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Accurate uncertainty quantification is necessary to enhance the reliability of deep learning models in real-world applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic…

Machine Learning · Computer Science 2024-03-26 Giorgio Morales , John W. Sheppard

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Machine Learning · Computer Science 2017-10-18 Mengdi Wang

Accurate models of patient survival probabilities provide important information to clinicians prescribing care for life-threatening and terminal ailments. A recently developed class of models - known as individual survival distributions…

Machine Learning · Computer Science 2019-06-27 Samuel Sokota , Ryan D'Orazio , Khurram Javed , Humza Haider , Russell Greiner

Decision-makers frequently must choose a single action from a finite set of alternatives -- for example, physicians selecting a treatment, investors choosing a portfolio risk level, or judges determining sentences. To improve outcomes,…

Applications · Statistics 2026-05-19 Raphaël Langevin

In many clinical trials, individuals in different subgroups have experience differential treatment effects. This leads to individualized differences in treatment benefit. In this article, we introduce the general concept of predictive…

Methodology · Statistics 2018-07-11 Debashis Ghosh , Youngjoo Cho

We study the problem of learning to choose from m discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive…

Machine Learning · Statistics 2017-08-02 Nathan Kallus

We propose to meta-learn an a self-supervised patient trajectory forecast learning rule by meta-training on a meta-objective that directly optimizes the utility of the patient representation over the subsequent clinical outcome prediction.…

Machine Learning · Computer Science 2024-07-30 Yuan Xue , Nan Du , Anne Mottram , Martin Seneviratne , Andrew M. Dai

On-policy distillation offers dense, per-token supervision for training reasoning models; however, it remains unclear under which conditions this signal is beneficial and under which it is detrimental. Which teacher model should be used,…

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

Machine Learning · Computer Science 2011-09-09 Mohammad Gheshlaghi Azar , Vicenc Gomez , Hilbert J. Kappen

Individualized treatment rules (ITRs) tailor treatments according to individual patient characteristics. They can significantly improve patient care and are thus becoming increasingly popular. The data collected during randomized clinical…

Methodology · Statistics 2015-06-30 Stanislav Minsker , Ying-Qi Zhao , Guang Cheng

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

In this paper, we study the problem of (finite sum) minimax optimization in the Differential Privacy (DP) model. Unlike most of the previous studies on the (strongly) convex-concave settings or loss functions satisfying the…

Machine Learning · Computer Science 2025-03-25 Ruijia Zhang , Mingxi Lei , Meng Ding , Zihang Xiang , Jinhui Xu , Di Wang

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

Machine Learning · Computer Science 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

Recent policy optimization approaches (Schulman et al., 2015a; 2017) have achieved substantial empirical successes by constructing new proxy optimization objectives. These proxy objectives allow stable and low variance policy learning, but…

Machine Learning · Computer Science 2020-02-24 Marcin B. Tomczak , Dongho Kim , Peter Vrancx , Kee-Eung Kim

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

Machine Learning · Statistics 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song

Calculating mealtime insulin doses poses a significant challenge for individuals with Type 1 Diabetes (T1D). Doses should perfectly compensate for expected post-meal glucose excursions, requiring a profound understanding of the individual's…

Quantitative Methods · Quantitative Biology 2024-06-24 Anas El Fathi , Elliott Pryor , Marc D. Breton

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu