6 papers
Solving optimization problems with Blackwell approachability
Julien Grand-Clément, Christian Kroer
We introduce the Conic Blackwell Algorithm (CBA) regret minimizer, a new parameter- and scale-free regret minimizer for general convex sets. CBA is based on Blackwell a…
Conic Blackwell Algorithm: Parameter-Free Convex-Concave Saddle-Point Solving
Julien Grand-Clément, Christian Kroer
We develop new parameter-free and scale-free algorithms for solving convex-concave saddle-point problems. Our results are based on a new simple regret minimizer, the Conic Blackwel…
Scalable First-Order Methods for Robust MDPs
Julien Grand-Clément, Christian Kroer
Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order…
Robust Policies For Proactive ICU Transfers
Julien Grand-Clement, Carri W. Chan, Vineet Goyal +1
Patients whose transfer to the Intensive Care Unit (ICU) is unplanned are prone to higher mortality rates than those who were admitted directly to the ICU. Recent advances in machi…
The operator approach to entropy games
Marianne Akian, Stéphane Gaubert, Julien Grand-Clément +1
Entropy games and matrix multiplication games have been recently introduced by Asarin et al. They model the situation in which one player (Despot) wishes to minimize the growth rat…
Log-sum-exp neural networks and posynomial models for convex and log-log-convex data
Giuseppe C. Calafiore, Stephane Gaubert, Corrado Possieri
We show in this paper that a one-layer feedforward neural network with exponential activation functions in the inner layer and logarithmic activation in the output neuron is an uni…