Search Results for author: Junzi Zhang

Found 9 papers, 1 papers with code

MF-OML: Online Mean-Field Reinforcement Learning with Occupation Measures for Large Population Games

no code implementations1 May 2024 Anran Hu, Junzi Zhang

MF-OML is the first fully polynomial multi-agent reinforcement learning algorithm for provably solving Nash equilibria (up to mean-field approximation gaps that vanish as the number of players $N$ goes to infinity) beyond variants of zero-sum and potential games.

Multi-agent Reinforcement Learning reinforcement-learning +1

MESOB: Balancing Equilibria & Social Optimality

no code implementations16 Jul 2023 Xin Guo, Lihong Li, Sareh Nabi, Rabih Salhab, Junzi Zhang

Motivated by bid recommendation in online ad auctions, this paper considers a general class of multi-level and multi-agent games, with two major characteristics: one is a large number of anonymous agents, and the other is the intricate interplay between competition and cooperation.

Joint Graph Learning and Model Fitting in Laplacian Regularized Stratified Models

1 code implementation4 May 2023 Ziheng Cheng, Junzi Zhang, Akshay Agrawal, Stephen Boyd

Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e. g., age, region, time, forecast horizon, etc.

Few-Shot Learning Graph Clustering +3

On the Global Optimum Convergence of Momentum-based Policy Gradient

no code implementations19 Oct 2021 Yuhao Ding, Junzi Zhang, Javad Lavaei

For the generic Fisher-non-degenerate policy parametrizations, our result is the first single-loop and finite-batch PG algorithm achieving $\tilde{O}(\epsilon^{-3})$ global optimality sample complexity.

Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods

no code implementations13 Sep 2021 Xin Guo, Anran Hu, Junzi Zhang

To our best knowledge, this is the first theoretical guarantee on fictitious discount algorithms for the episodic reinforcement learning of finite-time-horizon MDPs, which also leads to the (first) global convergence of policy gradient methods for finite-time-horizon episodic reinforcement learning.

Policy Gradient Methods reinforcement-learning +2

Sample Efficient Reinforcement Learning with REINFORCE

no code implementations22 Oct 2020 Junzi Zhang, Jongho Kim, Brendan O'Donoghue, Stephen Boyd

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory.

Policy Gradient Methods reinforcement-learning +2

A General Framework for Learning Mean-Field Games

no code implementations13 Mar 2020 Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population.

Decision Making Multi-agent Reinforcement Learning +4

Robust Super-Level Set Estimation using Gaussian Processes

no code implementations25 Nov 2018 Andrea Zanette, Junzi Zhang, Mykel J. Kochenderfer

This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability.

Gaussian Processes

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