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Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…

Pricing of Securities · Quantitative Finance 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address…

Machine Learning · Computer Science 2018-09-10 Kristopher De Asis , Richard S. Sutton

As an important type of reinforcement learning algorithms, actor-critic (AC) and natural actor-critic (NAC) algorithms are often executed in two ways for finding optimal policies. In the first nested-loop design, actor's one update of…

Machine Learning · Computer Science 2020-05-11 Tengyu Xu , Zhe Wang , Yingbin Liang

It is still common to use Q-learning and temporal difference (TD) learning-even though they have divergence issues and sound Gradient TD alternatives exist-because divergence seems rare and they typically perform well. However, recent work…

Machine Learning · Computer Science 2020-09-21 Sina Ghiassian , Andrew Patterson , Shivam Garg , Dhawal Gupta , Adam White , Martha White

Adaptive Risk Control (ARC) is an online calibration strategy based on set prediction that offers worst-case deterministic long-term risk control, as well as statistical marginal coverage guarantees. ARC adjusts the size of the prediction…

Machine Learning · Statistics 2024-10-11 Matteo Zecchin , Osvaldo Simeone

Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…

Machine Learning · Statistics 2018-02-23 Voot Tangkaratt , Abbas Abdolmaleki , Masashi Sugiyama

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…

Making calibrated online predictions is a central challenge in modern AI systems. Much of the existing literature focuses on fully adversarial environments where outcomes may be arbitrary, leading to conservative algorithms that can perform…

Machine Learning · Computer Science 2026-05-25 Junyan Liu , Haipeng Luo , Lillian J. Ratliff

Agentic AI systems capable of autonomous planning and extended environmental interaction pose a fundamental control problem: how can humans maintain meaningful oversight of systems that may exceed their own capabilities? Existing approaches…

Artificial Intelligence · Computer Science 2026-05-28 William Overman , Mohsen Bayati

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

Reusing previously trained models is critical in deep reinforcement learning to speed up training of new agents. However, it is unclear how to acquire new skills when objectives and constraints are in conflict with previously learned…

Machine Learning · Computer Science 2022-02-09 Jaime S. Ide , Daria Mićović , Michael J. Guarino , Kevin Alcedo , David Rosenbluth , Adrian P. Pope

As learning-based robotic controllers are typically trained offline and deployed with fixed parameters, their ability to cope with unforeseen changes during operation is limited. Biologically inspired, this work presents a framework for…

Robotics · Computer Science 2026-03-05 Fabian Domberg , Georg Schildbach

Reinforcement finetuning (RFT) has shown great potential for enhancing the mathematical reasoning capabilities of large language models (LLMs), but it is often sample- and compute-inefficient, requiring extensive training. In this work, we…

Machine Learning · Computer Science 2026-02-03 Taiwei Shi , Yiyang Wu , Linxin Song , Tianyi Zhou , Jieyu Zhao

The adoption of deep learning across various fields has been extensive, yet there is a lack of focus on evaluating the performance of deep learning pipelines. Typically, with the increased use of large datasets and complex models, the…

Machine Learning · Computer Science 2024-05-21 Yewen Fan , Nian Si , Xiangchen Song , Kun Zhang

Composite adaptive control (CAC) that integrates direct and indirect adaptive control techniques can achieve smaller tracking errors and faster parameter convergence compared with direct and indirect adaptive control techniques. However,…

Systems and Control · Computer Science 2022-07-08 Yongping Pan , Lin Pan , Haoyong Yu

This article focuses on making discrete-time Adaptive Iterative Learning Control (ILC) more effective using multiple estimation models. Existing strategies use the tracking error to adjust the parametric estimates. Our strategy uses the…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Ram Padmanabhan , Rajini Makam , Koshy George

Understanding the vulnerability of large-scale pre-trained vision-language models like CLIP against adversarial attacks is key to ensuring zero-shot generalization capacity on various downstream tasks. State-of-the-art defense mechanisms…

Computer Vision and Pattern Recognition · Computer Science 2024-05-21 Fan Yang , Mingxuan Xia , Sangzhou Xia , Chicheng Ma , Hui Hui

In real-world continual learning (CL) scenarios, tasks often exhibit intricate and unpredictable semantic shifts, posing challenges for fixed prompt management strategies which are tailored to only handle semantic shifts of uniform degree…

Machine Learning · Computer Science 2024-07-23 Doyoung Kim , Susik Yoon , Dongmin Park , Youngjun Lee , Hwanjun Song , Jihwan Bang , Jae-Gil Lee

Many sequential decision-making problems need optimization of different objectives which possibly conflict with each other. The conventional way to deal with a multi-task problem is to establish a scalar objective function based on a linear…

Machine Learning · Computer Science 2023-02-28 Mohsen Amidzadeh
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