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We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Improving algorithms via predictions is a very active research topic in recent years. This paper initiates the systematic study of mechanism design in this model. In a number of well-studied mechanism design settings, we make use of…

Computer Science and Game Theory · Computer Science 2023-01-13 Chenyang Xu , Pinyan Lu

Most decision-focused learning work has focused on single stage problems whereas many real-world decision problems are more appropriately modelled using multistage optimisation. In multistage problems contextual information is revealed over…

Optimization and Control · Mathematics 2025-05-29 Egon Peršak , Miguel F. Anjos

Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown…

Machine Learning · Computer Science 2023-11-23 James Kotary , Vincenzo Di Vito , Jacob Christopher , Pascal Van Hentenryck , Ferdinando Fioretto

In most real-world applications of artificial intelligence, the distributions of the data and the goals of the learners tend to change over time. The Probably Approximately Correct (PAC) learning framework, which underpins most machine…

Machine Learning · Computer Science 2025-11-13 Yuxin Bai , Cecelia Shuai , Ashwin De Silva , Siyu Yu , Pratik Chaudhari , Joshua T. Vogelstein

Seamless forecasts are based on a combination of different sources to produce the best possible forecasts. Statistical multimodel postprocessing helps to combine various sources to achieve these seamless forecasts. However, when one of the…

Methodology · Statistics 2024-10-17 Markus Dabernig , Aitor Atencia

This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…

Machine Learning · Computer Science 2012-05-02 Ali Jalali , Sujay Sanghavi

We propose a structured prediction approach for robot imitation learning from demonstrations. Among various tools for robot imitation learning, supervised learning has been observed to have a prominent role. Structured prediction is a form…

Training automated agents to complete complex tasks in interactive environments is challenging: reinforcement learning requires careful hand-engineering of reward functions, imitation learning requires specialized infrastructure and access…

Machine Learning · Computer Science 2023-02-21 Olivia Watkins , Trevor Darrell , Pieter Abbeel , Jacob Andreas , Abhishek Gupta

State of the art machine learning algorithms are highly optimized to provide the optimal prediction possible, naturally resulting in complex models. While these models often outperform simpler more interpretable models by order of…

Machine Learning · Statistics 2016-11-24 Yotam Hechtlinger

Model-based reinforcement learning is an appealing framework for creating agents that learn, plan, and act in sequential environments. Model-based algorithms typically involve learning a transition model that takes a state and an action and…

Machine Learning · Computer Science 2019-06-03 Kavosh Asadi , Dipendra Misra , Seungchan Kim , Michel L. Littman

Differential replication through copying refers to the process of replicating the decision behavior of a machine learning model using another model that possesses enhanced features and attributes. This process is relevant when external…

Machine Learning · Computer Science 2023-02-08 Nahuel Statuto , Irene Unceta , Jordi Nin , Oriol Pujol

Recent advances in machine learning make it possible to design efficient prediction algorithms for data sets with huge numbers of parameters. This paper describes a new technique for "hedging" the predictions output by many such algorithms,…

Machine Learning · Computer Science 2011-11-22 Alexander Gammerman , Vladimir Vovk

Effective caching is crucial for the performance of modern-day computing systems. A key optimization problem arising in caching -- which item to evict to make room for a new item -- cannot be optimally solved without knowing the future.…

Machine Learning · Computer Science 2021-06-29 Jakub Chłędowski , Adam Polak , Bartosz Szabucki , Konrad Zolna

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

In this paper, we consider online learning in generalized linear contextual bandits where rewards are not immediately observed. Instead, rewards are available to the decision-maker only after some delay, which is unknown and stochastic. We…

Machine Learning · Computer Science 2020-03-12 Jose Blanchet , Renyuan Xu , Zhengyuan Zhou

In this paper, we propose a novel affordance model, which combines object, action, and effect information in the latent space of a predictive neural network architecture that is built on Conditional Neural Processes. Our model allows us to…

Robotics · Computer Science 2023-11-21 Hakan Aktas , Utku Bozdogan , Emre Ugur

The goal of imitation learning is to mimic expert behavior from demonstrations, without access to an explicit reward signal. A popular class of approach infers the (unknown) reward function via inverse reinforcement learning (IRL) followed…

Machine Learning · Computer Science 2022-04-19 Carl Qi , Pieter Abbeel , Aditya Grover

As with any task, the process of building machine learning models can benefit from prior experience. Meta-learning for classifier selection leverages knowledge about the characteristics of different datasets and/or the past performance of…

Machine Learning · Computer Science 2025-08-26 Sebastian Maldonado , Carla Vairetti , Ignacio Figueroa

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang
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