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Spurred by tremendous success in pattern matching and prediction tasks, researchers increasingly resort to machine learning to aid original scientific discovery. Given large amounts of observational data about a system, can we uncover the…

Machine Learning · Computer Science 2025-01-31 Hananeh Aliee , Fabian J. Theis , Niki Kilbertus

As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…

Machine Learning · Computer Science 2020-06-19 Annie Xie , James Harrison , Chelsea Finn

This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications,…

Augmenting mechanistic ordinary differential equation (ODE) models with machine-learnable structures is an novel approach to create highly accurate, low-dimensional models of engineering systems incorporating both expert knowledge and…

Dynamical Systems · Mathematics 2022-06-22 Sandor Beregi , David A. W. Barton , Djamel Rezgui , Simon A. Neild

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

Methodology · Statistics 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

Machine learning techniques have recently been of great interest for solving differential equations. Training these models is classically a data-fitting task, but knowledge of the expression of the differential equation can be used to…

Dynamical Systems · Mathematics 2024-07-26 James H. Adler , Samuel Hocking , Xiaozhe Hu , Shafiqul Islam

The partially observable Markov decision process (POMDP) provides a principled general model for planning under uncertainty. However, solving a general POMDP is computationally intractable in the worst case. This paper introduces…

Artificial Intelligence · Computer Science 2016-02-24 Min Chen , Emilio Frazzoli , David Hsu , Wee Sun Lee

When decision-makers can directly intervene, policy evaluation algorithms give valid causal estimates. In off-policy evaluation (OPE), there may exist unobserved variables that both impact the dynamics and are used by the unknown behavior…

Machine Learning · Computer Science 2022-04-05 David Bruns-Smith

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. In a previous work [arXiv:2104.13962], we explored the use of Neural Ordinary Differential Equations (NODE) as…

Machine Learning · Computer Science 2021-07-07 Sourav Dutta , Peter Rivera-Casillas , Orie M. Cecil , Matthew W. Farthing , Emma Perracchione , Mario Putti

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed

Offline Reinforcement Learning (RL) offers an attractive alternative to interactive data acquisition by leveraging pre-existing datasets. However, its effectiveness hinges on the quantity and quality of the data samples. This work explores…

Machine Learning · Computer Science 2024-10-17 Wen Zheng Terence Ng , Jianda Chen , Tianwei Zhang

Agents trained via deep reinforcement learning (RL) routinely fail to generalize to unseen environments, even when these share the same underlying dynamics as the training levels. Understanding the generalization properties of RL is one of…

Machine Learning · Computer Science 2020-11-03 Martin Bertran , Natalia Martinez , Mariano Phielipp , Guillermo Sapiro

This work formulates a new approach to reduced modeling of parameterized, time-dependent partial differential equations (PDEs). The method employs Operator Inference, a scientific machine learning framework combining data-driven learning…

Computational Engineering, Finance, and Science · Computer Science 2025-06-16 Shane A McQuarrie , Parisa Khodabakhshi , Karen E Willcox

We introduce Dynamic Contextual Markov Decision Processes (DCMDPs), a novel reinforcement learning framework for history-dependent environments that generalizes the contextual MDP framework to handle non-Markov environments, where contexts…

Machine Learning · Computer Science 2023-05-19 Guy Tennenholtz , Nadav Merlis , Lior Shani , Martin Mladenov , Craig Boutilier

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

Intelligent agents can cope with sensory-rich environments by learning task-agnostic state abstractions. In this paper, we propose an algorithm to approximate causal states, which are the coarsest partition of the joint history of actions…

We propose a general formulation for addressing reinforcement learning (RL) problems in settings with observational data. That is, we consider the problem of learning good policies solely from historical data in which unobserved factors…

Machine Learning · Computer Science 2018-12-31 Chaochao Lu , Bernhard Schölkopf , José Miguel Hernández-Lobato

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing…

Machine Learning · Computer Science 2019-08-09 Yifan Sun , Linan Zhang , Hayden Schaeffer