Kyohei Suzuki

Kyohei Suzuki, onstantinos Slavakis

This work delivers two key contributions: one to efficient feature selection in reinforcement learning (RL), the other to the theory of non-monotone inclusions. On the RL side, the estimation bias inherent in conventional regularization schemes is addressed by augmenting classical least-squares temporal-difference (LSTD) policy evaluation with the sparsity-inducing, non-convex projected minimax concave (PMC) penalty. Because the PMC penalty is weakly convex, the resulting fixed-point problem is no longer monotone; instead, it falls under a broader class of non-monotone inclusions involving the sum of a monotone Lipschitz operator and a hypomonotone operator. On the theory side, novel convergence conditions are developed for the forward-reflected-backward splitting (FRBS) method applied to this broader class of non-monotone inclusion problems. Under mild conditions, Lyapunov stability and the existence of a limit point of the sequence of FRBS iterates are established; alternatively, under the weak Minty variational inequality assumption, exact convergence is guaranteed. Numerical tests on benchmark datasets show that the proposed FRBS iterates, applied to the non-convexly regularized LSTD problem, substantially outperform state-of-the-art feature-selection methods, especially when many noisy features are present.

Kazuki Haishima, Kyohei Suzuki, Konstantinos Slavakis

This paper presents a novel method for recovering sparse vectors from linear models corrupted by Poisson noise. The contribution is twofold. First, an operator defined via the external division of two Bregman proximity operators is introduced to promote sparse solutions while mitigating the estimation bias induced by classical $\ell_1$-norm regularization. This operator is then embedded into the already established NoLips algorithm, replacing the standard Bregman proximity operator in a plug-and-play manner. Second, the geometric structure of the proposed external-division operator is elucidated through two complementary reformulations, which provide clear interpretations in terms of the primal and dual spaces of the Poisson inverse problem. Numerical tests show that the proposed method exhibits more stable convergence behavior than conventional Kullback-Leibler (KL)-based approaches and achieves significantly superior performance on synthetic data and an image restoration problem.

Kyohei Suzuki, Konstantinos Slavakis

This work proposes an efficient batch algorithm for feature selection in reinforcement learning (RL) with theoretical convergence guarantees. To mitigate the estimation bias inherent in conventional regularization schemes, the first contribution extends policy evaluation within the classical least-squares temporal-difference (LSTD) framework by formulating a Bellman-residual objective regularized with the sparsity-inducing, nonconvex projected minimax concave (PMC) penalty. Owing to the weak convexity of the PMC penalty, this formulation can be interpreted as a special instance of a general nonmonotone-inclusion problem. The second contribution establishes novel convergence conditions for the forward-reflected-backward splitting (FRBS) algorithm to solve this class of problems. Numerical experiments on benchmark datasets demonstrate that the proposed approach substantially outperforms state-of-the-art feature-selection methods, particularly in scenarios with many noisy features.