scholarly journals Almost sure convergence of randomised‐difference descent algorithm for stochastic convex optimisation

2021 ◽  
Author(s):  
Xiaoxue Geng ◽  
Gao Huang ◽  
Wenxiao Zhao
Keyword(s):  
Almost Sure Convergence ◽  
Descent Algorithm ◽  
Convex Optimisation

scholarly journals On the Markov Transition Kernels for First Passage Percolation on the Ladder

2011 ◽  
Vol 48 (02) ◽  
pp. 366-388 ◽  
Author(s):  
Eckhard Schlemm
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Asymptotic Variance ◽  
Almost Sure Convergence ◽  
First Passage Percolation ◽  
First Passage ◽  
Percolation Problem ◽  
Vertex Set ◽  
Step Transition

We consider the first passage percolation problem on the random graph with vertex set N x {0, 1}, edges joining vertices at a Euclidean distance equal to unity, and independent exponential edge weights. We provide a central limit theorem for the first passage times l n between the vertices (0, 0) and (n, 0), thus extending earlier results about the almost-sure convergence of l n / n as n → ∞. We use generating function techniques to compute the n-step transition kernels of a closely related Markov chain which can be used to explicitly calculate the asymptotic variance in the central limit theorem.

scholarly journals On the almost sure convergence of sums

2021 ◽  
Vol 172 ◽  
pp. 109045
Author(s):  
Luca Pratelli ◽  
Pietro Rigo
Keyword(s):  
Almost Sure Convergence

scholarly journals Fully distributed actor-critic architecture for multitask deep reinforcement learning

2021 ◽  
Vol 36 ◽  
Author(s):  
Sergio Valcarcel Macua ◽  
Ian Davies ◽  
Aleksi Tukiainen ◽  
Enrique Munoz de Cote
Keyword(s):  
Neural Network ◽  
Reinforcement Learning ◽  
Duality Theory ◽  
Deep Neural Network ◽  
Original Problem ◽  
Almost Sure Convergence ◽  
Continuous Control ◽  
Access Data ◽  
Central Station ◽  
Common Policy

Abstract We propose a fully distributed actor-critic architecture, named diffusion-distributed-actor-critic Diff-DAC, with application to multitask reinforcement learning (MRL). During the learning process, agents communicate their value and policy parameters to their neighbours, diffusing the information across a network of agents with no need for a central station. Each agent can only access data from its local task, but aims to learn a common policy that performs well for the whole set of tasks. The architecture is scalable, since the computational and communication cost per agent depends on the number of neighbours rather than the overall number of agents. We derive Diff-DAC from duality theory and provide novel insights into the actor-critic framework, showing that it is actually an instance of the dual-ascent method. We prove almost sure convergence of Diff-DAC to a common policy under general assumptions that hold even for deep neural network approximations. For more restrictive assumptions, we also prove that this common policy is a stationary point of an approximation of the original problem. Numerical results on multitask extensions of common continuous control benchmarks demonstrate that Diff-DAC stabilises learning and has a regularising effect that induces higher performance and better generalisation properties than previous architectures.

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