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We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

Machine Learning · Computer Science 2018-03-21 Cathy Wu , Aravind Rajeswaran , Yan Duan , Vikash Kumar , Alexandre M Bayen , Sham Kakade , Igor Mordatch , Pieter Abbeel

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

We study the problem of smooth imitation learning for online sequence prediction, where the goal is to train a policy that can smoothly imitate demonstrated behavior in a dynamic and continuous environment in response to online, sequential…

Machine Learning · Computer Science 2016-06-06 Hoang M. Le , Andrew Kang , Yisong Yue , Peter Carr

The practical deployment of nonlinear model predictive control (NMPC) is often limited by online computation: solving a nonlinear program at high control rates can be expensive on embedded hardware, especially when models are complex or…

Machine Learning · Computer Science 2026-03-26 Mihaela-Larisa Clement , Mónika Farsang , Agnes Poks , Johannes Edelmann , Manfred Plöchl , Radu Grosu , Ezio Bartocci

Recurrent neural networks are nowadays successfully used in an abundance of applications, going from text, speech and image processing to recommender systems. Backpropagation through time is the algorithm that is commonly used to train…

Machine Learning · Computer Science 2018-01-10 Cedric De Boom , Thomas Demeester , Bart Dhoedt

We propose a soft gradient boosting framework for sequential regression that embeds a learnable linear feature transform within the boosting procedure. At each boosting iteration, we train a soft decision tree and learn a linear input…

Machine Learning · Computer Science 2025-09-17 Huseyin Karaca , Suleyman Serdar Kozat

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

Machine Learning · Computer Science 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

Advances in deep learning have led to promising progress in inferring graphics programs by de-rendering computer-generated images. However, current methods do not explore which decoding methods lead to better inductive bias for inferring…

Computation and Language · Computer Science 2021-03-03 Ramakanth Pasunuru , David Rosenberg , Gideon Mann , Mohit Bansal

We consider reinforcement learning in input-driven environments, where an exogenous, stochastic input process affects the dynamics of the system. Input processes arise in many applications, including queuing systems, robotics control with…

Machine Learning · Computer Science 2019-02-28 Hongzi Mao , Shaileshh Bojja Venkatakrishnan , Malte Schwarzkopf , Mohammad Alizadeh

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The…

Machine Learning · Computer Science 2019-07-01 Weichang Wu , Junchi Yan , Xiaokang Yang , Hongyuan Zha

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

Being able to seamlessly generalize across different tasks is fundamental for robots to act in our world. However, learning representations that generalize quickly to new scenarios is still an open research problem in reinforcement…

Machine Learning · Computer Science 2022-04-06 Sarah Bechtle , Ludovic Righetti , Franziska Meier

Probabilistic vehicle trajectory prediction is essential for robust safety of autonomous driving. Current methods for long-term trajectory prediction cannot guarantee the physical feasibility of predicted distribution. Moreover, their…

Machine Learning · Computer Science 2019-11-13 Chen Tang , Jianyu Chen , Masayoshi Tomizuka

This paper introduces a model-based approach for training feedback controllers for an autonomous agent operating in a highly nonlinear (albeit deterministic) environment. We desire the trained policy to ensure that the agent satisfies…

Systems and Control · Electrical Eng. & Systems 2024-08-29 Navid Hashemi , Bardh Hoxha , Danil Prokhorov , Georgios Fainekos , Jyotirmoy Deshmukh

Policy gradient methods are a vital ingredient behind the success of modern reinforcement learning. Modern policy gradient methods, although successful, introduce a residual error in gradient estimation. In this work, we argue that this…

Machine Learning · Computer Science 2024-03-05 Pulkit Katdare , Anant Joshi , Katherine Driggs-Campbell

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko
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