arXiv AI

Dynamical low-rank equilibrium computation for stochastic games between advanced persistent threats and moving target defense

arXiv Machine Learning
Aug 20

Score the Algebra, Not the Span: Dimension Reduction for Transfer Operator Models of Dynamical Systems

The paper proposes a new dimension‑reduction strategy for transfer‑operator models of dynamical systems that focuses on scoring the σ‑algebra generated by coordinates rather than the operator’s spectral span. By using a χ²‑divergence criterion between embedded present and future states, the method guarantees that twice the intrinsic system dimension suffices to capture the full operator spectrum, even for systems with weakly interacting components that would otherwise require exponentially many modes. Experiments on benchmark systems show that this algebraic approach recovers masked components missed by rank‑based methods and enables accurate prediction of those components from few labels.

By Mark Kozdoba, Shie Mannor
arXiv Machine Learning
Aug 31

Shift Before You Learn: Enabling Low-Rank Representations in Reinforcement Learning

The paper challenges the common assumption that the successor measure in reinforcement learning is approximately low-rank, showing instead that a low-rank structure emerges in a shifted successor measure that ignores initial transitions. It provides finite-sample guarantees for estimating this low-rank approximation, introduces Type II Poincaré inequalities to bound spectral recoverability, and links the necessary shift to the decay of high-order singular values and local mixing properties. Experiments confirm that shifting the successor measure improves goal-conditioned RL performance.

By Bastien Dubail, Stefan Stojanovic, Alexandre Prouti\`ere
arXiv AI
Oct 16

Provably Efficient Risk-Sensitive Offline Reinforcement Learning via Optimized Certainty Equivalents

The paper presents the first provably efficient offline reinforcement learning algorithms for risk-sensitive settings using optimized certainty equivalents (OCE). It introduces two formulations—dynamic-OCE, applying OCE at each step, and static-OCE, applying a single OCE to cumulative rewards—and develops pessimistic value-iteration methods with tight sublinear suboptimality bounds in tabular and linear function approximation settings. The authors also establish minimax lower bounds, characterizing the fundamental limits of offline risk-sensitive RL.

By Hanzhen Wang, Boxiang Lyu, Zhongxiang Dai, Siyang Gao, Dake Zhang, Shuang Qiu
arXiv Machine Learning
Oct 23

Primal-Dual Representation Learning for Low-Rank Constrained MDPs

The paper introduces REP-PD-TEG, a representation‑learning algorithm for low‑rank continuous‑state constrained Markov Decision Processes (CMDPs) that achieves optimal ≥O(√K) regret in the soft cumulative‑violation setting while maintaining a ≥O(K^{3/4}) sample bound when exploratory actions are penalised. For the stricter hard cumulative‑violation scenario, REP-PD-H-TEG is proposed, which uses a bonus‑corrected lower‑confidence utility certificate and a stabilized dual search to guarantee both regret and hard‑violation bounds. Together, these methods provide the first theoretically guaranteed representation‑learning framework for low‑rank continuous‑state CMDPs with both soft and hard violation controls.

By Chenhao Zhou, Chao Zhang, Wensong Bai, Hanbin Zhao, Hui Qian
arXiv Machine Learning
Aug 20

Escaping Local Minima Provably in Non-convex Matrix Sensing: A Deterministic Framework via Simulated Lifting

The paper introduces a deterministic Simulated Oracle Direction (SOD) framework that enables escaping spurious local minima in non‑convex low‑rank matrix sensing without explicit tensor lifting. By projecting over‑parameterized escape directions back into the original parameter space, the method guarantees a strict decrease in objective value from existing local minima. Experiments show reliable escape from local minima and convergence to global optima with minimal computational overhead compared to explicit over‑parameterization.

By Tianqi Shen, Jinji Yang, Junze He, Kunhan Gao, Zeyu Zheng, Ziye Ma
Hugging Face Trending Papers
Aug 19

Score the Algebra, Not the Span: Dimension Reduction for Transfer Operator Models of Dynamical Systems

The paper addresses the limitations of spectral dimension reduction for dynamical systems composed of weakly interacting components, where standard rank‑based methods either require exponentially many modes or omit entire components (a phenomenon termed linear masking). It proposes scoring the σ‑algebra generated by coordinates instead of individual modes, using a χ²‑divergence criterion that guarantees an embedding with twice the intrinsic dimension captures the full operator spectrum. Experiments on benchmark systems show that this algebraic approach recovers masked components and enables accurate prediction from few labels, outperforming traditional rank‑based and VAMP methods.