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  1. Many goal-reaching reinforcement learning (RL) tasks have empirically verified that rewarding the agent on subgoals improves convergence speed and practical performance. We attempt to provide a theoretical framework to quantify the computational benefits of rewarding the completion of subgoals, in terms of the number of synchronous value iterations. In particular, we consider subgoals as one-way intermediate states, which can only be visited once per episode and propose two settings that consider these one-way intermediate states: the one-way single-path (OWSP) and the one-way multi-path (OWMP) settings. In both OWSP and OWMP settings, we demonstrate that adding intermediate rewards to subgoals is more computationally efficient than only rewarding the agent once it completes the goal of reaching a terminal state. We also reveal a trade-off between computational complexity and the pursuit of the shortest path in the OWMP setting: adding intermediate rewards significantly reduces the computational complexity of reaching the goal but the agent may not find the shortest path, whereas with sparse terminal rewards, the agent finds the shortest path at a significantly higher computational cost. We also corroborate our theoretical results with extensive experiments on the MiniGrid environments using Q-learning and some popular deep RL algorithms.
  2. Abstract We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the existence of ’generalized quasi-gradients’. Whenever these quasi-gradients exist, a large family of no-regret algorithms are guaranteed to approximate the global minimum; this includes the commonly used filtering algorithm. For robust mean estimation of distributions under bounded covariance, we show that any first-order stationary point of the associated optimization problem is an approximate global minimum if and only if the corruption level $\epsilon < 1/3$. Consequently, any optimization algorithm that approaches a stationary point yields an efficient robust estimator with breakdown point $1/3$. With carefully designed initialization and step size, we improve this to $1/2$, which is optimal. For other tasks, including linear regression and joint mean and covariance estimation, the loss landscape is more rugged: there are stationary points arbitrarily far from the global minimum. Nevertheless, we show that generalized quasi-gradients exist and construct efficient algorithms. These algorithms are simpler than previous ones in the literature, and for linear regression we improve the estimation error from $O(\sqrt{\epsilon })$ to the optimal rate of $O(\epsilon )$ formore »small $\epsilon $ assuming certified hypercontractivity. For mean estimation with near-identity covariance, we show that a simple gradient descent algorithm achieves breakdown point $1/3$ and iteration complexity $\tilde{O}(d/\epsilon ^2)$.« less
  3. Ranzato, M. ; Beygelzimer, A. ; Dauphin, Y. ; Liang, P.S. ; Vaughan, J. Wortman (Ed.)
  4. We analyze the performance of the Tukey median estimator under total variation (TV) distance corruptions. Previous results show that under Huber's additive corruption model, the breakdown point is 1/3 for high-dimensional halfspace-symmetric distributions. We show that under TV corruptions, the breakdown point reduces to 1/4 for the same set of distributions. We also show that a certain projection algorithm can attain the optimal breakdown point of 1/2. Both the Tukey median estimator and the projection algorithm achieve sample complexity linear in dimension.