no code implementations • 7 Feb 2022 • Nhan H. Pham, Lam M. Nguyen, Jie Chen, Hoang Thanh Lam, Subhro Das, Tsui-Wei Weng
In recent years, a proliferation of methods were developed for cooperative multi-agent reinforcement learning (c-MARL).
1 code implementation • 5 Mar 2021 • Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen
These new algorithms can handle statistical and system heterogeneity, which are the two main challenges in federated learning, while achieving the best known communication complexity.
no code implementations • 24 Mar 2020 • Thinh T. Doan, Lam M. Nguyen, Nhan H. Pham, Justin Romberg
Motivated by broad applications in reinforcement learning and machine learning, this paper considers the popular stochastic gradient descent (SGD) when the gradients of the underlying objective function are sampled from Markov processes.
1 code implementation • 1 Mar 2020 • Nhan H. Pham, Lam M. Nguyen, Dzung T. Phan, Phuong Ha Nguyen, Marten van Dijk, Quoc Tran-Dinh
We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization.
1 code implementation • ICML 2020 • Quoc Tran-Dinh, Nhan H. Pham, Lam M. Nguyen
In the expectation case, we establish $\mathcal{O}(\varepsilon^{-2})$ iteration-complexity to achieve a stationary point in expectation and estimate the total number of stochastic oracle calls for both function value and its Jacobian, where $\varepsilon$ is a desired accuracy.
no code implementations • 8 Jul 2019 • Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen
We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems.
no code implementations • 15 May 2019 • Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen
We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems.
1 code implementation • 15 Feb 2019 • Nhan H. Pham, Lam M. Nguyen, Dzung T. Phan, Quoc Tran-Dinh
We also specify the algorithm to the non-composite case that covers existing state-of-the-arts in terms of complexity bounds.