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Effective reinforcement learning requires a proper balance of exploration and exploitation defined by the dispersion of action distribution. However, this balance depends on the task, the current stage of the learning process, and the…

Machine Learning · Computer Science 2022-08-02 Paweł Wawrzyński , Wojciech Masarczyk , Mateusz Ostaszewski

Traditional training of deep classifiers yields overconfident models that are not reliable under dataset shift. We propose a Bayesian framework to obtain reliable uncertainty estimates for deep classifiers. Our approach consists of a…

Machine Learning · Statistics 2020-07-14 Théo Guénais , Dimitris Vamvourellis , Yaniv Yacoby , Finale Doshi-Velez , Weiwei Pan

An issue concerning the use of deep reinforcement learning (RL) agents is whether they can be trusted to perform reliably when deployed, as training environments may not reflect real-life environments. Anticipating instances outside their…

Machine Learning · Computer Science 2025-03-10 Mohit Prashant , Arvind Easwaran , Suman Das , Michael Yuhas

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Multiagent Systems · Computer Science 2014-11-06 Sergio Valcarcel Macua , Jianshu Chen , Santiago Zazo , Ali H. Sayed

The lack of well-calibrated confidence estimates makes neural networks inadequate in safety-critical domains such as autonomous driving or healthcare. In these settings, having the ability to abstain from making a prediction on…

Machine Learning · Computer Science 2022-07-27 Adam Dziedzic , Stephan Rabanser , Mohammad Yaghini , Armin Ale , Murat A. Erdogdu , Nicolas Papernot

Deep neural networks have achieved great success in classification tasks during the last years. However, one major problem to the path towards artificial intelligence is the inability of neural networks to accurately detect samples from…

Machine Learning · Computer Science 2021-03-16 Aristotelis-Angelos Papadopoulos , Mohammad Reza Rajati , Nazim Shaikh , Jiamian Wang

Generalization and adaptation of learned skills to novel situations is a core requirement for intelligent autonomous robots. Although contextual reinforcement learning provides a principled framework for learning and generalization of…

Machine Learning · Computer Science 2019-10-08 Pascal Klink , Hany Abdulsamad , Boris Belousov , Jan Peters

Uncertainty quantification is one of the central challenges for machine learning in real-world applications. In reinforcement learning, an agent confronts two kinds of uncertainty, called epistemic uncertainty and aleatoric uncertainty.…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa , Haiyan Wang , Chetan Gupta

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

Deep neural network, despite its remarkable capability of discriminating targeted in-distribution samples, shows poor performance on detecting anomalous out-of-distribution data. To address this defect, state-of-the-art solutions choose to…

Computer Vision and Pattern Recognition · Computer Science 2022-08-30 Boxi Wu , Jie Jiang , Haidong Ren , Zifan Du , Wenxiao Wang , Zhifeng Li , Deng Cai , Xiaofei He , Binbin Lin , Wei Liu

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We present an analysis of predictive uncertainty based out-of-distribution detection for different approaches to estimate various models' epistemic uncertainty and contrast it with extreme value theory based open set recognition. While the…

Machine Learning · Computer Science 2019-08-27 Martin Mundt , Iuliia Pliushch , Sagnik Majumder , Visvanathan Ramesh

Deep neural networks have attained remarkable performance when applied to data that comes from the same distribution as that of the training set, but can significantly degrade otherwise. Therefore, detecting whether an example is…

Computer Vision and Pattern Recognition · Computer Science 2020-04-02 Yen-Chang Hsu , Yilin Shen , Hongxia Jin , Zsolt Kira

Machine learning algorithms often encounter different or "out-of-distribution" (OOD) data at deployment time, and OOD detection is frequently employed to detect these examples. While it works reasonably well in practice, existing…

Machine Learning · Computer Science 2025-01-16 Konstantin Garov , Kamalika Chaudhuri

Composing previously mastered skills to solve novel tasks promises dramatic improvements in the data efficiency of reinforcement learning. Here, we analyze two recent works composing behaviors represented in the form of action-value…

Machine Learning · Computer Science 2019-07-08 Jonathan J Hunt , Andre Barreto , Timothy P Lillicrap , Nicolas Heess

Out-of-distribution recognition forms an important and well-studied problem in deep learning, with the goal to filter out samples that do not belong to the distribution on which a network has been trained. The conclusion of this paper is…

Machine Learning · Computer Science 2025-06-13 Tejaswi Kasarla , Max van Spengler , Pascal Mettes

In this paper, we propose the first fully push-forward-based distributional reinforcement learning algorithm, named PACER, which consists of a distributional critic, a stochastic actor and a sample-based encourager. Specifically, the…

Machine Learning · Computer Science 2024-10-10 Wensong Bai , Chao Zhang , Yichao Fu , Peilin Zhao , Hui Qian , Bin Dai

In an out-of-distribution (OOD) detection problem, samples of known classes(also called in-distribution classes) are used to train a special classifier. In testing, the classifier can (1) classify the test samples of known classes to their…

Computer Vision and Pattern Recognition · Computer Science 2023-02-06 Sepideh Esmaeilpour , Bing Liu , Eric Robertson , Lei Shu

Exploration is essential in reinforcement learning as an agent relies on trial and error to learn an optimal policy. However, when rewards are sparse, naive exploration strategies, like noise injection, are often insufficient. Intrinsic…

Machine Learning · Computer Science 2026-01-30 Minjae Cho , Huy Trong Tran

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li