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Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…

Risk Management · Quantitative Finance 2021-01-01 Jillian M. Clements , Di Xu , Nooshin Yousefi , Dmitry Efimov

Adjusting the learning rate schedule in stochastic gradient methods is an important unresolved problem which requires tuning in practice. If certain parameters of the loss function such as smoothness or strong convexity constants are known,…

Machine Learning · Statistics 2020-11-23 Xiaoxia Wu , Rachel Ward , Léon Bottou

In this paper we consider the problem of learning variational models in the context of supervised learning via risk minimization. Our goal is to provide a deeper understanding of the two approaches of learning of variational models via…

Machine Learning · Statistics 2023-09-07 Christoph Brauer , Niklas Breustedt , Timo de Wolff , Dirk A. Lorenz

Reinforcement learning methods can achieve significant performance but require a large amount of training data collected on the same robotic platform. A policy trained with expensive data is rendered useless after making even a minor change…

Robotics · Computer Science 2021-03-08 Ali Ghadirzadeh , Xi Chen , Petra Poklukar , Chelsea Finn , Mårten Björkman , Danica Kragic

Few-shot learning, a challenging task in machine learning, aims to learn a classifier adaptable to recognize new, unseen classes with limited labeled examples. Meta-learning has emerged as a prominent framework for few-shot learning. Its…

Machine Learning · Computer Science 2024-03-07 Weihao Jiang , Guodong Liu , Di He , Kun He

Purpose: This work aims at developing a generalizable MRI reconstruction model in the meta-learning framework. The standard benchmarks in meta-learning are challenged by learning on diverse task distributions. The proposed network learns…

Computer Vision and Pattern Recognition · Computer Science 2021-10-05 Wanyu Bian , Yunmei Chen , Xiaojing Ye , Qingchao Zhang

Learning from small data sets is critical in many practical applications where data collection is time consuming or expensive, e.g., robotics, animal experiments or drug design. Meta learning is one way to increase the data efficiency of…

Machine Learning · Statistics 2018-07-10 Steindór Sæmundsson , Katja Hofmann , Marc Peter Deisenroth

Multi-task learning can leverage information learned by one task to benefit the training of other tasks. Despite this capacity, naively training all tasks together in one model often degrades performance, and exhaustively searching through…

Machine Learning · Computer Science 2021-10-27 Christopher Fifty , Ehsan Amid , Zhe Zhao , Tianhe Yu , Rohan Anil , Chelsea Finn

In learning-to-learn the goal is to infer a learning algorithm that works well on a class of tasks sampled from an unknown meta distribution. In contrast to previous work on batch learning-to-learn, we consider a scenario where tasks are…

Machine Learning · Statistics 2018-03-23 Giulia Denevi , Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

A fundamental challenge in Deep Learning is to find optimal step sizes for stochastic gradient descent automatically. In traditional optimization, line searches are a commonly used method to determine step sizes. One problem in Deep…

Machine Learning · Computer Science 2022-02-22 Maximus Mutschler , Kevin Laube , Andreas Zell

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure…

Machine Learning · Computer Science 2022-06-17 Zifan Wang , Yi Shen , Michael M. Zavlanos

Meta-learning considers the problem of learning an efficient learning process that can leverage its past experience to accurately solve new tasks. However, the efficacy of meta-learning crucially depends on the distribution of tasks…

Computation and Language · Computer Science 2021-11-03 Trapit Bansal , Karthick Gunasekaran , Tong Wang , Tsendsuren Munkhdalai , Andrew McCallum

Meta-learning has emerged as an effective methodology to model several real-world tasks and problems due to its extraordinary effectiveness in the low-data regime. There are many scenarios ranging from the classification of rare diseases to…

Machine Learning · Computer Science 2023-12-29 Prabhat Agarwal , Shreya Singh

Meta reinforcement learning (meta RL), as a combination of meta-learning ideas and reinforcement learning (RL), enables the agent to adapt to different tasks using a few samples. However, this sampling-based adaptation also makes meta RL…

Machine Learning · Computer Science 2023-03-09 Tao Li , Haozhe Lei , Quanyan Zhu

We develop a functional encoder-decoder approach to supervised meta-learning, where labeled data is encoded into an infinite-dimensional functional representation rather than a finite-dimensional one. Furthermore, rather than directly…

Machine Learning · Statistics 2020-08-18 Jin Xu , Jean-Francois Ton , Hyunjik Kim , Adam R. Kosiorek , Yee Whye Teh

In this paper, we develop upon the emerging topic of loss function learning, which aims to learn loss functions that significantly improve the performance of the models trained under them. Specifically, we propose a new meta-learning…

Machine Learning · Computer Science 2024-07-02 Christian Raymond , Qi Chen , Bing Xue , Mengjie Zhang

Classic supervised learning involves algorithms trained on $n$ labeled examples to produce a hypothesis $h \in \mathcal{H}$ aimed at performing well on unseen examples. Meta-learning extends this by training across $n$ tasks, with $m$…

Machine Learning · Statistics 2024-11-28 Yannay Alon , Steve Hanneke , Shay Moran , Uri Shalit

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in…

Machine Learning · Computer Science 2013-05-21 Mehrdad Mahdavi , Rong Jin
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