3 papers
cs.LG2024
Model-free Low-Rank Reinforcement Learning via Leveraged Entry-wise Matrix Estimation
Stefan Stojanovic, Yassir Jedra, Alexandre Proutiere
We consider the problem of learning an -optimal policy in controlled dynamical systems with low-rank latent structure. For this problem, we present LoRa-PI (Low-Rank P…
cs.LG2023
Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learning
Stefan Stojanovic, Yassir Jedra, Alexandre Proutiere
We study matrix estimation problems arising in reinforcement learning (RL) with low-rank structure. In low-rank bandits, the matrix to be recovered specifies the expected arm rewar…
stat.ML2023
Tight bounds for maximum -margin classifiers
Stefan Stojanovic, Konstantin Donhauser, Fanny Yang
Popular iterative algorithms such as boosting methods and coordinate descent on linear models converge to the maximum -margin classifier, a.k.a. sparse hard-margin SVM, in…