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feat: Mirror Descent algorithm#12

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BatyLeo merged 11 commits into
JuliaDecisionFocusedLearning:mainfrom
sdelannoypavy:solene
Jun 21, 2026
Merged

feat: Mirror Descent algorithm#12
BatyLeo merged 11 commits into
JuliaDecisionFocusedLearning:mainfrom
sdelannoypavy:solene

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@sdelannoypavy

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A generic implementation of Mirror Descent.
The first iteration is pure imitation learning.

@BatyLeo BatyLeo left a comment

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Thank you for opening the PR, this is a good start!

Most of comment below are minor details, except a couple correctness bugs that need to be addressed (see comments).

In addition to the comments:

  • We may want to have a documentation page providing a concise explanation of the algorithm, as well as a tutorial showcasing its use
  • Tests for the algorithm are needed, maybe some on the toy contextual argmax, and others on the stochastic VSP to check the different kwargs are correctly provided.
  • Currently failing tests are formatting and JET (which is detecting the correctness bugs caused by methods called incorrectly)

Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
Comment thread src/DecisionFocusedLearningAlgorithms.jl Outdated
Comment thread src/algorithms/MirrorDescent/mirror_descent.jl Outdated
@BatyLeo BatyLeo changed the title Solene feat: Mirror Descent algorithm Jun 21, 2026
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codecov Bot commented Jun 21, 2026

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Codecov Report

✅ All modified and coverable lines are covered by tests.

Files with missing lines Coverage Δ
src/algorithms/mirror_descent/mirror_descent.jl 100.00% <100.00%> (ø)

... and 1 file with indirect coverage changes

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@BatyLeo BatyLeo merged commit 6465859 into JuliaDecisionFocusedLearning:main Jun 21, 2026
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2 participants