3 accepted papers
Randomized trace estimation is a popular technique to approximate the trace of an implicitly-defined matrix $A$ by averaging the quadratic form $x’Ax$ across several samples of a random vector $x$. This paper focuses on the application of randomized trace estimators on asynchronous computing environ…
In this paper, we consider decentralized stochastic non-convex optimization over a class of weakly connected digraphs. First, we quantify the convergence behaviors of the weight matrices of this type of digraphs. By leveraging the perturbed push sum protocol and gradient tracking techniques, we prop…
We consider a new family of stochastic operators for reinforcement learning with the goal of alleviating negative effects and becoming more robust to approximation or estimation errors. Various theoretical results are established, which include showing that our family of operators preserve optimalit…