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Deep reinforcement learning is used in various domains, but usually under the assumption that the environment has stationary conditions like transitions and state distributions. When this assumption is not met, performance suffers. For this…

Machine Learning · Computer Science 2024-05-24 Zihe Liu , Jie Lu , Guangquan Zhang , Junyu Xuan

In deep active learning, it is especially important to choose multiple examples to markup at each step to work efficiently, especially on large datasets. At the same time, existing solutions to this problem in the Bayesian setup, such as…

Machine Learning · Computer Science 2023-02-17 Aleksandr Rubashevskii , Daria Kotova , Maxim Panov

Experimental design has emerged as a powerful approach for improving the sample efficiency of A/B testing, yet existing designs rely critically on correctly specified models. We study robust sequential experimental design under model…

Machine Learning · Statistics 2026-05-14 Qianglin Wen , Xiangkun Wu , Chengchun Shi , Ting Li , Niansheng Tang , Yingying Zhang , Hongtu Zhu

Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…

Applications · Statistics 2026-01-29 Hoiyi Ng , Guido Imbens

In this paper, we consider adaptive decision-making problems for stochastic state estimation with partial observations. First, we introduce the concept of weak adaptive submodularity, a generalization of adaptive submodularity, which has…

Optimization and Control · Mathematics 2017-04-14 Sze Zheng Yong , Lingyun Gao , Necmiye Ozay

While adaptive experimental design has outgrown one-dimensional, staircase-based adaptations, most cognitive experiments still control a single factor and summarize performance with a scalar. We show a validation of a Bayesian, two-axis,…

Machine Learning · Computer Science 2025-10-02 Dom CP Marticorena , Chris Wissmann , Zeyu Lu , Dennis L Barbour

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

The Stepped Wedge Design (SWD) is a form of cluster randomized trial, usually comparing two treatments, which is divided into time periods and sequences, with clusters allocated to sequences. Typically all sequences start with the standard…

Methodology · Statistics 2020-11-06 John N. S. Matthews

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Spatio-temporal action detection (STAD) aims to classify the actions present in a video and localize them in space and time. It has become a particularly active area of research in computer vision because of its explosively emerging…

Computer Vision and Pattern Recognition · Computer Science 2023-08-04 Peng Wang , Fanwei Zeng , Yuntao Qian

This study evaluates a suspension design of a passenger car to obtain maximum rider's comfort when the vehicle is subjected to different road profile or road surface condition. The challenge will be on finding a balance between the rider's…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Srikanth Raju Mudduluru , Mahmoud Chizari

Adam is one of the most popular optimization algorithms in deep learning. However, it is known that Adam does not converge in theory unless choosing a hyperparameter, i.e., $\beta_2$, in a problem-dependent manner. There have been many…

We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given $d$ different experimental variables with $m_i$ choices per design variable $1 \le…

Numerical Analysis · Mathematics 2025-06-03 Hugo Díaz , Arvind K. Saibaba , Srinivas Eswar , Vishwas Rao , Zichao Wendy Di

Many real-world sequential decision-making problems involve critical systems with financial risks and human-life risks. While several works in the past have proposed methods that are safe for deployment, they assume that the underlying…

Machine Learning · Computer Science 2020-12-21 Yash Chandak , Scott M. Jordan , Georgios Theocharous , Martha White , Philip S. Thomas

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

Machine Learning · Computer Science 2022-08-11 Samuel Horváth , Konstantin Mishchenko , Peter Richtárik

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

Optimization and Control · Mathematics 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

Language agents have shown promising adaptability in dynamic environments to perform complex tasks. However, despite the versatile knowledge embedded in large language models, these agents still fall short when it comes to tasks that…

Computation and Language · Computer Science 2024-11-14 Minh Nguyen , Ehsan Shareghi

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…

Machine Learning · Computer Science 2023-06-13 Amit Attia , Tomer Koren

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl