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In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…

Optimization and Control · Mathematics 2017-07-25 Peyman Mohajerin Esfahani , Soroosh Shafieezadeh-Abadeh , Grani Adiwena Hanasusanto , Daniel Kuhn

We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study…

Statistics Theory · Mathematics 2023-03-13 Peter Grünwald , Rianne de Heide , Wouter Koolen

Group-Relative Policy Optimization (GRPO) has emerged as the standard for training reasoning capabilities in large language models through reinforcement learning. By estimating advantages using group-mean rewards rather than a learned…

Artificial Intelligence · Computer Science 2026-03-06 Anisha Garg , Claire Zhang , Nishit Neema , David Bick , Ganesh Venkatesh , Joel Hestness

Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts consecutive policies to be 'close' to one another, is…

Machine Learning · Computer Science 2019-12-13 Lior Shani , Yonathan Efroni , Shie Mannor

Recent advances in unbiased learning to rank (LTR) count on Inverse Propensity Scoring (IPS) to eliminate bias in implicit feedback. Though theoretically sound in correcting the bias introduced by treating clicked documents as relevant, IPS…

Information Retrieval · Computer Science 2021-11-16 Nan Wang , Zhen Qin , Xuanhui Wang , Hongning Wang

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

Reinforcement learning with verifiable rewards (RLVR), particularly Group Relative Policy Optimization (GRPO), has advanced LLM reasoning. However, GRPO suffers from three credit assignment failures: uniform token-level granularity that…

Machine Learning · Computer Science 2026-05-07 Song Yu , Li Li , Wenwen Zhao , Zhisheng Yang

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

We investigate the use of distributionally robust optimization (DRO) as a tractable tool to recover the asymptotic statistical guarantees provided by the Central Limit Theorem, for maintaining the feasibility of an expected value constraint…

Optimization and Control · Mathematics 2016-05-31 Henry Lam

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

Econometrics · Economics 2019-05-28 Xinwei Ma , Jingshen Wang

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

Numerical Analysis · Mathematics 2021-09-01 Tim Jahn

The theoretical advances on the properties of scoring rules over the past decades have broadened the use of scoring rules in probabilistic forecasting. In meteorological forecasting, statistical postprocessing techniques are essential to…

Statistics Theory · Mathematics 2022-12-13 Romain Pic , Clément Dombry , Philippe Naveau , Maxime Taillardat

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Optimization and Control · Mathematics 2025-08-25 Taotao He , Jun Luo , Junkai Zhao

GRPO is a standard approach to endowing pretrained LLMs with reasoning capabilities. It estimates the advantage of an outcome from a group of $K$ outcomes, and promotes those with positive advantages inside a trust region. Since GRPO…

Machine Learning · Computer Science 2026-02-02 Wenzheng Zhang , Karl Stratos

Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an…

Machine Learning · Computer Science 2016-11-15 Michael T. Lash , W. Nick Street

Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…

Portfolio Management · Quantitative Finance 2018-04-24 Zhongzhi Lawrence He

In this article, we propose two classes of relative information measures based on extropy, viz., the generalized extropy similarity ratio (GESR) and generalized extropy divergence ratio (GEDR), that measure the similarity and discrepancy…

Methodology · Statistics 2025-08-20 Saranya P. , Sunoj S. M

RLVR has become a widely adopted paradigm for improving LLMs' reasoning capabilities, and GRPO is one of its most representative algorithms. In this paper, we first show that GRPO admits an equivalent discriminative reformulation as a…

Machine Learning · Computer Science 2026-05-19 Feng Zhang , Xinhong Ma , Ziqiang Dong , Xi Leng , Jianfei Zhao , Xin Sun , Yang Yang , Guanjun Jiang

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as an important paradigm for unlocking reasoning capabilities in large language models, exemplified by the success of OpenAI o1 and DeepSeek-R1. Currently, Group Relative…

Machine Learning · Computer Science 2026-01-08 Shijie Zhang , Kevin Zhang , Zheyuan Gu , Xiang Guo , Rujun Guo , Shaoyu Liu , Guanjun Jiang , Xiaozhao Wang

Reinforcement Learning (RL) in partially observable environments poses significant challenges due to the complexity of learning under uncertainty. While additional information, such as that available in simulations, can enhance training,…

Machine Learning · Computer Science 2026-03-16 Yueheng Li , Guangming Xie , Zongqing Lu