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Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…

Statistics Theory · Mathematics 2020-02-11 Fabio Gobbi , Sabrina Mulinacci

Off-policy evaluation estimates how a target policy would perform using data collected by a different behavior policy, which is crucial when online testing is costly or risky, such as in recommendation or healthcare. Standard importance…

Machine Learning · Computer Science 2026-05-29 Ziwen Xie , Shaowen Xiang , Hongyu He , Dianbo Liu

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

Machine Learning · Statistics 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

We consider a Bayesian approach to offline model-based inverse reinforcement learning (IRL). The proposed framework differs from existing offline model-based IRL approaches by performing simultaneous estimation of the expert's reward…

Machine Learning · Computer Science 2024-04-09 Ran Wei , Siliang Zeng , Chenliang Li , Alfredo Garcia , Anthony McDonald , Mingyi Hong

Conditional decision generation with diffusion models has shown powerful competitiveness in reinforcement learning (RL). Recent studies reveal the relation between energy-function-guidance diffusion models and constrained RL problems. The…

Machine Learning · Computer Science 2025-05-06 Jifeng Hu , Sili Huang , Zhejian Yang , Shengchao Hu , Li Shen , Hechang Chen , Lichao Sun , Yi Chang , Dacheng Tao

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

Machine Learning · Computer Science 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…

Methodology · Statistics 2026-05-22 Sooran Kim

This paper proposes a novel deep reinforcement learning architecture that was inspired by previous tree structured architectures which were only useable in discrete action spaces. Policy Prediction Network offers a way to improve sample…

Machine Learning · Computer Science 2019-09-18 Zac Wellmer , James Kwok

Autonomous off-road driving is challenging as risky actions taken by the robot may lead to catastrophic damage. As such, developing controllers in simulation is often desirable as it provides a safer and more economical alternative.…

Robotics · Computer Science 2023-10-16 Sean J. Wang , Honghao Zhu , Aaron M. Johnson

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

We provide an algorithm for adaptive legged locomotion via online learning and model predictive control. The algorithm is composed of two interacting modules: model predictive control (MPC) and online learning of residual dynamics. The…

Robotics · Computer Science 2025-12-02 Hongyu Zhou , Xiaoyu Zhang , Vasileios Tzoumas

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

Optimization and Control · Mathematics 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter

Safe and effective motion planning is crucial for autonomous robots. Diffusion models excel at capturing complex agent interactions, a fundamental aspect of decision-making in dynamic environments. Recent studies have successfully applied…

Robotics · Computer Science 2025-07-18 Giwon Lee , Daehee Park , Jaewoo Jeong , Kuk-Jin Yoon

We study learning control in an online reset-free lifelong learning scenario, where mistakes can compound catastrophically into the future and the underlying dynamics of the environment may change. Traditional model-free policy learning…

Machine Learning · Computer Science 2020-06-30 Kevin Lu , Igor Mordatch , Pieter Abbeel
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