machine learning, this…

Large Language Reasoning Models have demonstrated remarkable success on static tasks, yet their application to multi-round agentic planning in interactive environments faces two fundamental challenges. First, the intractable credit…

This paper introduces LeTO, a method for learning constrained visuomotor policy with differentiable trajectory optimization. Our approach integrates a differentiable optimization layer into the neural network. By formulating the…

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

We introduce Hindsight Off-policy Options (HO2), a data-efficient option learning algorithm. Given any trajectory, HO2 infers likely option choices and backpropagates through the dynamic programming inference procedure to robustly train all…

The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

This paper proposes a multi-step probabilistic forecasting framework using a single neural-network based model to generate simultaneous point and interval forecasts. Our approach ensures non-crossing prediction intervals (PIs) through a…

Discrete Optimal Transport problems give rise to very large linear programs (LP) with a particular structure of the constraint matrix. In this paper we present a hybrid algorithm that mixes an interior point method (IPM) and column…

Well-established optimization-based methods can guarantee an optimal trajectory for a short optimization horizon, typically no longer than a few seconds. As a result, choosing the optimal trajectory for this short horizon may still result…