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Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

Cyber-physical systems, such as mobile robots, must respond adaptively to dynamic operating conditions. Effective operation of these systems requires that sensing and actuation tasks are performed in a timely manner. Additionally, execution…

Machine Learning · Computer Science 2012-03-19 Robert Glaubius , Terry Tidwell , Christopher Gill , William D. Smart

Photonic reservoir computing is an emergent technology toward beyond-Neumann computing. Although photonic reservoir computing provides superior performance in environments whose characteristics are coincident with the training datasets for…

Emerging Technologies · Computer Science 2020-04-28 Kazutaka Kanno , Makoto Naruse , Atsushi Uchida

Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems from game playing and robotics have been solved with deep model-free methods. Unfortunately, the sample…

Machine Learning · Computer Science 2021-07-20 Aske Plaat , Walter Kosters , Mike Preuss

Dynamic programming is a class of algorithms used to compute optimal control policies for Markov decision processes. Dynamic programming is ubiquitous in control theory, and is also the foundation of reinforcement learning. In this paper,…

Category Theory · Mathematics 2023-08-01 Jules Hedges , Riu Rodríguez Sakamoto

When environmental interaction is expensive, model-based reinforcement learning offers a solution by planning ahead and avoiding costly mistakes. Model-based agents typically learn a single-step transition model. In this paper, we propose a…

Machine Learning · Computer Science 2018-11-02 Kavosh Asadi , Evan Cater , Dipendra Misra , Michael L. Littman

We demonstrate that a wide array of machine learning algorithms are specific instances of one single paradigm: reciprocal learning. These instances range from active learning over multi-armed bandits to self-training. We show that all these…

Machine Learning · Statistics 2024-11-05 Julian Rodemann , Christoph Jansen , Georg Schollmeyer

We study the problem of model selection in batch policy optimization: given a fixed, partial-feedback dataset and $M$ model classes, learn a policy with performance that is competitive with the policy derived from the best model class. We…

Machine Learning · Computer Science 2021-12-24 Jonathan N. Lee , George Tucker , Ofir Nachum , Bo Dai

Reinforcement learning algorithms can acquire policies for complex tasks autonomously. However, the number of samples required to learn a diverse set of skills can be prohibitively large. While meta-reinforcement learning methods have…

Machine Learning · Computer Science 2020-06-17 Russell Mendonca , Xinyang Geng , Chelsea Finn , Sergey Levine

The transition from defined benefit to defined contribution pension plans shifts the responsibility for saving toward retirement from governments and institutions to the individuals. Determining optimal saving and investment strategy for…

Portfolio Management · Quantitative Finance 2022-06-14 Fatih Ozhamaratli , Paolo Barucca

Model-based reinforcement learning promises to learn an optimal policy from fewer interactions with the environment compared to model-free reinforcement learning by learning an intermediate model of the environment in order to predict…

Machine Learning · Computer Science 2022-06-08 Abhinav Bhatia , Philip S. Thomas , Shlomo Zilberstein

Safe reinforcement learning is a promising path toward applying reinforcement learning algorithms to real-world problems, where suboptimal behaviors may lead to actual negative consequences. In this work, we focus on the setting where…

Machine Learning · Computer Science 2022-02-17 Garrett Thomas , Yuping Luo , Tengyu Ma

Model-based reinforcement learning attempts to use an available or learned model to improve the data efficiency of reinforcement learning. This work proposes a one-step lookback approach that jointly learns the deep incremental model and…

Robotics · Computer Science 2025-02-28 Cong Li

An important question that often arises in the operation of networked systems is whether to collect the real-time data or to estimate them based on the previously collected data. Various factors should be taken into account such as how…

Optimization and Control · Mathematics 2021-03-30 Jalal Arabneydi , Amir G. Aghdam

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

Econometrics · Economics 2021-10-07 Maximilian Blesch , Philipp Eisenhauer

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

The subject of this paper is reinforcement learning. Policies are considered here that produce actions based on states and random elements autocorrelated in subsequent time instants. Consequently, an agent learns from experiments that are…

Machine Learning · Computer Science 2020-09-11 Marcin Szulc , Jakub Łyskawa , Paweł Wawrzyński

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Although reinforcement learning has seen tremendous success recently, this kind of trial-and-error learning can be impractical or inefficient in complex environments. The use of demonstrations, on the other hand, enables agents to benefit…

Machine Learning · Computer Science 2023-03-29 Tongzhou Mu , Hao Su
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