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Related papers: Thompson Sampling-Based Learning and Control for U…

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Non-stationary multi-armed bandits (NS-MABs) model sequential decision-making problems in which the expected rewards of a set of actions, a.k.a.~arms, evolve over time. In this paper, we fill a gap in the literature by providing a novel…

Machine Learning · Statistics 2025-06-17 Marco Fiandri , Alberto Maria Metelli , Francesco Trovò

This paper studies the Bayesian regret of the Thompson Sampling algorithm for bandit problems, building on the information-theoretic framework introduced by Russo and Van Roy (2015). Specifically, it extends the rate-distortion analysis of…

Machine Learning · Statistics 2025-02-05 Amaury Gouverneur , Borja Rodriguez Gálvez , Tobias Oechtering , Mikael Skoglund

Existing embodied control research demonstrates remarkable performance improvements by scaling training data and model size. We instead explore inference-time strategy as an alternative axis. Non-deterministic generative models, such as…

Robotics · Computer Science 2026-05-26 Sizhe Zhao , Shengping Zhang , Shuo Yang , Weiyu Zhao , Shuigen Wang , Xiangyang Ji

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri

The paper describes a novel method of sampled-data in space (spatial variable) control of scalar semilinear systems of parabolic and hyperbolic type with unknown parameters and distributed disturbances. A finite set of sampled-data in the…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Igor Furtat , Pavel Gushchin

We study a generalization of classical active learning to real-world settings with concrete prediction targets where sampling is restricted to an accessible region of the domain, while prediction targets may lie outside this region. We…

Machine Learning · Computer Science 2025-02-11 Jonas Hübotter , Bhavya Sukhija , Lenart Treven , Yarden As , Andreas Krause

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Artificial Intelligence · Computer Science 2014-02-11 Arthur Guez , David Silver , Peter Dayan

Control of machine learning models has emerged as an important paradigm for a broad range of robotics applications. In this paper, we present a sampling-based nonlinear model predictive control (NMPC) approach for control of neural network…

Robotics · Computer Science 2022-10-06 Iman Askari , Babak Badnava , Thomas Woodruff , Shen Zeng , Huazhen Fang

In this work, we initiate the idea of using denoising diffusion models to learn priors for online decision making problems. Our special focus is on the meta-learning for bandit framework, with the goal of learning a strategy that performs…

Machine Learning · Computer Science 2023-01-31 Yu-Guan Hsieh , Shiva Prasad Kasiviswanathan , Branislav Kveton , Patrick Blöbaum

Several methods have been proposed recently to learn neural network (NN) controllers for autonomous agents, with unknown and stochastic dynamics, tasked with complex missions captured by Linear Temporal Logic (LTL). Due to the…

Robotics · Computer Science 2023-11-23 Jun Wang , Haojun Chen , Zihe Sun , Yiannis Kantaros

We propose a control design method for linear time-invariant systems that iteratively learns to satisfy unknown polyhedral state constraints. At each iteration of a repetitive task, the method constructs an estimate of the unknown…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Charlott Vallon , Francesco Borrelli

The performance of learning-based control techniques crucially depends on how effectively the system is explored. While most exploration techniques aim to achieve a globally accurate model, such approaches are generally unsuited for systems…

Machine Learning · Computer Science 2020-06-11 Alexandre Capone , Jonas Umlauft , Thomas Beckers , Armin Lederer , Sandra Hirche

We consider a non-stationary two-armed bandit framework and propose a change-detection based Thompson sampling (TS) algorithm, named TS with change-detection (TS-CD), to keep track of the dynamic environment. The non-stationarity is modeled…

Machine Learning · Computer Science 2020-09-09 Gourab Ghatak

Reinforcement learning for control over continuous spaces typically uses high-entropy stochastic policies, such as Gaussian distributions, for local exploration and estimating policy gradient to optimize performance. Many robotic control…

Machine Learning · Computer Science 2024-04-03 Ya-Chien Chang , Sicun Gao

Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Saghar Adler , Vijay Subramanian

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

Computer Science and Game Theory · Computer Science 2022-06-14 Mark Sellke , Aleksandrs Slivkins

This paper presents a new dynamic approach to experiment design in settings where, due to interference or other concerns, experimental units are coarse. `Region-split' experiments on online platforms are one example of such a setting. The…

Machine Learning · Statistics 2022-02-16 Vivek Farias , Ciamac Moallemi , Tianyi Peng , Andrew Zheng

We investigate the extent to which offline demonstration data can improve online learning. It is natural to expect some improvement, but the question is how, and by how much? We show that the degree of improvement must depend on the quality…

Machine Learning · Computer Science 2023-05-18 Botao Hao , Rahul Jain , Tor Lattimore , Benjamin Van Roy , Zheng Wen

We introduce a novel anytime Batched Thompson sampling policy for multi-armed bandits where the agent observes the rewards of her actions and adjusts her policy only at the end of a small number of batches. We show that this policy…

Machine Learning · Computer Science 2021-10-04 Cem Kalkanli , Ayfer Ozgur

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2019-06-14 Brian Hentschel , Peter J. Haas , Yuanyuan Tian