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One of the primary goals of statistical precision medicine is to learn optimal individualized treatment rules (ITRs). The classification-based, or machine learning-based, approach to estimating optimal ITRs was first introduced in…

Methodology · Statistics 2024-06-18 Sophia Yazzourh , Nikki L. B. Freeman

Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups).…

Machine Learning · Computer Science 2020-04-03 Shiori Sagawa , Pang Wei Koh , Tatsunori B. Hashimoto , Percy Liang

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

Learning models that are robust to distribution shifts is a key concern in the context of their real-life applicability. Invariant Risk Minimization (IRM) is a popular framework that aims to learn robust models from multiple environments.…

Machine Learning · Computer Science 2023-04-04 Moulik Choraria , Ibtihal Ferwana , Ankur Mani , Lav R. Varshney

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

Studies often report estimates of the average treatment effect. While the ATE summarizes the effect of a treatment on average, it does not provide any information about the effect of treatment within any individual. A treatment strategy…

Methodology · Statistics 2025-06-13 Nicholas T. Williams , Katherine L. Hoffman Iván Díaz , Kara E. Rudolph

We study the design of multi-armed parallel group clinical trials to estimate personalized treatment rules that identify the best treatment for a given patient with given covariates. Assuming that the outcomes in each treatment arm are…

Statistics Theory · Mathematics 2022-07-13 David Azriel , Yosef Rinott , Martin Posch

Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…

Optimization and Control · Mathematics 2022-07-20 Jonathan Yu-Meng Li , Tiantian Mao

Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Hoang Tien Nguyen , Dae-Hyun Choi

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…

Machine Learning · Computer Science 2020-06-16 Jun Song , Chaoyue Zhao

In aims to uncover insights into medical decision-making embedded within observational data from clinical settings, we present a novel application of Inverse Reinforcement Learning (IRL) that identifies suboptimal clinician actions based on…

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…

Robotics · Computer Science 2021-05-04 Astghik Hakobyan , Insoon Yang

The integration of distributed energy resources (DER) has escalated the challenge of voltage magnitude regulation in distribution networks. Traditional model-based approaches, which rely on complex sequential mathematical formulations,…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Shengren Hou , Peter Palensky , Pedro P. Vergara

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…

Systems and Control · Electrical Eng. & Systems 2022-09-14 C. Chen , Y. P. Huang , W. H. K. Lam , T. L. Pan , S. C. Hsu , A. Sumalee , R. X. Zhong

Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…

Machine Learning · Computer Science 2021-04-01 Paul Michel , Tatsunori Hashimoto , Graham Neubig

Learning with identical train and test distributions has been extensively investigated both practically and theoretically. Much remains to be understood, however, in statistical learning under distribution shifts. This paper focuses on a…

Machine Learning · Computer Science 2024-11-01 Omar Montasser , Han Shao , Emmanuel Abbe

This work handles the inverse reinforcement learning (IRL) problem where only a small number of demonstrations are available from a demonstrator for each high-dimensional task, insufficient to estimate an accurate reward function. Observing…

Artificial Intelligence · Computer Science 2017-10-16 Kun Li , Joel W. Burdick