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Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…

Artificial Intelligence · Computer Science 2019-07-10 Shuai Ma , Jia Yuan Yu , Ahmet Satir

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

Deep autoregressive sequence-to-sequence models have demonstrated impressive performance across a wide variety of tasks in recent years. While common architecture classes such as recurrent, convolutional, and self-attention networks make…

Machine Learning · Computer Science 2018-11-09 Mitchell Stern , Noam Shazeer , Jakob Uszkoreit

Unsupervised structure learning in high-dimensional time series data has attracted a lot of research interests. For example, segmenting and labelling high dimensional time series can be helpful in behavior understanding and medical…

Machine Learning · Computer Science 2017-05-25 Hao Liu , Haoli Bai , Lirong He , Zenglin Xu

In real-world reinforcement learning (RL) scenarios, agents often encounter partial observability, where incomplete or noisy information obscures the true state of the environment. Partially Observable Markov Decision Processes (POMDPs) are…

Machine Learning · Computer Science 2025-05-19 Ashok Arora , Neetesh Kumar

Partially Observable Markov Decision Processes (POMDPs) remain a core challenge in reinforcement learning due to incomplete state information. We address this by reformulating POMDPs as fully observable processes with fixed-length…

Machine Learning · Computer Science 2025-09-16 Wuhao Wang , Zhiyong Chen

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data…

Machine Learning · Computer Science 2023-01-23 Oliver Limoyo , Trevor Ablett , Jonathan Kelly

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

This paper introduces a simple efficient learning algorithms for general sequential decision making. The algorithm combines Optimism for exploration with Maximum Likelihood Estimation for model estimation, which is thus named OMLE. We prove…

Machine Learning · Computer Science 2022-11-24 Qinghua Liu , Praneeth Netrapalli , Csaba Szepesvári , Chi Jin

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

We introduce a biologically plausible RL framework for solving tasks in partially observable Markov decision processes (POMDPs). The proposed algorithm combines three integral parts: (1) A Meta-RL architecture, resembling the mammalian…

Machine Learning · Computer Science 2025-04-17 Julian Lemmel , Radu Grosu

Triplet Markov chains are general generative models for sequential data which take into account three kinds of random variables: (noisy) observations, their associated discrete labels and latent variables which aim at strengthening the…

Machine Learning · Statistics 2023-09-08 Katherine Morales , Yohan Petetin

Sequential scaling is a prominent inference-time scaling paradigm, yet its performance improvements are typically modest and not well understood, largely due to the prevalence of heuristic, non-principled approaches that obscure clear…

Machine Learning · Computer Science 2026-02-03 Youkang Wang , Jian Wang , Rubing Chen , Tianyi Zeng , Xiao-Yong Wei , Qing Li

Recent studies have greatly improved reinforcement learning, and an increased interest in real-world implementation has emerged. In many cases, the implementation is challenged by time-varying disturbances as it introduces hidden states,…

Machine Learning · Computer Science 2026-03-04 Saki Omi , Hyo-Sang Shin , Namhoon Cho , Antonios Tsourdos

Discrete latent space models have recently achieved performance on par with their continuous counterparts in deep variational inference. While they still face various implementation challenges, these models offer the opportunity for a…

Machine Learning · Statistics 2023-08-22 Max Cohen , Maurice Charbit , Sylvain Le Corff

A visual hard attention model actively selects and observes a sequence of subregions in an image to make a prediction. The majority of hard attention models determine the attention-worthy regions by first analyzing a complete image.…

Computer Vision and Pattern Recognition · Computer Science 2021-11-16 Samrudhdhi B. Rangrej , James J. Clark
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