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This paper addresses a fundamental issue central to approximation methods for solving large Markov decision processes (MDPs): how to automatically learn the underlying representation for value function approximation? A novel theoretically…

Artificial Intelligence · Computer Science 2012-07-09 Sridhar Mahadevan

Model-based Bayesian reinforcement learning has generated significant interest in the AI community as it provides an elegant solution to the optimal exploration-exploitation tradeoff in classical reinforcement learning. Unfortunately, the…

Artificial Intelligence · Computer Science 2012-06-18 Stephane Ross , Joelle Pineau

Improving sample efficiency is central to Reinforcement Learning (RL), especially in environments where the rewards are sparse. Some recent approaches have proposed to specify reward functions as manually designed or learned reward…

Machine Learning · Computer Science 2024-01-26 Shuai Han , Mehdi Dastani , Shihan Wang

Genomic selection (GS) is a technique that plant breeders use to select individuals to mate and produce new generations of species. Allocation of resources is a key factor in GS. At each selection cycle, breeders are facing the choice of…

Genomics · Quantitative Biology 2021-07-26 Saba Moeinizade , Guiping Hu , Lizhi Wang

We study human-in-the-loop reinforcement learning (RL) with trajectory preferences, where instead of receiving a numeric reward at each step, the agent only receives preferences over trajectory pairs from a human overseer. The goal of the…

Machine Learning · Computer Science 2022-05-25 Xiaoyu Chen , Han Zhong , Zhuoran Yang , Zhaoran Wang , Liwei Wang

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Numerical Analysis · Mathematics 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

In the context of high-dimensional Gaussian linear regression for ordered variables, we study the variable selection procedure via the minimization of the penalized least-squares criterion. We focus on model selection where the penalty…

Statistics Theory · Mathematics 2024-07-01 Perrine Lacroix , Marie-Laure Martin

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Motivated by the success of reinforcement learning (RL) for discrete-time tasks such as AlphaGo and Atari games, there has been a recent surge of interest in using RL for continuous-time control of physical systems (cf. many challenging…

Optimization and Control · Mathematics 2018-12-03 Motoya Ohnishi , Masahiro Yukawa , Mikael Johansson , Masashi Sugiyama

We investigate the challenge of parametrizing policies for reinforcement learning (RL) in high-dimensional continuous action spaces. Our objective is to develop a multimodal policy that overcomes limitations inherent in the commonly-used…

Machine Learning · Computer Science 2023-07-21 Zhiao Huang , Litian Liang , Zhan Ling , Xuanlin Li , Chuang Gan , Hao Su

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the…

Machine Learning · Computer Science 2020-03-03 Ashish Rao , Bidipta Sarkar , Tejas Narayanan

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

Reinforcement learning (RL) and Deep Reinforcement Learning (DRL), in particular, have the potential to disrupt and are already changing the way we interact with the world. One of the key indicators of their applicability is their ability…

Machine Learning · Computer Science 2024-08-20 Nikolai Rozanov

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-06-07 Dilip Arumugam , Benjamin Van Roy

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

Predictions of nuclear properties far from measured data are inherently imprecise because of uncertainties in our knowledge of nuclear forces and in our treatment of quantum many-body effects in strongly-interacting systems. While the model…

Nuclear Theory · Physics 2022-09-14 Rodrigo Navarro Perez , Nicolas Schunck
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