Deep Learning
A Proofs of Propositions Lemma 4 Let
Equation 9. Therefore if we define a standard "policy" loss L This is the "soft" version of an analogous statement made for "hard" optimality first shown in [32]. This argument is the direct counterpart to Theorem 2 in [32]--which uses argmax instead of softmax. From this point onwards, the same strategy for Proposition 2 again applies, completing the proof. Environments used for experiments are from OpenAI gym [56]. Each environment is associated with a true reward function (unknown to all imitation algorithms).
Interior Point Solving for LP-based prediction+optimisation
Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or energy or stock prices. Machine learning (ML) models, especially neural networks, are increasingly being used to estimate these coefficients in a data-driven way.