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Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…

Machine Learning · Computer Science 2019-11-21 Tom Blau , Lionel Ott , Fabio Ramos

This article considers a linear model in a high dimensional data scenario. We propose a process which uses multiple loss functions both to select relevant predictors and to estimate parameters, and study its asymptotic properties. Variable…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller

Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online experiment and timely feedback from the environment. Policy…

Machine Learning · Statistics 2024-08-05 Ye Shen , Hengrui Cai , Rui Song

This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes. The full likelihood of integer-valued trawl processes is, in general, highly…

Methodology · Statistics 2023-02-24 Mikkel Bennedsen , Asger Lunde , Neil Shephard , Almut E. D. Veraart

Database indexes facilitate data retrieval and benefit broad applications in real-world systems. Recently, a new family of index, named learned index, is proposed to learn hidden yet useful data distribution and incorporate such information…

Databases · Computer Science 2021-01-05 Yaliang Li , Daoyuan Chen , Bolin Ding , Kai Zeng , Jingren Zhou

Multi-agent settings in the real world often involve tasks with varying types and quantities of agents and non-agent entities; however, common patterns of behavior often emerge among these agents/entities. Our method aims to leverage these…

Machine Learning · Computer Science 2021-06-15 Shariq Iqbal , Christian A. Schroeder de Witt , Bei Peng , Wendelin Böhmer , Shimon Whiteson , Fei Sha

Configuration spaces for computer systems can be challenging for traditional and automatic tuning strategies. Injecting task-specific knowledge into the tuner for a task may allow for more efficient exploration of candidate configurations.…

Machine Learning · Computer Science 2019-09-18 Jeremy Welborn , Michael Schaarschmidt , Eiko Yoneki

We introduce Parameterized Exploration (PE), a simple family of methods for model-based tuning of the exploration schedule in sequential decision problems. Unlike common heuristics for exploration, our method accounts for the time horizon…

Machine Learning · Computer Science 2019-07-16 Jesse Clifton , Lili Wu , Eric Laber

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

Efficient exploration remains a major challenge for reinforcement learning. One reason is that the variability of the returns often depends on the current state and action, and is therefore heteroscedastic. Classical exploration strategies…

Machine Learning · Computer Science 2019-03-26 Nikolay Nikolov , Johannes Kirschner , Felix Berkenkamp , Andreas Krause

Reinforcement learning algorithms need exploration to learn. However, unsupervised exploration prevents the deployment of such algorithms on safety-critical tasks and limits real-world deployment. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2024-02-07 Sven Gronauer , Tom Haider , Felippe Schmoeller da Roza , Klaus Diepold

Optimizing objective functions subject to constraints is fundamental in many real-world applications. However, these constraints are often not readily defined and must be inferred from expert agent behaviors, a problem known as Inverse…

Machine Learning · Computer Science 2025-05-19 Bo Yue , Jian Li , Guiliang Liu

In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here,…

Machine Learning · Statistics 2024-03-22 Julie Josse , Jacob M. Chen , Nicolas Prost , Erwan Scornet , Gaël Varoquaux

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

Inverse Reinforcement Learning infers a reward function from expert demonstrations, aiming to encode the behavior and intentions of the expert. Current approaches usually do this with generative and uni-modal models, meaning that they…

Machine Learning · Computer Science 2021-11-16 Niklas Freymuth , Philipp Becker , Gerhard Neumann

A new approach for efficiently exploring the configuration space and computing the free energy of large atomic and molecular systems is proposed, motivated by an analogy with reinforcement learning. There are two major components in this…

Chemical Physics · Physics 2018-04-18 Linfeng Zhang , Han Wang , Weinan E

The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…

Optimization and Control · Mathematics 2022-03-29 Sally Giuseppe Arcidiacono , Salvatore Corrente , Salvatore Greco

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

Bugs in popular distributed protocol implementations have been the source of many downtimes in popular internet services. We describe a randomized testing approach for distributed protocol implementations based on reinforcement learning.…

Software Engineering · Computer Science 2024-09-05 Andrea Borgarelli , Constantin Enea , Rupak Majumdar , Srinidhi Nagendra