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There is growing importance to detecting faults and implementing the best methods in industrial and real-world systems. We are searching for the most trustworthy and practical data-based fault detection methods proposed by artificial…

Systems and Control · Electrical Eng. & Systems 2023-01-11 Mohammad Hossein Modirrousta , Mahdi Aliyari Shoorehdeli , Mostafa Yari , Arash Ghahremani

Although evidence integration to the boundary model has successfully explained a wide range of behavioral and neural data in decision making under uncertainty, how animals learn and optimize the boundary remains unresolved. Here, we propose…

Neural and Evolutionary Computing · Computer Science 2024-08-13 Jamal Esmaily , Rani Moran , Yasser Roudi , Bahador Bahrami

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

We study the control of nonlinear constrained systems via over-approximations. Our key observation is that the over-approximation error, rather than being an unknown disturbance, can be exploited as input-dependent preview information. This…

Optimization and Control · Mathematics 2026-05-12 Antoine Aspeel , Antoine Girard , Thiago Alves Lima

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

This paper presents an approach for data-driven policy refinement in reinforcement learning, specifically designed for safety-critical applications. Our methodology leverages the strengths of data-driven optimization and reinforcement…

Machine Learning · Computer Science 2023-05-16 Ali Baheri

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…

Optimization and Control · Mathematics 2022-10-18 Kwangjun Ahn , Zakaria Mhammedi , Horia Mania , Zhang-Wei Hong , Ali Jadbabaie

It is a popular belief that model-based Reinforcement Learning (RL) is more sample efficient than model-free RL, but in practice, it is not always true due to overweighed model errors. In complex and noisy settings, model-based RL tends to…

Machine Learning · Computer Science 2020-10-13 Feiyang Pan , Jia He , Dandan Tu , Qing He

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu
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