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cs.LG2021★ 1 cited
Scalable Safety-Critical Policy Evaluation with Accelerated Rare Event Sampling
Mengdi Xu, Peide Huang, Fengpei Li +6
Evaluating rare but high-stakes events is one of the main challenges in obtaining reliable reinforcement learning policies, especially in large or infinite state/action spaces wher…
math.OC2021
General Feasibility Bounds for Sample Average Approximation via Vapnik-Chervonenkis Dimension
Henry Lam, Fengpei Li
We investigate the feasibility of sample average approximation (SAA) for general stochastic optimization problems, including two-stage stochastic programming without the relatively…