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In the computational sciences, one must often estimate model parameters from data subject to noise and uncertainty, leading to inaccurate results. In order to improve the accuracy of models with noisy parameters, we consider the problem of…

Numerical Analysis · Mathematics 2022-02-25 Philip Etter , Lexing Ying

In the computational sciences, one must often estimate model parameters from data subject to noise and uncertainty, leading to inaccurate results. In order to improve the accuracy of models with noisy parameters, we consider the problem of…

Statistics Theory · Mathematics 2022-04-13 Philip A. Etter , Lexing Ying

Model-based offline reinforcement learning trains policies using pre-collected datasets and learned environment models, eliminating the need for direct real-world environment interaction. However, this paradigm is inherently challenged by…

Machine Learning · Computer Science 2025-10-28 Wang Luo , Haoran Li , Zicheng Zhang , Congying Han , Chi Zhou , Jiayu Lv , Tiande Guo

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

In this paper, we leverage ideas from model-based control to address the sample efficiency problem of reinforcement learning (RL) algorithms. Accelerating learning is an active field of RL highly relevant in the context of time-varying…

Systems and Control · Electrical Eng. & Systems 2023-05-23 Ibrahim Ahmed , Marcos Quinones-Grueiro , Gautam Biswas

Penalized regression has become a standard tool for model building across a wide range of application domains. Common practice is to tune the amount of penalization to tradeoff bias and variance or to optimize some other measure of…

Methodology · Statistics 2018-04-05 Wenhao Hu , Eric Laber , Leonard Stefanski

Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Justin Fu , Marvin Zhang , Sergey Levine

We propose a reinforcement learning based approach to query object localization, for which an agent is trained to localize objects of interest specified by a small exemplary set. We learn a transferable reward signal formulated using the…

Computer Vision and Pattern Recognition · Computer Science 2022-03-16 Tingfeng Li , Shaobo Han , Martin Renqiang Min , Dimitris N. Metaxas

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

Offline Reinforcement Learning (ORL) offers a robust solution to training agents in applications where interactions with the environment must be strictly limited due to cost, safety, or lack of accurate simulation environments. Despite its…

Machine Learning · Computer Science 2024-07-16 Carlo Romeo , Andrew D. Bagdanov

Supervised operator learning centers on the use of training data, in the form of input-output pairs, to estimate maps between infinite-dimensional spaces. It is emerging as a powerful tool to complement traditional scientific computing,…

Machine Learning · Computer Science 2024-08-14 Nicholas H. Nelsen , Andrew M. Stuart

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

With the increasing penetration of renewable energy sources, growing demand variability, and evolving grid control strategies, accurate and efficient load modeling has become a critical yet challenging task. Traditional methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ding Lin , Han Guo , Jianhui Wang , Meng Yue , Tianqiao Zhao

Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…

Methodology · Statistics 2024-08-08 Yann McLatchie , Aki Vehtari

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…

Machine Learning · Computer Science 2025-05-20 Xueqing Liu , Qinwei Yang , Zhaoqing Tian , Ruocheng Guo , Peng Wu

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao
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