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We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…

Numerical Analysis · Mathematics 2016-06-21 Daniel Elfverson , Fredrik Hellman , Axel Målqvist

Many of the strongest game playing programs use a combination of Monte Carlo tree search (MCTS) and deep neural networks (DNN), where the DNNs are used as policy or value evaluators. Given a limited budget, such as online playing or during…

Artificial Intelligence · Computer Science 2019-06-03 Li-Cheng Lan , Wei Li , Ting-Han Wei , I-Chen Wu

The main contribution of this paper is the development of a new decision tree algorithm. The proposed approach allows users to guide the algorithm through the data partitioning process. We believe this feature has many applications but in…

Machine Learning · Statistics 2020-10-27 Cédric Beaulac , Jeffrey S. Rosenthal

With the decreasing cost of data collection, the space of variables or features that can be used to characterize a particular predictor of interest continues to grow exponentially. Therefore, identifying the most characterizing features…

Machine Learning · Computer Science 2021-01-26 Sali Rasoul , Sodiq Adewole , Alphonse Akakpo

Finite-horizon lookahead policies are abundantly used in Reinforcement Learning and demonstrate impressive empirical success. Usually, the lookahead policies are implemented with specific planning methods such as Monte Carlo Tree Search…

Machine Learning · Computer Science 2019-02-19 Yonathan Efroni , Gal Dalal , Bruno Scherrer , Shie Mannor

Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task…

Artificial Intelligence · Computer Science 2024-09-26 Esteban Aldana Guerra

This paper introduces a new negotiating agent model for automated negotiation. We focus on applications without time pressure with multidi-mensional negotiation on both continuous and discrete domains. The agent bidding strategy relies on…

Multiagent Systems · Computer Science 2019-09-23 Cédric Buron , Zahia Guessoum , Sylvain Ductor

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

This paper introduces a new Negotiating Agent for automated negotiation on continuous domains and without considering a specified deadline. The agent bidding strategy relies on Monte Carlo Tree Search, which is a trendy method since it has…

Artificial Intelligence · Computer Science 2019-04-01 Cédric Buron , Zahia Guessoum , Sylvain Ductor

The issue of data-driven neural network model construction is one of the core problems in the domain of Artificial Intelligence. A standard approach assumes a fixed architecture with trainable weights. A conceptually more advanced…

Machine Learning · Computer Science 2025-07-03 Szymon Świderski , Agnieszka Jastrzębska

We present a new Monte Carlo Tree Search (MCTS) algorithm to solve the stochastic orienteering problem with chance constraints, i.e., a version of the problem where travel costs are random, and one is assigned a bound on the tolerable…

Robotics · Computer Science 2024-09-06 Stefano Carpin

The Ripper algorithm is designed to generate rule sets for large datasets with many features. However, it was shown that the algorithm struggles with classification performance in the presence of missing data. The algorithm struggles to…

Machine Learning · Computer Science 2011-08-24 Mlungisi Duma , Bhekisipho Twala , Tshilidzi Marwala

We propose a planning-based method to teach an agent to manage portfolio from scratch. Our approach combines deep reinforcement learning techniques with search techniques like AlphaGo. By uniting the advantages in A* search algorithm with…

Artificial Intelligence · Computer Science 2019-02-19 Xiaojie Gao , Shikui Tu , Lei Xu

Algorithms which sort lists of real numbers into ascending order have been studied for decades. They are typically based on a series of pairwise comparisons and run entirely on chip. However people routinely sort lists which depend on…

Artificial Intelligence · Computer Science 2016-12-28 Samuel L Smith

Monte-Carlo Tree Search (MCTS) is a class of methods for solving complex decision-making problems through the synergy of Monte-Carlo planning and Reinforcement Learning (RL). The highly combinatorial nature of the problems commonly…

Artificial Intelligence · Computer Science 2022-02-16 Tuan Dam , Carlo D'Eramo , Jan Peters , Joni Pajarinen

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

Standard planners for sequential decision making (including Monte Carlo planning, tree search, dynamic programming, etc.) are constrained by an implicit sequential planning assumption: The order in which a plan is constructed is the same in…

Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

Machine Learning · Computer Science 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

Decision making from data involves identifying a set of attributes that contribute to effective decision making through computational intelligence. The presence of missing values greatly influences the selection of right set of attributes…

Machine Learning · Computer Science 2013-07-23 M. Naresh Kumar

The Constrained Markov Decision Process (CMDP) formulation allows to solve safety-critical decision making tasks that are subject to constraints. While CMDPs have been extensively studied in the Reinforcement Learning literature, little…

Machine Learning · Computer Science 2024-10-29 Dinesh Parthasarathy , Georgios Kontes , Axel Plinge , Christopher Mutschler