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Choosing decision variables deterministically (deterministic decision-making) can be regarded as a particular case of choosing decision variables probabilistically (probabilistic decision-making). It is necessary to investigate whether…

Optimization and Control · Mathematics 2023-09-18 Xun Shen , Yuhu Wu , Satoshi Ito , Jun-ichi Imura

Constrained Markov decision processes (CMDPs) are used as a decision-making framework to study the long-run performance of a stochastic system. It is well-known that a stationary optimal policy of a CMDP problem under discounted cost…

Optimization and Control · Mathematics 2025-06-02 V Varagapriya , Vikas Vikram Singh , Abdel Lisser

We study the problem of learning policies that maximize cumulative reward while satisfying safety constraints, even when the real environment differs from a simulator or nominal model. We focus on robust constrained Markov decision…

Machine Learning · Computer Science 2025-11-12 Sourav Ganguly , Arnob Ghosh

Given a task of predicting $Y$ from $X$, a loss function $L$, and a set of probability distributions $\Gamma$ on $(X,Y)$, what is the optimal decision rule minimizing the worst-case expected loss over $\Gamma$? In this paper, we address…

Machine Learning · Statistics 2017-07-05 Farzan Farnia , David Tse

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

In Probabilistic Logic Programming (PLP) the most commonly studied inference task is to compute the marginal probability of a query given a program. In this paper, we consider two other important tasks in the PLP setting: the…

Artificial Intelligence · Computer Science 2020-09-23 Elena Bellodi , Marco Alberti , Fabrizio Riguzzi , Riccardo Zese

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Designing control policies for large, distributed systems is challenging, especially in the context of critical, temporal logic based specifications (e.g., safety) that must be met with high probability. Compositional methods for such…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Krishna C. Kalagarla , Matthew Low , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

In Bayesian networks, a Most Probable Explanation (MPE) is a complete variable instantiation with a highest probability given the current evidence. In this paper, we discuss the problem of finding robustness conditions of the MPE under…

Artificial Intelligence · Computer Science 2012-07-02 Hei Chan , Adnan Darwiche

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

Studies on generalization performance of machine learning algorithms under the scope of information theory suggest that compressed representations can guarantee good generalization, inspiring many compression-based regularization methods.…

Machine Learning · Computer Science 2019-10-16 Antoine Saporta , Yifu Chen , Michael Blot , Matthieu Cord

Recent advancements in Graph Neural Networks (GNNs) have spurred an upsurge of research dedicated to enhancing the explainability of GNNs, particularly in critical domains such as medicine. A promising approach is the self-explaining…

Machine Learning · Computer Science 2024-08-15 Jingyu Peng , Qi Liu , Linan Yue , Zaixi Zhang , Kai Zhang , Yunhao Sha

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…

Methodology · Statistics 2020-05-26 Guanyu Hu , HaiYing Wang

In Constraint Programming, constraints are usually represented as predicates allowing or forbidding combinations of values. However, some algorithms exploit a finer representation: error functions. Their usage comes with a price though: it…

Artificial Intelligence · Computer Science 2023-03-09 Florian Richoux , Jean-François Baffier

Most Relevant Explanation (MRE) is a method for finding multivariate explanations for given evidence in Bayesian networks [12]. This paper studies the theoretical properties of MRE and develops an algorithm for finding multiple top MRE…

Artificial Intelligence · Computer Science 2012-05-14 Changhe Yuan , Xiaolu Liu , Tsai-Ching Lu , Heejin Lim

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

This paper studies how to train machine-learning models that directly approximate the optimal solutions of constrained optimization problems. This is an empirical risk minimization under constraints, which is challenging as training must…

Machine Learning · Computer Science 2022-11-24 Seonho Park , Pascal Van Hentenryck

In this paper, we address the inverse problem, or the statistical machine learning problem, in Markov random fields with a non-parametric pair-wise energy function with continuous variables. The inverse problem is formulated by maximum…

Machine Learning · Statistics 2017-08-02 Muneki Yasuda , Shun Kataoka