Statistical Learning
Distributional Policy Evaluation: a Maximum Entropy approach to Representation Learning
In Distributional Reinforcement Learning (D-RL) [Bellemare et al., 2023], an agent aims to estimate Sutton and Barto, 2018], where the objective is to predict the expected return only. In Section 3, we answer this methodological question, showing that it is possible to reformulate Policy Evaluation in a distributional setting so that its performance index is explicitly intertwined with the representation of the (state or action) spaces.
Appendix of Joint Data-T ask Generation for Auxiliary Learning Hong Chen
We provide the derivation of the upper implicit gradient in eq. We summarize the whole DTG-AuxL algorithm in Algorithm 1, where the lower and upper optimization updates are conducted alternatingly. We use the batch stochastic gradient optimization for both the lower and upper update. STL: It is a natural baseline where we only train on the primary task. Equal: It is a multi-task learning method, where we assign an equal weight of 1.0 to the loss of each MAXL can be only applied to the classification problem.
Uniform Convergence with Square-Root Lipschitz Loss
In linear regression, interpolating the square loss is equivalent to interpolating many other losses (such as the absolute loss) on the training set. Similarly, in the context of linear classification, many works (Soudry et al. 2018; Ji and Telgarsky 2019; Muthukumar et al. 2021) have shown that optimizing