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Autonomous and semi-autonomous systems are using deep learning models to improve decision-making. However, deep classifiers can be overly confident in their incorrect predictions, a major issue especially in safety-critical domains. The…

Machine Learning · Computer Science 2024-12-05 Murat Sensoy , Lance M. Kaplan , Simon Julier , Maryam Saleki , Federico Cerutti

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…

Machine Learning · Computer Science 2021-09-30 Maud Lemercier , Cristopher Salvi , Theodoros Damoulas , Edwin V. Bonilla , Terry Lyons

We consider the problem of learning models for risk-sensitive reinforcement learning. We theoretically demonstrate that proper value equivalence, a method of learning models which can be used to plan optimally in the risk-neutral setting,…

Machine Learning · Computer Science 2023-12-05 Tyler Kastner , Murat A. Erdogdu , Amir-massoud Farahmand

In the paper, we propose an effective and efficient Compositional Federated Learning (ComFedL) algorithm for solving a new compositional Federated Learning (FL) framework, which frequently appears in many data mining and machine learning…

Machine Learning · Computer Science 2023-07-28 Feihu Huang , Junyi Li

We propose a framework for verifiable and compositional reinforcement learning (RL) in which a collection of RL subsystems, each of which learns to accomplish a separate subtask, are composed to achieve an overall task. The framework…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Cyrus Neary , Aryaman Singh Samyal , Christos Verginis , Murat Cubuktepe , Ufuk Topcu

Deep reinforcement learning (RL) has been a commonly-used strategy for the abstractive summarization task to address both the exposure bias and non-differentiable task issues. However, the conventional reward Rouge-L simply looks for exact…

Computation and Language · Computer Science 2019-09-12 Siyao Li , Deren Lei , Pengda Qin , William Yang Wang

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

We propose risk-sensitive reinforcement learning algorithms catering to three families of risk measures, namely expectiles, utility-based shortfall risk and optimized certainty equivalent risk. For each risk measure, in the context of a…

Machine Learning · Computer Science 2026-02-11 Sumedh Gupte , Shrey Rakeshkumar Patel , Soumen Pachal , Prashanth L. A. , Sanjay P. Bhat

Contrastive Representation Learning (CRL) has achieved strong empirical success in multiple machine learning disciplines, yet its theoretical sample complexity remains poorly understood. Existing analyses usually assume that input tuples…

Machine Learning · Statistics 2026-05-29 Nong Minh Hieu , Antoine Ledent

Reinforcement Learning (RL) has emerged as a highly effective technique for addressing various scientific and applied problems. Despite its success, certain complex tasks remain challenging to be addressed solely with a single model and…

Machine Learning · Computer Science 2023-12-14 Yanjie Song , P. N. Suganthan , Witold Pedrycz , Junwei Ou , Yongming He , Yingwu Chen , Yutong Wu

We propose a new risk sensitive reinforcement learning approach for the dynamic hedging of options. The approach focuses on the minimization of the tail risk of the final P&L of the seller of an option. Different from most existing…

Risk Management · Quantitative Finance 2024-11-15 Xianhua Peng , Xiang Zhou , Bo Xiao , Yi Wu

Active learning reduces labeling costs by selecting samples that maximize information gain. A dominant framework, Query-by-Committee (QBC), typically relies on perturbation-based diversity by inducing model disagreement through random…

Machine Learning · Statistics 2026-03-25 Simon D. Nguyen , Hayden McTavish , Kentaro Hoffman , Cynthia Rudin , Tyler H. McCormick

Continual Reinforcement Learning (CRL) aims to develop lifelong learning agents to continuously acquire knowledge across diverse tasks while mitigating catastrophic forgetting. This requires efficiently managing the stability-plasticity…

Machine Learning · Computer Science 2026-02-02 Yuxuan Li , Qijun He , Mingqi Yuan , Wen-Tse Chen , Jeff Schneider , Jiayu Chen

Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The…

Machine Learning · Computer Science 2019-07-01 Weichang Wu , Junchi Yan , Xiaokang Yang , Hongyuan Zha

Numerous real-world decisions rely on machine learning algorithms and require calibrated uncertainty estimates. However, modern methods often yield overconfident, uncalibrated predictions. The dominant approach to quantifying the…

Distributional reinforcement learning demonstrates state-of-the-art performance in continuous and discrete control settings with the features of variance and risk, which can be used to explore. However, the exploration method employing the…

Machine Learning · Computer Science 2022-07-04 Jihwan Oh , Joonkee Kim , Se-Young Yun

One of the most interesting application scenarios in anomaly detection is when sequential data are targeted. For example, in a safety-critical environment, it is crucial to have an automatic detection system to screen the streaming data…

Machine Learning · Computer Science 2020-04-23 Min-hwan Oh , Garud Iyengar

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

Machine Learning · Computer Science 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

We present a general framework for optimizing the Conditional Value-at-Risk for dynamical systems using stochastic search. The framework is capable of handling the uncertainty from the initial condition, stochastic dynamics, and uncertain…

Optimization and Control · Mathematics 2021-02-16 Ziyi Wang , Oswin So , Keuntaek Lee , Camilo A. Duarte , Evangelos A. Theodorou

Reinforcement learning with verifiable rewards (RLVR) has demonstrated superior performance in enhancing the reasoning capability of large language models (LLMs). However, this accuracy-oriented learning paradigm often suffers from entropy…

Artificial Intelligence · Computer Science 2026-01-19 Hongye Cao , Zhixin Bai , Ziyue Peng , Boyan Wang , Tianpei Yang , Jing Huo , Yuyao Zhang , Yang Gao
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