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Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…

Machine Learning · Computer Science 2025-05-06 Yueyang Liu , Xu Kuang , Benjamin Van Roy

Devising intelligent agents able to live in an environment and learn by observing the surroundings is a longstanding goal of Artificial Intelligence. From a bare Machine Learning perspective, challenges arise when the agent is prevented…

Computer Vision and Pattern Recognition · Computer Science 2022-04-27 Matteo Tiezzi , Simone Marullo , Lapo Faggi , Enrico Meloni , Alessandro Betti , Stefano Melacci

We study the forecasting problem for traffic with dynamic, possibly periodical, and joint spatial-temporal dependency between regions. Given the aggregated inflow and outflow traffic of regions in a city from time slots 0 to t-1, we predict…

Machine Learning · Computer Science 2022-05-05 Guanyao Li , Shuhan Zhong , S. -H. Gary Chan , Ruiyuan Li , Chih-Chieh Hung , Wen-Chih Peng

Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Nikhil Pawar , Guilherme Vieira Hollweg , Akhtar Hussain , Wencong Su , Van-Hai Bui

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

Automation of machine learning model development is increasingly becoming an established research area. While automated model selection and automated data pre-processing have been studied in depth, there is, however, a gap concerning…

Machine Learning · Computer Science 2021-06-08 Rashid Bakirov , Bogdan Gabrys , Damien Fay

As a crucial component in intelligent transportation systems, traffic flow prediction has recently attracted widespread research interest in the field of artificial intelligence (AI) with the increasing availability of massive traffic…

Machine Learning · Computer Science 2020-06-17 Lingbo Liu , Jiajie Zhen , Guanbin Li , Geng Zhan , Zhaocheng He , Bowen Du , Liang Lin

As the development of cities, traffic congestion becomes an increasingly pressing issue, and traffic prediction is a classic method to relieve that issue. Traffic prediction is one specific application of spatio-temporal prediction…

Machine Learning · Computer Science 2023-11-01 Maoxiang Sun , Weilong Ding , Tianpu Zhang , Zijian Liu , Mengda Xing

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…

Robotics · Computer Science 2026-02-09 Georg Rabenstein , Lars Ullrich , Knut Graichen

In this paper, we present a new algorithm that extends RRT* and RT-RRT* for online path planning in complex, dynamic environments. Sampling-based approaches often perform poorly in environments with narrow passages, a feature common to many…

Robotics · Computer Science 2021-09-10 Daniel Armstrong , André Jonasson

This study proposes a new discrete neural operator for surrogate modeling of transient Darcy flow fields in heterogeneous porous media with random parameters. The new method integrates temporal encoding, operator learning and UNet to…

Numerical Analysis · Mathematics 2025-12-04 Zhenglong Chen , Zhao Zhang , Xia Yan , Jiayu Zhai , Piyang Liu , Kai Zhang

Probabilistic sampling-based algorithms, such as the probabilistic roadmap (PRM) and the rapidly-exploring random tree (RRT) algorithms, represent one of the most successful approaches to robotic motion planning, due to their strong…

Robotics · Computer Science 2016-05-04 Lucas Janson , Brian Ichter , Marco Pavone

Sampling-based algorithms for robot path planning offer probabilistic completeness and strong empirical convergence properties across environments with diverse obstacle configurations. However, in practice, these methods often require many…

Robotics · Computer Science 2026-05-26 Hichem Cheriet , Badra Khellat Kihel , Samira Chouraqui , Bara J. Emran

Traffic management in a city has become a major problem due to the increasing number of vehicles on roads. Intelligent Transportation System (ITS) can help the city traffic managers to tackle the problem by providing accurate traffic…

Machine Learning · Computer Science 2021-11-04 Shatrughan Modi , Jhilik Bhattacharya , Prasenjit Basak

Urban flow prediction is a classic spatial-temporal forecasting task that estimates the amount of future traffic flow for a given location. Though models represented by Spatial-Temporal Graph Neural Networks (STGNNs) have established…

Machine Learning · Computer Science 2024-12-10 Haiyang Jiang , Tong Chen , Wentao Zhang , Nguyen Quoc Viet Hung , Yuan Yuan , Yong Li , Lizhen Cui

We present a novel Neural Embedding Spatio-Temporal (NEST) point process model for spatio-temporal discrete event data and develop an efficient imitation learning (a type of reinforcement learning) based approach for model fitting. Despite…

Machine Learning · Computer Science 2021-01-25 Shixiang Zhu , Shuang Li , Zhigang Peng , Yao Xie

A key challenge in robotics is the efficient generation of optimal robot motion with safety guarantees in cluttered environments. Recently, deterministic optimal sampling-based motion planners have been shown to achieve good performance…

Robotics · Computer Science 2020-07-27 Luigi Palmieri , Leonard Bruns , Michael Meurer , Kai Oliver Arras