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Monte Carlo Tree Search (MCTS) has proven effective in solving decision-making problems in perfect information settings. However, its application to stochastic and imperfect information domains remains limited. This paper extends the…

Machine Learning · Computer Science 2025-02-12 Can Cömer , Jannis Blüml , Cedric Derstroff , Kristian Kersting

The discovery of patterns that accurately discriminate one class label from another remains a challenging data mining task. Subgroup discovery (SD) is one of the frameworks that enables to elicit such interesting hypotheses from labeled…

Data Structures and Algorithms · Computer Science 2017-12-07 Guillaume Bosc , Jean-François Boulicaut , Chedy Raïssi , Mehdi Kaytoue

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed…

Portfolio Management · Quantitative Finance 2019-05-07 Haoran Wang , Xun Yu Zhou

Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune…

Robotics · Computer Science 2020-04-21 Napat Karnchanachari , Miguel I. Valls , David Hoeller , Marco Hutter

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

A promising way to improve the sample efficiency of reinforcement learning is model-based methods, in which many explorations and evaluations can happen in the learned models to save real-world samples. However, when the learned model has a…

Machine Learning · Computer Science 2022-09-14 Haoxin Lin , Yihao Sun , Jiaji Zhang , Yang Yu

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

Reinforcement Learning (RL) algorithms can solve challenging control problems directly from image observations, but they often require millions of environment interactions to do so. Recently, model-based RL algorithms have greatly improved…

Machine Learning · Computer Science 2023-06-16 Yifan Xu , Nicklas Hansen , Zirui Wang , Yung-Chieh Chan , Hao Su , Zhuowen Tu

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…

Methodology · Statistics 2020-10-19 Prateek Bansal , Rico Krueger , Daniel J. Graham

Large Language Models (LLM) are increasingly being explored for problem-solving tasks. However, their strategic planning capability is often viewed with skepticism. Recent studies have incorporated the Monte Carlo Tree Search (MCTS)…

Artificial Intelligence · Computer Science 2025-02-05 Bingzheng Gan , Yufan Zhao , Tianyi Zhang , Jing Huang , Yusu Li , Shu Xian Teo , Changwang Zhang , Wei Shi

Learning-based techniques are increasingly effective at controlling complex systems using data-driven models. However, most work done so far has focused on learning individual tasks or control laws. Hence, it is still a largely unaddressed…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Alexandre Capone , Armin Lederer , Jonas Umlauft , Sandra Hirche

UCT, a state-of-the art algorithm for Monte Carlo tree search (MCTS) in games and Markov decision processes, is based on UCB1, a sampling policy for the Multi-armed Bandit problem (MAB) that minimizes the cumulative regret. However, search…

Artificial Intelligence · Computer Science 2012-07-25 David Tolpin , Solomon Eyal Shimony

This paper presents an efficient approach to object manipulation planning using Monte Carlo Tree Search (MCTS) to find contact sequences and an efficient ADMM-based trajectory optimization algorithm to evaluate the dynamic feasibility of…

Robotics · Computer Science 2023-03-21 Huaijiang Zhu , Avadesh Meduri , Ludovic Righetti

Probabilistic world models increase data efficiency of model-based reinforcement learning (MBRL) by guiding the policy with their epistemic uncertainty to improve exploration and acquire new samples. Moreover, the uncertainty-aware learning…

Machine Learning · Computer Science 2024-03-26 Can Bogoclu , Robert Vosshall , Kevin Cremanns , Dirk Roos

Inference-time scaling strategies, particularly Monte Carlo Tree Search (MCTS), have significantly enhanced the reasoning capabilities of Large Language Models (LLMs). However, current approaches remain predominantly stateless, discarding…

Artificial Intelligence · Computer Science 2026-02-05 Hao Lu , Haoyuan Huang , Yulin Zhou , Chen Li , Ningxin Zhu

We introduce a simple but effective method for managing risk in model-based reinforcement learning with trajectory sampling that involves probabilistic safety constraints and balancing of optimism in the face of epistemic uncertainty and…

Machine Learning · Computer Science 2023-09-12 Marin Vlastelica , Sebastian Blaes , Cristina Pineri , Georg Martius

This paper proposes a novel multiple-input multiple-output (MIMO) symbol detector that incorporates a deep reinforcement learning (DRL) agent into the Monte Carlo tree search (MCTS) detection algorithm. We first describe how the MCTS…

Signal Processing · Electrical Eng. & Systems 2021-02-02 Tz-Wei Mo , Ronald Y. Chang , Te-Yi Kan

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Model-based reinforcement learning (MBRL) is a sample efficient technique to obtain control policies, yet unavoidable modeling errors often lead performance deterioration. The model in MBRL is often solely fitted to reconstruct dynamics,…

Machine Learning · Computer Science 2023-06-22 Claas Voelcker , Victor Liao , Animesh Garg , Amir-massoud Farahmand