We address the issue of limit cycling behavior in training Generative Adversarial Networks and propose the use of Optimistic Mirror Decent (OMD) for training Wasserstein GANs. Recent theoretical results have shown that optimistic mirror decent (OMD) can enjoy faster regret rates in the context of zero-sum games. WGANs …
On-device research index
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
168,742 papers · 148 categories
Trend · papers per month
48 results for “Optimistic OMD”
On the modes of convergence of Stochastic Optimistic Mirror Descent (OMD) for saddle point problemsmath.OC
In this article, we study the convergence of Mirror Descent (MD) and Optimistic Mirror Descent (OMD) for saddle point problems satisfying the notion of coherence as proposed in Mertikopoulos et al. We prove convergence of OMD with exact gradients for coherent saddle point problems, and show that monotone convergence on…
Optimistic Online Mirror Descent for Bridging Stochastic and Adversarial Online Convex Optimizationcs.LG
Improved regret bounds for online convex optimization under stochastic and adversarial settings.
problem Interpolating between stochastic and adversarial online convex optimization.
method Optimistic online mirror descent (OMD) for the Stochastically Extended Adversarial (SEA) model.
result Established new regret bounds for various function classes.
New algorithm achieves nearly optimal regret with one-pass updates for GLB problems.
problem Generalized linear bandits with non-linear reward distributions.
method Jointly efficient algorithm using OMD estimator with one-pass updates.
result Nearly optimal regret bound with time and space complexities per round.
Interaction Matters: A Note on Non-asymptotic Local Convergence of Generative Adversarial Networksstat.ML
Motivated by the pursuit of a systematic computational and algorithmic understanding of Generative Adversarial Networks (GANs), we present a simple yet unified non-asymptotic local convergence theory for smooth two-player games, which subsumes several discrete-time gradient-based saddle point dynamics. The analysis rev…
OMD and DA perform similarly in static settings but OMD is inferior under dynamic learning rates.
problem Proving and understanding the performance difference between OMD and DA under dynamic learning rates.
method Introducing stabilization to OMD and modifying its convergence analysis.
result OMD with stabilization and DA have the same performance guarantees under dynamic learning rates.
Banker-OMD improves online learning with delayed feedback.
problem Handling delayed feedback in online learning.
method Generalized Online Mirror Descent (OMD) framework.
result Achieves nearly-optimal performance in three bandit scenarios.
Owing to their connection with generative adversarial networks (GANs), saddle-point problems have recently attracted considerable interest in machine learning and beyond. By necessity, most theoretical guarantees revolve around convex-concave (or even linear) problems; however, making theoretical inroads towards effici…
Optimistic Mirror Descent framework improves bidding strategies in non-stationary first-price auctions.
problem Optimizing bidding strategies in non-stationary first-price auctions.
method Introducing Optimistic Mirror Descent (OMD) framework with novel optimism configuration.
result Minimax-optimal dynamic regret rates achieved for non-stationary first-price auctions.
New algorithm tackles adversarial bandits with arbitrary strategies.
problem Adversarial bandit problem against arbitrary strategies.
method Adopted master-base framework using online mirror descent method (OMD). Proposed adaptive learning rates for OMD.
result Achieved improved regret bounds compared to previous methods.
Paper introduces OMD for ordered state transitions in SSMs.
problem Modeling ordered latent states in dynamic systems.
method Ordered Matrix Dirichlet (OMD) prior over ordered stochastic matrices.
result OMD models recover interpretable ordered latent structure without sacrificing predictive performance.
Adaptive OMD reduces variance in learning optimal strategies for imperfect information games.
problem High variance in learning optimal strategies for imperfect information games.
method Fixed sampling approach with locally applied Online Mirror Descent (OMD) algorithm.
result Convergence rate of with high probability.
Proposes a new algorithm for robust learning in Schrödinger bridge problems.
problem Uncertainty in estimated learning signals in Schrödinger bridge problems.
method Variational Online Mirror Descent (OMD) framework for Schrödinger bridge problems.
result Formally proves convergence and a regret bound for the OMD formulation of Schrödinger bridge acquisition.
In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the step size sequence for the convergence of an OMD algorithm with respe…
Improved algorithm reduces regret in corrupted expert advice setting.
problem Prediction with expert advice in the presence of adversarial corruption.
method Multiplicative Weights algorithm with decreasing step sizes.
result Achieves constant regret and optimal performance in various environments.
