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Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Justin Fu , Marvin Zhang , Sergey Levine

The ability to plan actions on multiple levels of abstraction enables intelligent agents to solve complex tasks effectively. However, learning the models for both low and high-level planning from demonstrations has proven challenging,…

Artificial Intelligence · Computer Science 2023-05-30 Kalle Kujanpää , Joni Pajarinen , Alexander Ilin

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

Goal-based investing is an approach to wealth management that prioritizes achieving specific financial goals. It is naturally formulated as a sequential decision-making problem as it requires choosing the appropriate investment until a goal…

Portfolio Management · Quantitative Finance 2023-07-26 Tessa Bauman , Bruno Gašperov , Stjepan Begušić , Zvonko Kostanjčar

Signal processing, communications, and control have traditionally relied on classical statistical modeling techniques. Such model-based methods utilize mathematical formulations that represent the underlying physics, prior information and…

Signal Processing · Electrical Eng. & Systems 2022-09-13 Nir Shlezinger , Jay Whang , Yonina C. Eldar , Alexandros G. Dimakis

For better classification generative models are used to initialize the model and model features before training a classifier. Typically it is needed to solve separate unsupervised and supervised learning problems. Generative restricted…

Machine Learning · Statistics 2019-08-13 Jaehoon Koo , Diego Klabjan

While deep generative models (DGMs) have gained popularity, their susceptibility to biases and other inefficiencies that lead to undesirable outcomes remains an issue. With their growing complexity, there is a critical need for early…

Machine Learning · Computer Science 2024-12-18 Vidya Prasad , Anna Vilanova , Nicola Pezzotti

Recent model-free reinforcement learning algorithms have proposed incorporating learned dynamics models as a source of additional data with the intention of reducing sample complexity. Such methods hold the promise of incorporating imagined…

Machine Learning · Computer Science 2018-03-02 Vladimir Feinberg , Alvin Wan , Ion Stoica , Michael I. Jordan , Joseph E. Gonzalez , Sergey Levine

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with…

Optimization and Control · Mathematics 2024-02-23 Christina Schenk , Aditya Vasudevan , Maciej Haranczyk , Ignacio Romero

Reinforcement learning and classical planning are typically seen as two distinct problems, with differing formulations necessitating different solutions. Yet, when humans are given a task, regardless of the way it is specified, they can…

Machine Learning · Computer Science 2026-02-10 Gabriel Stella

Control of a dynamical system without the knowledge of dynamics is an important and challenging task. Modern machine learning approaches, such as deep neural networks (DNNs), allow for the estimation of a dynamics model from control inputs…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Suruchi Sharma , Volodymyr Makarenko , Gautam Kumar , Stas Tiomkin

Artificial intelligence, particularly through recent advancements in deep learning, has achieved exceptional performances in many tasks in fields such as natural language processing and computer vision. In addition to desirable evaluation…

Machine Learning · Computer Science 2024-03-04 Sean Xie , Soroush Vosoughi , Saeed Hassanpour

Decision-focused learning (DFL) integrates predictive models with downstream optimization, directly training machine learning models to minimize decision errors. While DFL has been shown to provide substantial advantages when compared to a…

Machine Learning · Computer Science 2026-03-03 Prince Zizhuang Wang , Shuyi Chen , Jinhao Liang , Ferdinando Fioretto , Shixiang Zhu

Recent improvements in conditional generative modeling have made it possible to generate high-quality images from language descriptions alone. We investigate whether these methods can directly address the problem of sequential…

Machine Learning · Computer Science 2023-07-11 Anurag Ajay , Yilun Du , Abhi Gupta , Joshua Tenenbaum , Tommi Jaakkola , Pulkit Agrawal

Aiming at a comprehensive and concise tutorial survey, recap of variational inference and reinforcement learning with Probabilistic Graphical Models are given with detailed derivations. Reviews and comparisons on recent advances in deep…

Machine Learning · Computer Science 2019-12-10 Xudong Sun , Bernd Bischl

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

Machine Learning · Computer Science 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

A large part of the interest in model-based reinforcement learning derives from the potential utility to acquire a forward model capable of strategic long term decision making. Assuming that an agent succeeds in learning a useful predictive…

Machine Learning · Computer Science 2021-06-29 Alvaro Ovalle , Simon M. Lucas

We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to…

Machine Learning · Statistics 2018-12-11 Yibo Yang , Paris Perdikaris

Although recent model-free reinforcement learning algorithms have been shown to be capable of mastering complicated decision-making tasks, the sample complexity of these methods has remained a hurdle to utilizing them in many real-world…

Machine Learning · Computer Science 2020-04-21 Saeed Moazami , Peggy Doerschuk

Diffusion models are a class of flexible generative models trained with an approximation to the log-likelihood objective. However, most use cases of diffusion models are not concerned with likelihoods, but instead with downstream objectives…

Machine Learning · Computer Science 2024-01-08 Kevin Black , Michael Janner , Yilun Du , Ilya Kostrikov , Sergey Levine