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Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal…

Machine Learning · Computer Science 2015-03-20 Arthur Guez , David Silver , Peter Dayan

Dynamical systems models for controlling multi-agent swarms have demonstrated advances toward resilient, decentralized navigation algorithms. We previously introduced the NeuroSwarms controller, in which agent-based interactions were…

Multiagent Systems · Computer Science 2021-11-02 Armin Hadzic , Grace M. Hwang , Kechen Zhang , Kevin M. Schultz , Joseph D. Monaco

A key requirement for the current generation of artificial decision-makers is that they should adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable…

Machine Learning · Statistics 2016-12-14 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

Decision-making often involves ranking and selection. For example, to assemble a team of political forecasters, we might begin by narrowing our choice set to the candidates we are confident rank among the top 10% in forecasting ability.…

Methodology · Statistics 2022-08-04 Dillon Bowen

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

This paper studies a class of multiagent stochastic optimization problems where the objective is to minimize the expected value of a function which depends on a random variable. The probability distribution of the random variable is unknown…

Optimization and Control · Mathematics 2018-12-18 Ashish Cherukuri , Jorge Cortes

We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and…

Machine Learning · Computer Science 2012-05-14 John Asmuth , Lihong Li , Michael L. Littman , Ali Nouri , David Wingate

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…

Machine Learning · Statistics 2025-11-11 Muhammad Shahnawaz , Adeel Safder

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

Machine Learning · Statistics 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

Robotics · Computer Science 2019-10-30 Matteo Turchetta , Andreas Krause , Sebastian Trimpe

A common approach to learn robotic skills is to imitate a demonstrated policy. Due to the compounding of small errors and perturbations, this approach may let the robot leave the states in which the demonstrations were provided. This…

Robotics · Computer Science 2019-08-08 Emmanuel Pignat , Sylvain Calinon

A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

Bayesian inference has many advantages in robotic motion planning over four perspectives: The uncertainty quantification of the policy, safety (risk-aware) and optimum guarantees of robot motions, data-efficiency in training of…

Artificial Intelligence · Computer Science 2023-07-18 Chengmin Zhou , Chao Wang , Haseeb Hassan , Himat Shah , Bingding Huang , Pasi Fränti

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Optimization and Control · Mathematics 2020-01-15 Wei Chen , Mark Fuge

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang