10 accepted papers
While Reinforcement Learning (RL) aims to train an agent from a reward function in a given environment, Inverse Reinforcement Learning (IRL) seeks to recover the reward function from observing an expert's behavior. It is well known that, in general, various reward functions can lead to the same opti…
This paper demonstrates how to recover causal graphs from the score of the data distribution in non-linear additive (Gaussian) noise models. Using score matching algorithms as a building block, we show how to design a new generation of scalable causal discovery methods. To showcase our approach, we…
It has been recently observed that neural networks, unlike kernel methods, enjoy a reduced sample complexity when the distribution is isotropic (i.e., when the covariance matrix is the identity). We find that this sensitivity to the data distribution is not exclusive to neural networks, and the same…
A well-known first-order method for sampling from log-concave probability distributions is the Unadjusted Langevin Algorithm (ULA). This work proposes a new annealing step-size schedule for ULA, which allows to prove new convergence guarantees for sampling from a smooth log-concave distribution, whi…
We demonstrate two new important properties of the 1-path-norm of shallow neural networks. First, despite its non-smoothness and non-convexity it allows a closed form proximal operator which can be efficiently computed, allowing the use of stochastic proximal-gradient-type methods for regularized em…
We introduce LiPopt, a polynomial optimization framework for computing increasingly tighter upper bound on the Lipschitz constant of neural networks. The underlying optimization problems boil down to either linear (LP) or semidefinite (SDP) programming. We show how to use the sparse connectivity of…
We introduce a \emph{sampling} perspective to tackle the challenging task of training robust Reinforcement Learning (RL) agents. Leveraging the powerful Stochastic Gradient Langevin Dynamics, we present a novel, scalable two-player RL algorithm, which is a sampling variant of the two-player policy g…
We study the fundamental problem of learning an unknown, smooth probability function via point-wise Bernoulli tests. We provide a scalable algorithm for efficiently solving this problem with rigorous guarantees. In particular, we prove the convergence rate of our posterior update rule to the true pr…
Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the development of algorithms that scale to high dimensions, wh…
We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror descent, to derive novel first-order sampling schemes. We prove…