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Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

Process Reward Models (PRMs) provide step-level feedback for reasoning, but current PRMs usually output only a single reward score for each step. Downstream methods must therefore treat imperfect step-level reward predictions as reliable…

Computation and Language · Computer Science 2026-05-18 Jinyuan Li , Langlin Huang , Chengsong Huang , Shaoyang Xu , Donghong Cai , Yuyi Yang , Wenxuan Zhang , Jiaxin Huang

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…

Software Engineering · Computer Science 2021-01-15 Martin Shepperd , Stephen G. MacDonell

Recent reinforcement learning studies extensively explore the interplay between cooperative and competitive behaviour in mixed environments. Unlike cooperative environments where agents strive towards a common goal, mixed environments are…

Machine Learning · Computer Science 2021-02-25 Dmitry Ivanov , Vladimir Egorov , Aleksei Shpilman

We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte-Carlo approximations of expectations and can therefore easily be evaluated for any…

Diffusion models excel in generative tasks, but aligning them with specific objectives while maintaining their versatility remains challenging. Existing fine-tuning methods often suffer from reward over-optimization, while approximate…

Machine Learning · Computer Science 2025-04-18 Sunwoo Kim , Minkyu Kim , Dongmin Park

Proper scoring rules incentivize experts to accurately report beliefs, assuming predictions cannot influence outcomes. We relax this assumption and investigate incentives when predictions are performative, i.e., when they can influence the…

Artificial Intelligence · Computer Science 2023-05-31 Caspar Oesterheld , Johannes Treutlein , Emery Cooper , Rubi Hudson

Proper scoring rules are used to assess the out-of-sample accuracy of probabilistic forecasts, with different scoring rules rewarding distinct aspects of forecast performance. Herein, we re-investigate the practice of using proper scoring…

This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…

Statistics Theory · Mathematics 2023-05-29 Jose Blanchet , Haoxuan Chen , Yiping Lu , Lexing Ying

Robots can learn to imitate humans by inferring what the human is optimizing for. One common framework for this is Bayesian reward learning, where the robot treats the human's demonstrations and corrections as observations of their…

Robotics · Computer Science 2023-10-20 Joshua Hoegerman , Dylan P. Losey

In this article, we discuss how to solve information-gathering problems expressed as rho-POMDPs, an extension of Partially Observable Markov Decision Processes (POMDPs) whose reward rho depends on the belief state. Point-based approaches…

Artificial Intelligence · Computer Science 2021-03-23 Vincent Thomas , Gérémy Hutin , Olivier Buffet

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

As the vocabulary size of modern word-based language models becomes ever larger, many sampling-based training criteria are proposed and investigated. The essence of these sampling methods is that the softmax-related traversal over the…

Computation and Language · Computer Science 2021-06-18 Yingbo Gao , David Thulke , Alexander Gerstenberger , Khoa Viet Tran , Ralf Schlüter , Hermann Ney

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

Aleatoric uncertainty quantification seeks for distributional knowledge of random responses, which is important for reliability analysis and robustness improvement in machine learning applications. Previous research on aleatoric uncertainty…

Machine Learning · Computer Science 2022-06-10 Ziyi Huang , Henry Lam , Haofeng Zhang

For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…

In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…

Machine Learning · Computer Science 2018-04-05 Jayakumar Subramanian , Aditya Mahajan

In recent years, many Machine Learning (ML) explanation techniques have been designed using ideas from cooperative game theory. These game-theoretic explainers suffer from high complexity, hindering their exact computation in practical…

Machine Learning · Computer Science 2024-04-22 Konstandinos Kotsiopoulos , Alexey Miroshnikov , Khashayar Filom , Arjun Ravi Kannan