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Traditional stochastic control methods in finance struggle in real world markets due to their reliance on simplifying assumptions and stylized frameworks. Such methods typically perform well in specific, well defined environments but yield…
Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…
Reinforcement learning (RL) has been widely applied to sequential decision making, where interpretability and performance are both critical for practical adoption. Current approaches typically focus on performance and rely on post hoc…
We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…
In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…
Recent advances in flow-based offline reinforcement learning (RL) have achieved strong performance by parameterizing policies via flow matching. However, they still face critical trade-offs among expressiveness, optimality, and efficiency.…
Density estimation, a central problem in machine learning, can be performed using Normalizing Flows (NFs). NFs comprise a sequence of invertible transformations, that turn a complex target distribution into a simple one, by exploiting the…
Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…
We present a case study of model-free reinforcement learning (RL) framework to solve stochastic optimal control for a predefined parameter uncertainty distribution and partially observable system. We focus on robust optimal well control…
A linear flow control strategy designed for weak disturbances may not remain effective in sequences of strong disturbances due to nonlinear interactions, but it is sensible to leverage it for developing a better strategy. In the present…
Continuous normalizing flows (CNFs) learn an ordinary differential equation to transform prior samples into data. Flow matching (FM) has recently emerged as a simulation-free approach for training CNFs by regressing a velocity model towards…
Learning from expert demonstrations is a promising approach for training robotic manipulation policies from limited data. However, imitation learning algorithms require a number of design choices ranging from the input modality, training…
Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…
Learning expressive and efficient policy functions is a promising direction in reinforcement learning (RL). While flow-based policies have recently proven effective in modeling complex action distributions with a fast deterministic sampling…
The development of safety validation methods is essential for the safe deployment and operation of Automated Driving Systems (ADSs). One of the goals of safety validation is to prospectively evaluate the risk of an ADS dealing with…
Robust imitation learning using disturbance injections overcomes issues of limited variation in demonstrations. However, these methods assume demonstrations are optimal, and that policy stabilization can be learned via simple augmentations.…
Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…
Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…
Rectified Flow offers a simple and effective approach to high-quality generative modeling by learning a velocity field. However, we identify a limitation in directly modeling the velocity with an unconstrained neural network: the learned…
Recurrent neural networks (RNNs) have emerged as an effective representation of control policies in sequential decision-making problems. However, a major drawback in the application of RNN-based policies is the difficulty in providing…