53 citations · 177 across the 34 of their papers we have counts for
4 papers · 1 filter
Optimal oracle inequalities for solving projected fixed-point equations
Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright
Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equ…
On the Sample Complexity of Reinforcement Learning with Policy Space Generalization
Wenlong Mou, Zheng Wen, Xi Chen
We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal p…
ROOT-SGD: Sharp Nonasymptotics and Near-Optimal Asymptotics in a Single Algorithm
Chris Junchi Li, Wenlong Mou, Martin J. Wainwright +1
We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as…
On Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and Non-Asymptotic Concentration
Wenlong Mou, Chris Junchi Li, Martin J. Wainwright +2
We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{…