Related papers: Learning with CVaR-based feedback under potentiall…

We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…

We present a transductive learning algorithm that takes as input training examples from a distribution $P$ and arbitrary (unlabeled) test examples, possibly chosen by an adversary. This is unlike prior work that assumes that test examples…

Optimizing dynamic risk with stochastic policies is challenging in both policy updates and value learning. The former typically requires transition perturbation, while the latter may rely on model-based approaches. To address these…

Value-at-Risk (VaR) is an institutional measure of risk favored by financial regulators. VaR may be interpreted as a quantile of future portfolio values conditional on the information available, where the most common quantile used is 95%.…

Current value-based multi-agent reinforcement learning methods optimize individual Q values to guide individuals' behaviours via centralized training with decentralized execution (CTDE). However, such expected, i.e., risk-neutral, Q value…

We study the problem of teaching via demonstrations in sequential decision-making tasks. In particular, we focus on the situation when the teacher has no access to the learner's model and policy, and the feedback from the learner is limited…

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

Control variates can be a powerful tool to reduce the variance of Monte Carlo estimators, but constructing effective control variates can be challenging when the number of samples is small. In this paper, we show that when a large number of…

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

Recently, several deep learning methods are proposed for the gravitational wave data analysis. One is conditional variational auto encoder (CVAE), proposed by Gabbard et al. [1]. We study the accuracy of a CVAE in the context of the…

Copula-based Conditional Value at Risk (CCVaR) is defined as an alternative version of the classical Conditional Value at Risk (CVaR) for multivariate random vectors intended to be real-valued. We aim to generalize CCVaR to several…

We introduce a control-tutored reinforcement learning (CTRL) algorithm. The idea is to enhance tabular learning algorithms by means of a control strategy with limited knowledge of the system model. By tutoring the learning process, the…

Continual learning (CL) with long-tailed data distributions remains a critical challenge for real-world AI systems, where models must sequentially adapt to new classes while retaining knowledge of old ones, despite severe class imbalance.…

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

We introduce a curriculum learning algorithm, Variational Automatic Curriculum Learning (VACL), for solving challenging goal-conditioned cooperative multi-agent reinforcement learning problems. We motivate our paradigm through a variational…

Reinforcement learning (RL) promises to enable autonomous acquisition of complex behaviors for diverse agents. However, the success of current reinforcement learning algorithms is predicated on an often under-emphasised requirement -- each…

Given measurements from sensors and a set of standard forces, an optimization based approach to identify weakness in structures is introduced. The key novelty lies in letting the load and measurements to be random variables. Subsequently…

Modern statistical analyses often encounter datasets with massive sizes and heavy-tailed distributions. For datasets with massive sizes, traditional estimation methods can hardly be used to estimate the extreme value index directly. To…

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Supervised learning typically optimizes the expected value risk functional of the loss, but in many cases, we want to optimize for other risk functionals. In full-batch gradient descent, this is done by taking gradients of a risk functional…