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Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

Autonomous Machine Learning Engineering (MLE) requires agents to perform sustained, iterative optimization over long horizons. While recent LLM-based agents show promise, current prompt-based agents for MLE suffer from behavioral stagnation…

Machine Learning · Computer Science 2026-05-08 Yuzhu Cai , Zexi Liu , Xinyu Zhu , Cheng Wang , Yanfeng Wang , Siheng Chen

Very often when studying non-equilibrium systems one is interested in analysing dynamical behaviour that occurs with very low probability, so called rare events. In practice, since rare events are by definition atypical, they are often…

Statistical Mechanics · Physics 2021-01-06 Dominic C. Rose , Jamie F. Mair , Juan P. Garrahan

Generating safety-critical scenarios in high-fidelity simulations offers a promising and cost-effective approach for efficient testing of autonomous vehicles. Existing methods typically rely on manipulating a single vehicle's trajectory…

Machine Learning · Computer Science 2025-05-07 Jiawei Wang , Xintao Yan , Yao Mu , Haowei Sun , Zhong Cao , Henry X. Liu

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

We study risk-sensitive reinforcement learning in finite discounted MDPs with recursive entropic risk measures (ERM), where the risk parameter $\beta \neq 0$ controls the agent's risk attitude: $\beta>0$ for risk-averse and $\beta<0$ for…

Machine Learning · Computer Science 2026-05-20 Oliver Mortensen , Mohammad Sadegh Talebi

Safety performance evaluation is critical for developing and deploying connected and automated vehicles (CAVs). One prevailing way is to design testing scenarios using prior knowledge of CAVs, test CAVs in these scenarios, and then evaluate…

Systems and Control · Electrical Eng. & Systems 2024-02-08 Jingxuan Yang , Haowei Sun , Honglin He , Yi Zhang , Shuo Feng , Henry X. Liu

Reinforcement Learning methods are capable of solving complex problems, but resulting policies might perform poorly in environments that are even slightly different. In robotics especially, training and deployment conditions often vary and…

Machine Learning · Computer Science 2018-09-17 Isac Arnekvist , Danica Kragic , Johannes A. Stork

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

Leveraging planning during learning and decision-making is central to the long-term development of intelligent agents. Recent works have successfully combined tree-based search methods and self-play learning mechanisms to this end. However,…

Artificial Intelligence · Computer Science 2024-11-01 Matthew V Macfarlane , Edan Toledo , Donal Byrne , Paul Duckworth , Alexandre Laterre

Active Position Estimation (APE) is the task of localizing one or more targets using one or more sensing platforms. APE is a key task for search and rescue missions, wildlife monitoring, source term estimation, and collaborative mobile…

Robotics · Computer Science 2024-10-28 Luca Varotto , Angelo Cenedese , Andrea Cavallaro

In the context of human-in-the-loop Machine Learning applications, like Decision Support Systems, interpretability approaches should provide actionable insights without making the users wait. In this paper, we propose Accelerated…

Machine Learning · Computer Science 2021-12-24 David Dandolo , Chiara Masiero , Mattia Carletti , Davide Dalle Pezze , Gian Antonio Susto

We study reinforcement learning (RL) in a setting with a network of agents whose states and actions interact in a local manner where the objective is to find localized policies such that the (discounted) global reward is maximized. A…

Optimization and Control · Mathematics 2021-11-02 Guannan Qu , Adam Wierman , Na Li

Reinforcement learning (RL) has demonstrated impressive performance in decision-making tasks like embodied control, autonomous driving and financial trading. In many decision-making tasks, the agents often encounter the problem of executing…

Machine Learning · Computer Science 2024-07-23 Jing-Cheng Pang , Tian Xu , Shengyi Jiang , Yu-Ren Liu , Yang Yu

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-11 Sandro Dias Pinto Vitenti , Eduardo J. Barroso

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…

Machine Learning · Computer Science 2021-12-10 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

Reinforcement learning (RL) has improved the reasoning abilities of large language models (LLMs), yet state-of-the-art methods still fail to learn on many training problems. On hard problems, on-policy RL rarely explores even a single…

Machine Learning · Computer Science 2026-01-27 Yuxiao Qu , Amrith Setlur , Virginia Smith , Ruslan Salakhutdinov , Aviral Kumar

Scaling reinforcement learning (RL) often requires running environments across many machines, but most frameworks tie simulation, training, and infrastructure into rigid systems. We introduce ClusterEnv, a lightweight interface for…

Machine Learning · Computer Science 2025-10-21 Rodney Lafuente-Mercado
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