no code implementations • 31 Dec 2023 • Shaan ul Haque, Sajad Khodadadian, Siva Theja Maguluri
SA appears in many areas such as optimization and Reinforcement Learning (RL).
no code implementations • 21 Jun 2022 • Sajad Khodadadian, Pranay Sharma, Gauri Joshi, Siva Theja Maguluri
To obtain these results, we show that federated TD and Q-learning are special cases of a general framework for federated stochastic approximation with Markovian noise, and we leverage this framework to provide a unified convergence analysis that applies to all the algorithms.
no code implementations • 1 Jun 2021 • Sajad Khodadadian, Mohamed Nafea, AmirEmad Ghassami, Negar Kiyavash
In particular, we first propose information theoretic measures which quantify the impact of different subsets of features on the accuracy and discrimination of the decision outcomes.
no code implementations • 26 May 2021 • Zaiwei Chen, Sajad Khodadadian, Siva Theja Maguluri
In this paper, we develop a novel variant of off-policy natural actor-critic algorithm with linear function approximation and we establish a sample complexity of $\mathcal{O}(\epsilon^{-3})$, outperforming all the previously known convergence bounds of such algorithms.
no code implementations • 4 May 2021 • Sajad Khodadadian, Prakirt Raj Jhunjhunwala, Sushil Mahavir Varma, Siva Theja Maguluri
We further improve this convergence result by introducing a variant of Natural Policy Gradient with adaptive step sizes.
no code implementations • 18 Feb 2021 • Sajad Khodadadian, Zaiwei Chen, Siva Theja Maguluri
In this paper, we provide finite-sample convergence guarantees for an off-policy variant of the natural actor-critic (NAC) algorithm based on Importance Sampling.
no code implementations • 3 Feb 2021 • Sajad Khodadadian, AmirEmad Ghassami, Negar Kiyavash
Finally, we show that by appropriate choice of the discrimination measure, the optimization problem for both pre and post processing approaches will reduce to a linear program and hence can be solved efficiently.
no code implementations • 26 Jan 2021 • Sajad Khodadadian, Thinh T. Doan, Justin Romberg, Siva Theja Maguluri
In this paper, we characterize the \emph{global} convergence of an online natural actor-critic algorithm in the tabular setting using a single trajectory of samples.
no code implementations • 13 Jan 2018 • AmirEmad Ghassami, Sajad Khodadadian, Negar Kiyavash
To ensure fairness and generalization simultaneously, we compress the data to an auxiliary variable, which is used for the prediction task.