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Recent advances in batch (offline) reinforcement learning have shown promising results in learning from available offline data and proved offline reinforcement learning to be an essential toolkit in learning control policies in a model-free…

Machine Learning · Computer Science 2022-12-19 Ashish Kumar , Ilya Kuzovkin

Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…

Machine Learning · Computer Science 2022-04-04 Maximilian Seitzer , Arash Tavakoli , Dimitrije Antic , Georg Martius

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

We consider a Bayesian approach to offline model-based inverse reinforcement learning (IRL). The proposed framework differs from existing offline model-based IRL approaches by performing simultaneous estimation of the expert's reward…

Machine Learning · Computer Science 2024-04-09 Ran Wei , Siliang Zeng , Chenliang Li , Alfredo Garcia , Anthony McDonald , Mingyi Hong

This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…

Optimization and Control · Mathematics 2023-11-28 Xiushan Jiang , Li Wang , Dongya Zhao , Ling Shi

Semi-supervised learning aims to leverage a large amount of unlabeled data for performance boosting. Existing works primarily focus on image classification. In this paper, we delve into semi-supervised learning for object detection, where…

Computer Vision and Pattern Recognition · Computer Science 2021-11-02 Zhenyu Wang , Yali Li , Ye Guo , Shengjin Wang

Mastering multiple tasks through exploration and learning in an environment poses a significant challenge in reinforcement learning (RL). Unsupervised RL has been introduced to address this challenge by training policies with intrinsic…

Machine Learning · Computer Science 2024-07-02 Junkai Zhang , Weitong Zhang , Dongruo Zhou , Quanquan Gu

Most speech enhancement (SE) models learn a point estimate and do not make use of uncertainty estimation in the learning process. In this paper, we show that modeling heteroscedastic uncertainty by minimizing a multivariate Gaussian…

Sound · Computer Science 2023-03-09 Kuan-Lin Chen , Daniel D. E. Wong , Ke Tan , Buye Xu , Anurag Kumar , Vamsi Krishna Ithapu

Incorporating various modes of information into the machine learning procedure is becoming a new trend. And data from various source can provide more information than single one no matter they are heterogeneous or homogeneous. Existing deep…

Computer Vision and Pattern Recognition · Computer Science 2018-11-28 Xiao Wang , Tao Sun , Rui Yang , Chenglong Li , Bin Luo , Jin Tang

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

Machine Learning · Computer Science 2024-06-26 Yudan Wang , Shaofeng Zou , Yue Wang

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

This paper investigates how to incorporate expert observations (without explicit information on expert actions) into a deep reinforcement learning setting to improve sample efficiency. First, we formulate an augmented policy loss combining…

Machine Learning · Computer Science 2025-02-28 Erhan Can Ozcan , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

Noisy labels are ubiquitous in real-world datasets, especially in the large-scale ones derived from crowdsourcing and web searching. It is challenging to train deep neural networks with noisy datasets since the networks are prone to…

Computer Vision and Pattern Recognition · Computer Science 2024-06-26 Yangdi Lu , Wenbo He

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Jointly extracting entity pairs and their relations is challenging when working on distantly-supervised data with ambiguous or noisy labels. To mitigate such impact, we propose uncertainty-aware bootstrap learning, which is motivated by the…

Computation and Language · Computer Science 2023-06-12 Yufei Li , Xiao Yu , Yanchi Liu , Haifeng Chen , Cong Liu

Regression methods assume that accurate labels are available for training. However, in certain scenarios, obtaining accurate labels may not be feasible, and relying on multiple specialists with differing opinions becomes necessary. Existing…

Machine Learning · Statistics 2023-05-15 Milene Regina dos Santos , Rafael Izbicki

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

Machine Learning · Computer Science 2024-05-29 Ha Manh Bui , Anqi Liu

In reinforcement learning (RL), exploiting environmental symmetries can significantly enhance efficiency, robustness, and performance. However, ensuring that the deep RL policy and value networks are respectively equivariant and invariant…

Machine Learning · Computer Science 2024-12-31 Mirco Theile , Hongpeng Cao , Marco Caccamo , Alberto L. Sangiovanni-Vincentelli

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

Machine Learning · Computer Science 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems from game playing and robotics have been solved with deep model-free methods. Unfortunately, the sample…

Machine Learning · Computer Science 2021-07-20 Aske Plaat , Walter Kosters , Mike Preuss
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