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Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…
Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…
We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…
We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…
Bayesian optimization has been successfully applied throughout Chemical Engineering for the optimization of functions that are expensive-to-evaluate, or where gradients are not easily obtainable. However, domain experts often possess…
Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…
Reinforcement learning is a widely used approach to autonomous navigation, showing potential in various tasks and robotic setups. Still, it often struggles to reach distant goals when safety constraints are imposed (e.g., the wheeled robot…
Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…
Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…
Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…
This study proposes a safe and sample-efficient reinforcement learning (RL) framework to address two major challenges in developing applicable RL algorithms: satisfying safety constraints and efficiently learning with limited samples. To…
In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…
Deep Reinforcement Learning (DRL) experiments are commonly performed in simulated environments due to the tremendous training sample demands from deep neural networks. In contrast, model-based Bayesian Learning allows a robot to learn good…
Large language models are increasingly post-trained with reinforcement learning in verifiable domains such as code and math. Yet, current methods for reinforcement learning with verifiable rewards (RLVR) learn only from a scalar outcome…
We explore the statistical and economic importance of restrictions on the dynamics of risk compensation from the perspective of a real-time Bayesian learner who predicts bond excess returns using dynamic term structure models (DTSMs). The…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…
Bayesian Optimization algorithm has become a promising approach for nonlinear global optimization problems and many machine learning applications. Over the past few years, improvements and enhancements have been brought forward and they…
Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…
Existing batch size selection approaches in distributed machine learning rely on static allocation or simplistic heuristics that fail to adapt to heterogeneous, dynamic computing environments. We present DYNAMIX, a reinforcement learning…
In the last few years, de novo molecular design using machine learning has made great technical progress but its practical deployment has not been as successful. This is mostly owing to the cost and technical difficulty of synthesizing such…