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In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various multivariate proposal distributions, and compare them with…

Computation · Statistics 2024-05-02 Mikkel B. Lykkegaard , Colin Fox , Dave Higdon , C. Shane Reese , J. David Moulton

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

Machine Learning · Computer Science 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

Posterior sampling allows exploitation of prior knowledge on the environment's transition dynamics to improve the sample efficiency of reinforcement learning. The prior is typically specified as a class of parametric distributions, the…

Machine Learning · Computer Science 2024-04-09 Mirco Mutti , Riccardo De Santi , Marcello Restelli , Alexander Marx , Giorgia Ramponi

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Charul , Uttkarsha Bhatt , Pravesh Biyani , Ketan Rajawat

Discovering a unique causal structure is difficult due to both inherent identifiability issues, and the consequences of finite data. As such, uncertainty over causal structures, such as those obtained from a Bayesian posterior, are often…

Machine Learning · Computer Science 2025-03-06 Anish Dhir , Matthew Ashman , James Requeima , Mark van der Wilk

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…

Machine Learning · Computer Science 2019-10-29 Lantao Yu , Tianhe Yu , Chelsea Finn , Stefano Ermon

Bayesian network structure learning algorithms with limited data are being used in domains such as systems biology and neuroscience to gain insight into the underlying processes that produce observed data. Learning reliable networks from…

Machine Learning · Statistics 2013-07-10 Diane Oyen , Terran Lane

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…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani

The Bayesian evidence, crucial ingredient for model selection, is arguably the most important quantity in Bayesian data analysis: at the same time, however, it is also one of the most difficult to compute. In this paper we present a…

Methodology · Statistics 2024-05-14 Stefano Rinaldi , Gabriele Demasi , Walter Del Pozzo , Otto A. Hannuksela

Pretraining reinforcement learning (RL) models on offline datasets is a promising way to improve their training efficiency in online tasks, but challenging due to the inherent mismatch in dynamics and behaviors across various tasks. We…

Machine Learning · Computer Science 2024-06-06 Minting Pan , Yitao Zheng , Yunbo Wang , Xiaokang Yang

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

Learning-to-learn or meta-learning leverages data-driven inductive bias to increase the efficiency of learning on a novel task. This approach encounters difficulty when transfer is not advantageous, for instance, when tasks are considerably…

Machine Learning · Computer Science 2019-06-20 Ghassen Jerfel , Erin Grant , Thomas L. Griffiths , Katherine Heller

Despite significant advances in deep learning, models often struggle to generalize well to new, unseen domains, especially when training data is limited. To address this challenge, we propose a novel approach for distribution-aware latent…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 Ran Liu , Sahil Khose , Jingyun Xiao , Lakshmi Sathidevi , Keerthan Ramnath , Zsolt Kira , Eva L. Dyer

Model free reinforcement learning suffers from the high sampling complexity inherent to robotic manipulation or locomotion tasks. Most successful approaches typically use random sampling strategies which leads to slow policy convergence. In…

Robotics · Computer Science 2019-08-13 Miroslav Bogdanovic , Ludovic Righetti

Achieving efficient and scalable exploration in complex domains poses a major challenge in reinforcement learning. While Bayesian and PAC-MDP approaches to the exploration problem offer strong formal guarantees, they are often impractical…

Artificial Intelligence · Computer Science 2015-11-23 Bradly C. Stadie , Sergey Levine , Pieter Abbeel

Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

Machine Learning · Computer Science 2024-10-24 Dengwang Tang , Dongze Ye , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

We consider the problem of knowledge transfer when an agent is facing a series of Reinforcement Learning (RL) tasks. We introduce a novel metric between Markov Decision Processes (MDPs) and establish that close MDPs have close optimal value…

Machine Learning · Computer Science 2021-03-23 Erwan Lecarpentier , David Abel , Kavosh Asadi , Yuu Jinnai , Emmanuel Rachelson , Michael L. Littman

Quantum sensors offer control flexibility during estimation by allowing manipulation by the experimenter across various parameters. For each sensing platform, pinpointing the optimal controls to enhance the sensor's precision remains a…

Quantum Physics · Physics 2024-12-11 Federico Belliardo , Fabio Zoratti , Florian Marquardt , Vittorio Giovannetti
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