Bayesian classifier improves robustness with optimistic score ratio.
problem Limited information on class-conditional distribution.
method Optimistic score ratio for robust binary classification.
result Bayesian classifier using optimistic score ratio is robust and computationally tractable.
We show that the optimistic limits of the colored Jones polynomials of the hyperbolic knots coincide with the optimistic limits of the Kashaev invariants modulo .
Proposes Optimistic Pessimistically Initialised Q-Learning (OPIQ) for better exploration in RL.
problem Pessimistic initialisation of Q-values in deep RL leads to poor exploration performance.
method Augments pessimistically initialised Q-values with count-based bonuses to ensure optimism.
result OPIQ outperforms non-optimistic DQN variants in hard exploration tasks.
We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…
New algorithm achieves best-of-both-worlds performance in various online learning settings.
problem Achieving optimal performance in both adversarial and stochastic online learning settings.
method General reduction from best-of-both worlds to FTRL and OMD algorithms.
result Transformed existing algorithms into new ones with best-of-both-worlds guarantees.
The optimistic limit is the mathematical formulation of the classical limit which is a physical method to expect the actual limit by using saddle point method of certain potential function. The original optimistic limit of the Kashaev invariant was formulated by Yokota, and a modified formulation was suggested by the a…
Optimistic estimate predicts best fitting performance of nonlinear models.
problem Evaluating the potential of nonlinear models in fitting.
method Proposes an optimistic estimate to quantify the smallest sample size for fitting nonlinear models.
result Predicts specific subsets of targets that can be fitted at overparameterization.
New algorithm reduces regret in sequential decision-making problems.
problem Balancing exploration and exploitation in online sequential decision problems.
method Variational Bayesian optimistic sampling (VBOS) for optimizing policies.
result VBOS achieves Bayesian regret for stochastic multi-armed bandits.
Meta-learning improves performance across similar tasks in adversarial bandit settings.
problem Improving performance across multiple similar tasks in adversarial bandit scenarios.
method Designing meta-algorithms that combine outer learners to tune hyperparameters of inner learners for MAB and BLO.
result Meta-algorithms improve task-averaged regret for MAB and BLO, showing direct relationship with action space-dependent measures.
Optimistic Natural Policy Gradient: a Simple Efficient Policy Optimization Framework for Online RLcs.LG
Optimistic NPG improves policy optimization in online RL with efficient sample complexity.
problem Limited theoretical understanding of policy optimization, especially in online RL.
method Combines natural policy gradient with optimistic policy evaluation.
result Achieves optimal dimension dependence sample complexity for learning near-optimal policies.
Characterizes concept classes for optimistic online learning.
problem Understanding minimal assumptions for online learnability.
method Investigates two questions about concept classes' learnability.
result Characterizes all concept classes for optimistically universal online learnability.
We show how to take any two parameter-free online learning algorithms with different regret guarantees and obtain a single algorithm whose regret is the minimum of the two base algorithms. Our method is embarrassingly simple: just add the iterates. This trick can generate efficient algorithms that adapt to many norms s…
New algorithms reduce forecasting errors by leveraging optimistic learning and hinting.
problem Real-time climate forecasting with delayed feedback.
method Developed optimistic online learning algorithms that reduce regret under delayed feedback.
result Optimistic learning algorithms achieve optimal regret guarantees under delayed feedback.
Unified meta-algorithm improves average performance across similar tasks in adversarial bandits.
problem Improving performance across multiple similar tasks in adversarial bandit settings.
method Unified meta-algorithm for multi-armed bandits and bandit linear optimization, tuning initialization, step-size, and entropy parameters.
result Unified meta-algorithm yields setting-specific guarantees for MAB and BLO, improving task-averaged regret.
Omega method mitigates noise in stochastic game optimization.
problem Noise sensitivity and convergence issues in stochastic game optimization.
method Omega method incorporates EMA of historic gradients in its update rule.
result Omega method outperforms optimistic gradient method in stochastic games.
New method minimizes regret in AMDP with high probability.
problem Pessimistic regret analysis in AMDP.
method Developed a new policy search method achieving optimistic regret.
result Achieved sublinear optimistic regret with high probability.
Unified framework for model- and value-optimistic reinforcement learning.
problem Designing and analyzing algorithms for episodic reinforcement learning.
method Lagrangian duality for a unified view of optimism.
result Unified algorithms with both efficient implementation and probabilistic analysis.
We derive an algorithm that achieves the optimal (within constants) pseudo-regret in both adversarial and stochastic multi-armed bandits without prior knowledge of the regime and time horizon. The algorithm is based on online mirror descent (OMD) with Tsallis entropy regularization with power and reduced-varian…
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three different sources of this selection bias: adaptive \emph{sampling} of arms, adaptive \emph{stopping} of the experiment, and adaptively \emph{…
Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.
problem Exploration-exploitation dilemma in linear quadratic regulator (LQR) setting.
method Relax optimistic optimization into a constrained extended LQR problem, then solve using Riccati equations.
result Computes -optimistic controller efficiently with Riccati equations.
Proposes H-UCRL for efficient model-based RL with sublinear regret.
problem Greedy policy exploration in model-based RL ignores epistemic uncertainty.
method Reparameterizes plausible models, hallucinates control, augments input space, solves with greedy planners.
result H-UCRL achieves provably sublinear regret for Gaussian Process models.
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data, which makes them susceptible to estimation errors. We thus propose to replace each…
New method for optimistic planning in MDPs using regularization.
problem Optimistic planning in infinite-horizon discounted MDPs.
method Regularized dynamic programming for approximate value iteration.
result Achieves near-optimal statistical guarantees in learning policies.
Optimistic Hedge achieves optimal regret bounds in two-player zero-sum games.
problem Achieving optimal regret bounds for optimistic Hedge in two-player zero-sum games.
method Refined regret analysis and optimization problem formulation.
result Optimistic Hedge achieves regret bounds, matching upper and lower bounds.
Optimistic method adapted for faster convex-concave min-max problems.
problem Solving convex-concave min-max optimization problems efficiently.
method Adaptive, line search-free second-order methods combining optimistic updates and second-order information.
result Achieves optimal convergence rate without line search or backtracking.
This paper develops a model of reference-dependent assessment of subjective beliefs in which loss-averse people optimally choose the expectation as the reference point to balance the current felicity from the optimistic anticipation and the future disappointment from the realisation. The choice of over-optimism or over…
Optimistic PPO variant solves linear MDPs with improved regret bound.
problem Understanding theoretical limits of PPO in linear MDPs.
method Proposes an optimistic variant of PPO for episodic adversarial linear MDPs with full-information feedback.
result Establishes a regret bound.
Paper addresses inefficiency in converting EFGs to NFGs for learning.
problem Inefficiency in converting Extensive-Form Games to Normal-Form Games.
method Uses -Hedge algorithm and Online Mirror Descent (OMD) for polynomial-time learning of EFGs.
result Achieves EFCE-regret, matching information-theoretic lower bound.
Study optimizes linear regression analysis for high-dimensional settings.
problem Understanding high-dimensional linear regression with interpolation and regularization.
method Localized uniform convergence analysis of optimistic rates for linear regression.
result Recover guarantees for ridge and LASSO regression under random designs.
Novel approach to universal online learning for bounded losses, closing open problems.
problem Characterizing processes for universal online learning under non-i.i.d. conditions.
method Characterization of processes admitting strong and weak universal learning, introduction of optimistically universal learning rule.
result Introduction of a novel 1NN algorithm that is optimistically universal for bounded losses.
Solves open problem on universally consistent online learning with unbounded losses.
problem Open problem on universally consistent online learning with unbounded losses.
method Constructs random measurable partitions of the instance space.
result Simple memorization rule is optimistically universal for any unbounded loss.
Optimistic bounds for multi-output learning using self-bounding Lipschitz condition.
problem Learning vector-valued functions from supervised data.
method Introducing self-bounding Lipschitz condition and proving optimistic bounds using local Rademacher complexity and Srebro's inequality.
result Minimax optimal generalization bounds for multi-output learning, up to logarithmic factors.
In this paper, we prove some convergence results of a special case of optimistic policy iteration algorithm for stochastic shortest path problem. We consider both Monte Carlo and methods for the policy evaluation step under the condition that the termination state will eventually be reached almost surely.