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In computational reinforcement learning, a growing body of work seeks to construct an agent's perception of the world through predictions of future sensations; predictions about environment observations are used as additional input features…

Machine Learning · Computer Science 2022-06-15 Alexandra Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

We propose HyperDynamics, a dynamics meta-learning framework that conditions on an agent's interactions with the environment and optionally its visual observations, and generates the parameters of neural dynamics models based on inferred…

Robotics · Computer Science 2021-03-18 Zhou Xian , Shamit Lal , Hsiao-Yu Tung , Emmanouil Antonios Platanios , Katerina Fragkiadaki

We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…

Econometrics · Economics 2024-12-31 Irene Botosaru , Isaac Loh , Chris Muris

Knowledge reduction of dynamic covering information systems involves with the time in practical situations. In this paper, we provide incremental approaches to computing the type-1 and type-2 characteristic matrices of dynamic coverings…

Information Theory · Computer Science 2023-11-30 Mingjie Cai

Methods for learning optimal policies in autonomous agents often assume that the way the domain is conceptualised---its possible states and actions and their causal structure---is known in advance and does not change during learning. This…

Artificial Intelligence · Computer Science 2018-01-11 Craig Innes , Alex Lascarides , Stefano V Albrecht , Subramanian Ramamoorthy , Benjamin Rosman

In this paper we study a class of risk-sensitive Markovian control problems in discrete time subject to model uncertainty. We consider a risk-sensitive discounted cost criterion with finite time horizon. The used methodology is the one of…

Optimization and Control · Mathematics 2021-04-15 Tomasz R. Bielecki , Tao Chen , Igor Cialenco

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

Temporal prediction is critical for making intelligent and robust decisions in complex dynamic environments. Motion prediction needs to model the inherently uncertain future which often contains multiple potential outcomes, due to…

Machine Learning · Computer Science 2019-12-10 Yichuan Charlie Tang , Ruslan Salakhutdinov

In the identification of differential equations from data, significant progresses have been made with the weak/integral formulation. In this paper, we explore the direction of finding more efficient and robust test functions adaptively…

Numerical Analysis · Mathematics 2025-06-05 Jiahui Cheng , Sung Ha Kang , Haomin Zhou , Wenjing Liao

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…

This article presents the data-driven equation-free modeling of the dynamics of a hexafloat floating offshore wind turbine based on the application of dynamic mode decomposition (DMD). All the analyses are performed on experimental data…

Machine Learning · Computer Science 2025-02-18 Giorgio Palma , Andrea Bardazzi , Alessia Lucarelli , Chiara Pilloton , Andrea Serani , Claudio Lugni , Matteo Diez

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

Machine Learning · Statistics 2025-02-14 Matilde Tullii , Solenne Gaucher , Nadav Merlis , Vianney Perchet

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Many machine learning solutions are framed as optimization problems which rely on good hyperparameters. Algorithms for tuning these hyperparameters usually assume access to exact solutions to the underlying learning problem, which is…

Machine Learning · Computer Science 2020-11-09 Matthias J. Ehrhardt , Lindon Roberts

Hyper-parameter Tuning is among the most critical stages in building machine learning solutions. This paper demonstrates how multi-agent systems can be utilized to develop a distributed technique for determining near-optimal values for any…

Machine Learning · Computer Science 2022-05-12 Ahmad Esmaeili , Zahra Ghorrati , Eric Matson

We present benchmark computations of dynamic poroelasticity modeling fluid flow in deformable porous media by a coupled hyperbolic-parabolic system of partial differential equations. A challenging benchmark setting and goal quantities of…

Numerical Analysis · Mathematics 2023-07-06 Mathias Anselmann , Markus Bause , Nils Margenberg , Pavel Shamko

We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…

Machine Learning · Computer Science 2026-03-02 Karthik Elamvazhuthi , Abhijith Jayakumar , Andrey Y. Lokhov

In many real-world continuous action domains, human agents must decide which actions to attempt and then execute those actions to the best of their ability. However, humans cannot execute actions without error. Human performance in these…

Artificial Intelligence · Computer Science 2024-08-21 Delma Nieves-Rivera , Christopher Archibald

In this paper we introduce a deep learning method for pricing and hedging American-style options. It first computes a candidate optimal stopping policy. From there it derives a lower bound for the price. Then it calculates an upper bound, a…

Computational Finance · Quantitative Finance 2021-03-23 Sebastian Becker , Patrick Cheridito , Arnulf Jentzen

In this paper, we investigate the parameter identification problem in dynamical systems through a deep learning approach. Focusing mainly on second-order, linear time-invariant dynamical systems, the topic of damping factor identification…

Machine Learning · Computer Science 2021-07-07 Erdem Akagündüz , Oguzhan Cifdaloz
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