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Jiyuan Tan

4 accepted papers

2024

A Homogenization Approach for Gradient-Dominated Stochastic Optimization

UAI 2024poster

Gradient dominance property is a condition weaker than strong convexity, yet sufficiently ensures global convergence even in non-convex optimization. This property finds wide applications in machine learning, reinforcement learning (RL), and operations management. In this paper, we propose the stoch…

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2022

Pessimistic Minimax Value Iteration: Provably Efficient Equilibrium Learning from Offline Datasets

ICML 2022spotlight

We study episodic two-player zero-sum Markov games (MGs) in the offline setting, where the goal is to find an approximate Nash equilibrium (NE) policy pair based on a dataset collected a priori. When the dataset does not have uniform coverage over all policy pairs, finding an approximate NE involves…

Cited by 52Source ↗PDF ↗Scholar ↗