Related papers: A Hybrid Framework for Reinsurance Optimization: I…
Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…
Reinforcement Learning (RL) has shown significant promise in automated portfolio management; however, effectively balancing risk and return remains a central challenge, as many models fail to adapt to dynamically changing market conditions.…
Driven by the key challenges of cell therapy manufacturing, including high complexity, high uncertainty, and very limited process observations, we propose a hybrid model-based reinforcement learning (RL) to efficiently guide process…
Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…
Reinforcement Learning with Verifiable Rewards (RLVR) has recently emerged as a powerful paradigm for facilitating the self-improvement of large language models (LLMs), particularly in the domain of complex reasoning tasks. However,…
Unsupervised learning of generative models has seen tremendous progress over recent years, in particular due to generative adversarial networks (GANs), variational autoencoders, and flow-based models. GANs have dramatically improved sample…
This paper proposes a novel meta-learning approach to optimize a robust portfolio ensemble. The method uses a deep generative model to generate diverse and high-quality sub-portfolios combined to form the ensemble portfolio. The generative…
Reinforcement Learning (RL) has demonstrated significant potential in certain real-world industrial applications, yet its broader deployment remains limited by inherent challenges such as sample inefficiency and unstable learning dynamics.…
Autoregressive (AR) models are highly effective for image generation, yet their standard maximum-likelihood estimation training lacks direct optimization for sample quality and diversity. While reinforcement learning (RL) has been used to…
As generative AI systems, including large language models (LLMs) and diffusion models, advance rapidly, their growing adoption has led to new and complex security risks often overlooked in traditional AI risk assessment frameworks. This…
This thesis develops data-driven machine learning algorithms to managing and optimizing the next-generation highly complex cyberphysical systems, which desperately need ground-breaking control, monitoring, and decision making schemes that…
We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…
Providing a comprehensive view of the city operation and offering useful metrics for decision making is a well known challenge for urban risk analysis systems. Existing systems are, in many cases, generalizations of previous domain specific…
Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…
We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given…
This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…
High-level autonomous driving requires motion planners capable of modeling multimodal future uncertainties while remaining robust in closed-loop interactions. Although diffusion-based planners are effective at modeling complex trajectory…
In an environment of increasingly volatile financial markets, the accurate estimation of risk remains a major challenge. Traditional econometric models, such as GARCH and its variants, are based on assumptions that are often too rigid to…
A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…
To enhance the ability for vehicle platoons to respond to emergency scenarios, a platoon distribution reorganization decision-making framework is proposed. This framework contains platoon distribution layer, vehicle cooperative…