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Policy gradient methods have become popular in multi-agent reinforcement learning, but they suffer from high variance due to the presence of environmental stochasticity and exploring agents (i.e., non-stationarity), which is potentially…

Machine Learning · Computer Science 2021-12-21 Yuchen Xiao , Xueguang Lyu , Christopher Amato

This paper introduces CARLA (spatially Constrained Anchor-based Recursive Location Assignment), a recursive algorithm for assigning secondary or any activity locations in activity-based travel models. CARLA minimizes distance deviations…

Other Computer Science · Computer Science 2025-09-24 Felix Petre , Lasse Bienzeisler , Bernhard Friedrich

In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The…

Computational Finance · Quantitative Finance 2019-11-13 Christian P. Fries

Deep learning models have demonstrated exceptional performance across a wide range of computer vision tasks. However, their performance often degrades significantly when faced with distribution shifts, such as domain or dataset changes.…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Samuel Barbeau , Pedram Fekri , David Osowiechi , Ali Bahri , Moslem Yazdanpanah , Masih Aminbeidokhti , Christian Desrosiers

Canonical Correlation Analysis (CCA) is a classic technique for multi-view data analysis. To overcome the deficiency of linear correlation in practical multi-view learning tasks, various CCA variants were proposed to capture nonlinear…

Machine Learning · Computer Science 2019-07-05 Yaxin Shi , Yuangang Pan , Donna Xu , Ivor Tsang

In this paper, we design and apply novel inexact adaptive algorithms to deal with minimizing difference-of-convex (DC) functions in Hilbert spaces. We first introduce I-ADCA, an inexact adaptive counterpart of the well-recognized DCA…

Optimization and Control · Mathematics 2026-01-13 P. D. Khanh , V. V. H. Khoa , B. S. Mordukhovich , D. B. Tran , N. V. Vo

This paper introduces ACS2HER, a novel integration of the Anticipatory Classifier System (ACS2) with the Hindsight Experience Replay (HER) mechanism. While ACS2 is highly effective at building cognitive maps through latent learning, its…

Machine Learning · Computer Science 2026-01-15 Olgierd Unold , Stanisław Franczyk

We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…

Machine Learning · Computer Science 2018-10-16 Ilya Kostrikov , Kumar Krishna Agrawal , Debidatta Dwibedi , Sergey Levine , Jonathan Tompson

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is…

Numerical Analysis · Mathematics 2022-11-22 Ionut-Gabriel Farcas , Benjamin Peherstorfer , Tobias Neckel , Frank Jenko , Hans-Joachim Bungartz

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

Credit value adjustment (CVA) is the charge applied by financial institutions to the counterparty to cover the risk of losses on a counterpart default event. In this paper we estimate such a premium under the Bates stochastic model (Bates…

Computational Finance · Quantitative Finance 2018-09-17 Ludovic Goudenège , Andrea Molent , Antonino Zanette

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a promising paradigm for post-training reasoning models. However, group-based methods such as Group Relative Policy Optimization (GRPO) face a critical dilemma in…

Machine Learning · Computer Science 2026-04-07 Yuning Wu , Ke Wang , Devin Chen , Kai Wei

Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address…

Machine Learning · Computer Science 2018-09-10 Kristopher De Asis , Richard S. Sutton

While existing hierarchical text classification (HTC) methods attempt to capture label hierarchies for model training, they either make local decisions regarding each label or completely ignore the hierarchy information during inference. To…

Information Retrieval · Computer Science 2020-06-19 Yuning Mao , Jingjing Tian , Jiawei Han , Xiang Ren

Predictive coding (PC) accounts of perception now form one of the dominant computational theories of the brain, where they prescribe a general algorithm for inference and learning over hierarchical latent probabilistic models. Despite this,…

Machine Learning · Computer Science 2023-03-10 Umais Zahid , Qinghai Guo , Karl Friston , Zafeirios Fountas

Reliance on spurious correlations (shortcuts) has been shown to underlie many of the successes of language models. Previous work focused on identifying the input elements that impact prediction. We investigate how shortcuts are actually…

Machine Learning · Computer Science 2025-05-12 Leon Eshuijs , Shihan Wang , Antske Fokkens

Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…

Machine Learning · Computer Science 2024-07-25 Ivan Karpukhin , Stanislav Dereka , Sergey Kolesnikov

Hindsight Experience Replay (HER) is a technique used in reinforcement learning (RL) that has proven to be very efficient for training off-policy RL-based agents to solve goal-based robotic manipulation tasks using sparse rewards. Even…

We present a new methodology for handling AI errors by introducing weakly supervised AI error correctors with a priori performance guarantees. These AI correctors are auxiliary maps whose role is to moderate the decisions of some previously…

This paper introduces a novel Bayesian approach for variable selection in high-dimensional and potentially sparse regression settings. Our method replaces the indicator variables in the traditional spike and slab prior with continuous,…

Methodology · Statistics 2025-02-07 Linduni M. Rodrigo , Robert Kohn , Hadi M. Afshar , Sally Cripps