Mengmeng Li

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https://people.epfl.ch/mengmeng.li

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Related units (1)

Related publications (3)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Related units (1)

Related publications (3)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Risk Analytics and Optimization Chair

EPFL
CDM
MTEI
RAO

A Large Deviations Perspective on Policy Gradient Algorithms

Daniel Kuhn, Mengmeng Li, Wouter Jongeneel

Motivated by policy gradient methods in the context of reinforcement learning, we derive the first large deviation rate function for the iterates generated by stochastic gradient descent for possibly non-convex objectives satisfying a Polyak-Łojasiewicz co ...

2024

Distributionally Robust Optimization with Markovian Data

Daniel Kuhn, Tobias Sutter, Mengmeng Li

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with d states. We propose a data-driven d ...

JMLR-JOURNAL MACHINE LEARNING RESEARCH2021

Simulating Biogenic Secondary Organic Aerosol During Summertime in China

Yun Seong Song, Athanasios Nenes, Mengmeng Li

Biogenic secondary organic aerosol (BSOA) contributes significantly to summertime organic particulate matter. In this study, a simulation of BSOA for summer 2012 over China is performed using the Community Multiscale Air Quality model with an explicit repr ...

2018