
Solving Discounted Stochastic TwoPlayer Games with NearOptimal Time and Sample Complexity
In this paper, we settle the sampling complexity of solving discounted t...
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Diffusion Approximations for Online Principal Component Estimation and Global Convergence
In this paper, we propose to adopt the diffusion approximation tools to ...
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Online Factorization and Partition of Complex Networks From Random Walks
Finding the reduceddimensional structure is critical to understanding c...
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Stochastic PrimalDual Methods and Sample Complexity of Reinforcement Learning
We study the online estimation of the optimal policy of a Markov decisio...
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Accelerating Stochastic Composition Optimization
Consider the stochastic composition optimization problem where the objec...
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NearOptimal Stochastic Approximation for Online Principal Component Estimation
Principal component analysis (PCA) has been a prominent tool for highdi...
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Random MultiConstraint Projection: Stochastic Gradient Methods for Convex Optimization with Many Constraints
Consider convex optimization problems subject to a large number of const...
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Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of ExpectedValue Functions
Classical stochastic gradient methods are well suited for minimizing exp...
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Improved Incremental FirstOrder Oracle Complexity of Variance Reduced Methods for Nonsmooth Convex Stochastic Composition Optimization
We consider the nonsmooth convex composition optimization problem where ...
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Improved Oracle Complexity of Variance Reduced Methods for Nonsmooth Convex Stochastic Composition Optimization
We consider the nonsmooth convex composition optimization problem where ...
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Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex Optimization
Stochastic optimization naturally arises in machine learning. Efficient ...
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Variance Reduction Methods for Sublinear Reinforcement Learning
This work considers the problem of provably optimal reinforcement learni...
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State Compression of Markov Processes via Empirical LowRank Estimation
Model reduction is a central problem in analyzing complex systems and hi...
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PrimalDual π Learning: Sample Complexity and Sublinear Run Time for Ergodic Markov Decision Problems
Consider the problem of approximating the optimal policy of a Markov dec...
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Estimation of Markov Chain via Rankconstrained Likelihood
This paper studies the recovery and state compression of lowrank Markov...
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Scalable Bilinear π Learning Using State and Action Features
Approximate linear programming (ALP) represents one of the major algorit...
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Adaptive LowNonnegativeRank Approximation for State Aggregation of Markov Chains
This paper develops a lownonnegativerank approximation method to ident...
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State Aggregation Learning from Markov Transition Data
State aggregation is a model reduction method rooted in control theory a...
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A bird'seye view on coherence, and a worm'seye view on cohesion
Generating coherent and cohesive longform texts is a challenging proble...
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GraphAdaptive Pruning for Efficient Inference of Convolutional Neural Networks
In this work, we propose a graphadaptive pruning (GAP) method for effic...
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SampleOptimal Parametric QLearning with Linear Transition Models
Consider a Markov decision process (MDP) that admits a set of stateacti...
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Learning to Control in Metric Space with Optimal Regret
We study online reinforcement learning for finitehorizon deterministic ...
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Reinforcement Leaning in Feature Space: Matrix Bandit, Kernels, and Regret Bound
Exploration in reinforcement learning (RL) suffers from the curse of dim...
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Learning lowdimensional state embeddings and metastable clusters from time series data
This paper studies how to find compact state embeddings from highdimens...
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RL4health: Crowdsourcing Reinforcement Learning for Knee Replacement Pathway Optimization
Joint replacement is the most common inpatient surgical treatment in the...
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VotingBased MultiAgent Reinforcement Learning
The recent success of singleagent reinforcement learning (RL) encourage...
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Learning Markov models via lowrank optimization
Modeling unknown systems from data is a precursor of system optimization...
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FeatureBased QLearning for TwoPlayer Stochastic Games
Consider a twoplayer zerosum stochastic game where the transition func...
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Continuous Control with Contexts, Provably
A fundamental challenge in artificial intelligence is to build an agent ...
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Unsupervised Common Question Generation from Multiple Documents using Reinforced Contrastive Coordinator
Web search engines today return a ranked list of document links in respo...
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Sketching Transformed Matrices with Applications to Natural Language Processing
Suppose we are given a large matrix A=(a_i,j) that cannot be stored in m...
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MinimaxOptimal OffPolicy Evaluation with Linear Function Approximation
This paper studies the statistical theory of batch data reinforcement le...
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Characterizing Deep Learning Training Workloads on AlibabaPAI
Modern deep learning models have been exploited in various domains, incl...
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Mengdi Wang
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Assistant Professor of Department of Operations Research and Financial Engineering at Princeton University