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Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Machine Learning · Statistics 2024-02-15 Clément Bénard , Jeffrey Näf , Julie Josse

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

Despite the growing prevalence of artificial neural networks in real-world applications, their vulnerability to adversarial attacks remains a significant concern, which motivates us to investigate the robustness of machine learning models.…

Machine Learning · Computer Science 2024-08-23 Jie Wang , Rui Gao , Yao Xie

Modern machine learning models may be susceptible to learning spurious correlations that hold on average but not for the atypical group of samples. To address the problem, previous approaches minimize the empirical worst-group risk. Despite…

Machine Learning · Computer Science 2023-03-13 Soumya Suvra Ghosal , Yixuan Li

Model-free continuous control for robot navigation tasks using Deep Reinforcement Learning (DRL) that relies on noisy policies for exploration is sensitive to the density of rewards. In practice, robots are usually deployed in cluttered…

Robotics · Computer Science 2023-02-24 Mingyu Cai , Erfan Aasi , Calin Belta , Cristian-Ioan Vasile

To mitigate the limitation that the classical reinforcement learning (RL) framework heavily relies on identical training and test environments, Distributionally Robust RL (DRRL) has been proposed to enhance performance across a range of…

Machine Learning · Statistics 2024-09-24 Zhipeng Liang , Xiaoteng Ma , Jose Blanchet , Jiheng Zhang , Zhengyuan Zhou

Reinforcement Learning from Human Feedback (RLHF) has emerged as a popular paradigm for capturing human intent to alleviate the challenges of hand-crafting the reward values. Despite the increasing interest in RLHF, most works learn black…

Machine Learning · Computer Science 2024-10-14 Akansha Kalra , Daniel S. Brown

In practical machine learning, the environments encountered during the model development and deployment phases often differ, especially when a model is used by many users in diverse settings. Learning models that maintain reliable…

Machine Learning · Statistics 2026-03-18 Hiroyuki Hanada , Satoshi Akahane , Noriaki Hashimoto , Shion Takeno , Ichiro Takeuchi

This paper addresses the prediction stability, prediction accuracy and control capability of the current probabilistic model-based reinforcement learning (MBRL) built on neural networks. A novel approach dropout-based probabilistic…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Wenjun Huang , Yunduan Cui , Huiyun Li , Xinyu Wu

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Cryptography and Security · Computer Science 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

Distribution system state estimation (DSSE) is paramount for effective state monitoring and control. However, stochastic outputs of renewables and asynchronous streaming of multi-rate measurements in practical systems largely degrade the…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Ying Zhang , Junbo Zhao , Di Shi , Sungjoo Chung

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

Linear regression estimators are known to be sensitive to outliers, and one alternative to obtain a robust and efficient estimator of the regression parameter is to model the error with Student's $t$ distribution. In this article, we…

Methodology · Statistics 2026-03-19 Amanda Ng , Shangkai Zhu , Archer Gong Zhang , Nancy Reid

We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

Machine Learning · Computer Science 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat

Model agnostic meta-learning (MAML) is a popular state-of-the-art meta-learning algorithm that provides good weight initialization of a model given a variety of learning tasks. The model initialized by provided weight can be fine-tuned to…

Machine Learning · Computer Science 2021-06-11 Thanh Nguyen , Tung Luu , Trung Pham , Sanzhar Rakhimkul , Chang D. Yoo

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Multi-agent reinforcement learning has drawn increasing attention in practice, e.g., robotics and automatic driving, as it can explore optimal policies using samples generated by interacting with the environment. However, high reward…

Machine Learning · Computer Science 2022-10-17 Jifeng Hu , Yanchao Sun , Hechang Chen , Sili Huang , haiyin piao , Yi Chang , Lichao Sun

We consider the problem of learning the interaction strength between the nodes of a network based on dependent binary observations residing on these nodes, generated from a Markov Random Field (MRF). Since these observations can possibly be…

Methodology · Statistics 2025-12-02 Tianyu Liu , Somabha Mukherjee , Abhik Ghosh
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