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The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…

Robotics · Computer Science 2024-08-08 Nishchal Hoysal G. , Pavankumar Tallapragada

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

Recent Offline Reinforcement Learning methods have succeeded in learning high-performance policies from fixed datasets of experience. A particularly effective approach learns to first identify and then mimic optimal decision-making…

Machine Learning · Computer Science 2023-12-12 Jake Grigsby , Yanjun Qi

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to…

Machine Learning · Computer Science 2018-05-23 Yichen Wang , Le Song , Hongyuan Zha

We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects…

Machine Learning · Statistics 2017-02-27 Stephen N. Pallone , Peter I. Frazier , Shane G. Henderson

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

Machine Learning · Statistics 2018-08-10 Iñigo Urteaga , Chris H. Wiggins

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Reinforcement learning in sparse-reward navigation environments with expensive and limited interactions is challenging and poses a need for effective exploration. Motivated by complex navigation tasks that require real-world training (when…

Optimization and Control · Mathematics 2023-10-13 Yijia Wang , Matthias Poloczek , Daniel R. Jiang

The objective of this research is to enable safety-critical systems to simultaneously learn and execute optimal control policies in a safe manner to achieve complex autonomy. Learning optimal policies via trial and error, i.e., traditional…

Systems and Control · Electrical Eng. & Systems 2022-04-05 S M Nahid Mahmud , Moad Abudia , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

Sepsis is a leading cause of death in the ICU. It is a disease requiring complex interventions in a short period of time, but its optimal treatment strategy remains uncertain. Evidence suggests that the practices of currently used treatment…

Machine Learning · Computer Science 2022-07-15 Zeyu Wang , Huiying Zhao , Peng Ren , Yuxi Zhou , Ming Sheng

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

A framework is introduced for actively and adaptively solving a sequence of machine learning problems, which are changing in bounded manner from one time step to the next. An algorithm is developed that actively queries the labels of the…

Machine Learning · Computer Science 2018-05-31 Yuheng Bu , Jiaxun Lu , Venugopal V. Veeravalli

Bayesian optimization (BO) algorithms try to optimize an unknown function that is expensive to evaluate using minimum number of evaluations/experiments. Most of the proposed algorithms in BO are sequential, where only one experiment is…

Machine Learning · Computer Science 2011-10-18 Javad Azimi , Ali Jalali , Xiaoli Fern

This paper is about optimally controlling skill-based queueing systems such as data centers, cloud computing networks, and service systems. By means of a case study using a real-world data set, we investigate the practical implementation of…

Machine Learning · Computer Science 2025-06-26 Sanne van Kempen , Jaron Sanders , Fiona Sloothaak , Maarten G. Wolf

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Recent progress in Learning by Reading and Machine Reading systems has significantly increased the capacity of knowledge-based systems to learn new facts. In this work, we discuss the problem of selecting a set of learning requests for…

Artificial Intelligence · Computer Science 2025-02-18 Abhishek Sharma
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