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cs.LG2024
Almost Free: Self-concordance in Natural Exponential Families and an Application to Bandits
Shuai Liu, Alex Ayoub, Flore Sentenac +2
We prove that single-parameter natural exponential families with subexponential tails are self-concordant with polynomial-sized parameters. For subgaussian natural exponential fami…
cs.LG2024
Switching the Loss Reduces the Cost in Batch (Offline) Reinforcement Learning
Alex Ayoub, Kaiwen Wang, Vincent Liu +5
We propose training fitted Q-iteration with log-loss (FQI-log) for batch reinforcement learning (RL). We show that the number of samples needed to learn a near-optimal policy with…