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Found 16 papers, 0 papers with code
Fine-Grained Embedding Dimension Optimization During Training for Recommender Systems
Huge embedding tables in modern Deep Learning Recommender Models (DLRM) require prohibitively large memory during training and inference.
Provably Efficient Generalized Lagrangian Policy Optimization for Safe Multi-Agent Reinforcement Learning
We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities.
Multi-agent Reinforcement Learning
reinforcement-learning
+1
Provably Efficient Fictitious Play Policy Optimization for Zero-Sum Markov Games with Structured Transitions
Our algorithms feature a combination of Upper Confidence Bound (UCB)-type optimism and fictitious play under the scope of simultaneous policy optimization in a non-stationary environment.
DHEN: A Deep and Hierarchical Ensemble Network for Large-Scale Click-Through Rate Prediction
To overcome the challenge brought by DHEN's deeper and multi-layer structure in training, we propose a novel co-designed training system that can further improve the training efficiency of DHEN.
Frequency-aware SGD for Efficient Embedding Learning with Provable Benefits
We show that incorporating frequency information of tokens in the embedding learning problems leads to provably efficient algorithms, and demonstrate that common adaptive algorithms implicitly exploit the frequency information to a large extent.
Low-Precision Hardware Architectures Meet Recommendation Model Inference at Scale
We share in this paper our search strategies to adapt reference recommendation models to low-precision hardware, our optimization of low-precision compute kernels, and the design and development of tool chain so as to maintain our models' accuracy throughout their lifespan during which topic trends and users' interests inevitably evolve.
Training Recommender Systems at Scale: Communication-Efficient Model and Data Parallelism
This is done by identifying and updating only the most relevant neurons of the neural network for each training sample in the data.
Single-Timescale Stochastic Nonconvex-Concave Optimization for Smooth Nonlinear TD Learning
Existing approaches for this problem are based on two-timescale or double-loop stochastic gradient algorithms, which may also require sampling large-batch data.
Gradient-Variation Bound for Online Convex Optimization with Constraints
We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball.
Upper Confidence Primal-Dual Reinforcement Learning for CMDP with Adversarial Loss
In particular, we prove that the proposed algorithm achieves $\widetilde{\mathcal{O}}(L|\mathcal{S}|\sqrt{|\mathcal{A}|T})$ upper bounds of both the regret and the constraint violation, where $L$ is the length of each episode.
Provably Efficient Safe Exploration via Primal-Dual Policy Optimization
To this end, we present an \underline{O}ptimistic \underline{P}rimal-\underline{D}ual Proximal Policy \underline{OP}timization (OPDOP) algorithm where the value function is estimated by combining the least-squares policy evaluation and an additional bonus term for safe exploration.
Robust One-Bit Recovery via ReLU Generative Networks: Improved Statistical Rate and Global Landscape Analysis
In this paper, we consider a new framework for the one-bit sensing problem where the sparsity is implicitly enforced via mapping a low dimensional representation $x_0$ through a known $n$-layer ReLU generative network $G:\mathbb{R}^k\rightarrow\mathbb{R}^d$.
Robust One-Bit Recovery via ReLU Generative Networks: Near-Optimal Statistical Rate and Global Landscape Analysis
Specifically, we consider a new framework for this problem where the sparsity is implicitly enforced via mapping a low dimensional representation $x_0 \in \mathbb{R}^k$ through a known $n$-layer ReLU generative network $G:\mathbb{R}^k\rightarrow\mathbb{R}^d$ such that $\theta_0 = G(x_0)$.
Fast Multi-Agent Temporal-Difference Learning via Homotopy Stochastic Primal-Dual Optimization
We study the policy evaluation problem in multi-agent reinforcement learning where a group of agents, with jointly observed states and private local actions and rewards, collaborate to learn the value function of a given policy via local computation and communication over a connected undirected network.
Solving Non-smooth Constrained Programs with Lower Complexity than \mathcal{O}(1/\varepsilon): A Primal-Dual Homotopy Smoothing Approach
In this paper, we show that by leveraging a local error bound condition on the dual function, the proposed algorithm can achieve a better primal convergence time of $\mathcal{O}\l(\varepsilon^{-2/(2+\beta)}\log_2(\varepsilon^{-1})\r)$, where $\beta\in(0, 1]$ is a local error bound parameter.
Online Convex Optimization with Stochastic Constraints
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i. i. d.
